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Photo of Venkatesh Rao

Venkatesh Rao

Principal Economist Stress Testing Section Supervision and Regulation
202-452-3847
pc.venkatesh@frb.gov
Current Research Topics
  • Trading Book Stress Testing
  • Risk modelling
  • Economist

    Board of Governors of the Federal Reserve System

    2010 - present
  • Financial Economist

    Securities & Exchange Commission

    2004 - 2010
  • Financial Economist

    Office of the Comptroller of the Currency

    1995 - 2004
  • Financial Economist

    Commodity & Futures Trading Commission

    1992 - 1995
  • Assistant Proefessor

    Univeristy of Cincinnati

    1991 - 1992
  • Assistant Professor

    University of Houston

    1983 - 1991
  • Venkatesh, P.C. (2003). "Value at Risk for Corporate Bond Portfolios," Journal of Fixed Income, vol. 13, no. 2, pp. 19-32.
  • Locke, Peter R., and P.C. Venkatesh (1997). "Futures Markets Transaction Costs," Journal of Futures Markets, vol. 17, no. 2, pp. 229-245.
  • Kodres, Laura E., Barry Schachter, and P. C. Venkatesh (1995). "Stock Price Reactions to Derivatives Information in the FRY-9c Reports," Proceedings of the Bank Structure Conference, Federal Reserve Bank of Chicago.
  • Pettit, R. Richardson, and P. C. Venkatesh (1995). "Insider Trading and Long-Run Performance," Financial Management, vol. 24, no. 2, pp. 88-103.
  • Rabinovitch, Ramon, Ronald Singer, and P. C. Venkatesh (1993). "The Term Structure and Call Option Valuation," International Journal of Finance, vol. 5, pp. 426-439.
  • Venkatesh, P.C. (1992). "Empirical Evidence on the Impact of the Bid-Ask Spread on the Characteristics of CRSP Daily Returns," Journal of Financial Research, vol. 15, no. 2, 113-125.
  • Jang, Hasung, and Venkatesh, P.C. (1991). "Consistency between Predicted and Actual Bid-Ask Quote-Revisions," Journal of Finance, vol. 46, no.1, pp. 433-446.
  • Venkatesh, P. C. (1991). "Trading Costs and Ex-Day Behavior: An Examination of Primes and Stocks," Financial Management, vol. 20, no. 3, pp. 84-95.
  • Venkatesh, P. C. (1989). "The Impact of Dividend Initiation on the Information Content of Earnings Announcements and Returns Volatility," Journal of Business, vol. 62, no. 2, pp. 175-197.
  • Chiang, Raymond, and P.C. Venkatesh (1988). "Insider Holdings and Perceptions of Information Asymmetry: A Note," Journal of Finance, vol. 43, no. 4, pp. 1041-1048.
  • Venkatesh, P.C., and Raymond Chiang (1986). "Information Asymmetry and the Dealer's Bid-Ask Spread: A Case Study of Earnings and Dividend Announcements," Journal of Finance, vol. 41, no. 5, pp. 1089-1102.
Last update: November 20, 2019