Meet the Researchers
Diana A. Iercosan
Principal Economist
Trading and Capital Markets Section
Supervision and Regulation
202-912-4648
[email protected]
[email protected]
Education
- Ph.D., Economics, University of Maryland, 2011
- B.A., Economics and Mathematics, Occidental College, 2006
Current Research Topics
- Evolution of trading activities post-GFC
Economist
Board of Governors of the Federal Reserve System
2011 - present
- Beyond Exceedance-Based Backtesting of Value-at-Risk Models: Methods for Backtesting the Entire Forecasting Distribution Using Probability Integral Transform
Diana Iercosan, Alysa Shcherbakova, David McArthur, and Rebecca Alper
Validation of Risk Management Models for Financial Institutions: Theory and Practice (2023)
https://doi.org/10.1017/9781108608602.005 - COVID-19 as a stress test: Assessing the bank regulatory framework
Elizabeth Duncan, Akos Horvath, Diana Iercosan, Bert Loudis, Alice Maddrey, Francis Martinez, Timothy Mooney, Ben Ranish, Ke Wang, Missaka Warusawitharana, and Carlo Wix
Journal of Financial Stability (2022)
https://doi.org/10.1016/j.jfs.2022.101016
See also » FRB Working Paper (2021) - Banks as Regulated Traders
Antonio Falato, Diana Iercosan, and Filip Zikes
Finance and Economics Discussion Series (2021)
https://doi.org/10.17016/FEDS.2019.005r1 - Banks' Backtesting Exceptions during the COVID-19 Crash: Causes and Consequences
Alice Abboud, Chris Anderson, Aaron Game, Diana Iercosan, Hulusi Inanoglu, and David Lynch
FEDS Notes (2021)
https://doi.org/10.17016/2380-7172.2939 - COVID-19 as a Stress Test: Assessing the Bank Regulatory Framework
Alice Abboud, Elizabeth Duncan, Akos Horvath, Diana Iercosan, Bert Loudis, Francis Martinez, Timothy Mooney, Ben Ranish, Ke Wang, Missaka Warusawitharana, and Carlo Wix
Finance and Economics Discussion Series (2021)
https://doi.org/10.17016/FEDS.2021.024 - Trading Activities at Systemically Important Banks, Part 3: What Drives Trading Performance?
Diana Iercosan, Ashish Kumbhat, Michael Ng, and Jason Wu
FEDS Notes (2017)
https://doi.org/10.17016/2380-7172.2025 - Trading Activities at Systemically Important Banks, Part 2: What Happened during Recent Risk Events?
Diana Iercosan, Ashish Kumbhat, Michael Ng, and Jason Wu
FEDS Notes (2017)
https://doi.org/10.17016/2380-7172.2024 - Trading Activities at Systemically Important Banks, Part 1: Recent Trends in Trading Performance
Diana Iercosan, Ashish Kumbhat, Michael Ng, and Jason Wu
FEDS Notes (2017)
https://doi.org/10.17016/2380-7172.2023 - Discrete Choice under Spatial Dependence and a Model of Patent Renewal
Diana Iercosan
Dissertations (University of Maryland, College Park) (2011)
Last Update:
December 1, 2023