Speakers, Moderators, and Panelists 
James Nolan, Federal Reserve Bank of Boston
Jim Nolan is the Executive Vice President responsible for the Federal Reserve Bank of Boston's Supervision, Regulation, and Credit department, which consists of more than 300 staff. In this role, he oversees the supervision of all bank holding companies, savings and loan holding companies, and state member banks in the First Federal Reserve District. Mr. Nolan is also responsible for the Reserve Bank's applications, discount window and statistics functions. He is a member of the Federal Reserve System's Large Institution Supervision Steering Committee (LISSC) which provides direction over the supervision of the most complex financial institutions operating in the U.S. Jim joined the Federal Reserve in 1985, and has held a variety of examination and management positions within the Supervision function. Prior to his current position, he was directly responsible for a team focused on the supervision of the District's largest banking organizations. Mr. Nolan earned his B.A. from Harvard College and a Masters of Business Administration from Babson College. He is also a graduate of the Stonier Graduate School of Banking.
Ken Abbott is the Chief Risk Officer for the Americas for Barclays. He is responsible for overseeing the development and implementation of the IHC and CUSO Enterprise Risk Management Framework, covering all Principal Risks detailed in Barclays Enterprise Risk Management Framework (ERMF), with particular emphasis on ensuring that an integrated and effective risk management framework is maintained.
Ken joined Barclays in 2015 from Morgan Stanley, where he was Managing Director and COO for Firm Risk Management. In addition, he ran legal entity risk management for Morgan Stanley's swap dealers and for their buy-side activities and ran their risk model review function. Prior to Morgan Stanley, he worked at Bank of America and Bankers Trust in several senior roles.
Ken has a B.A. from Harvard in Economics, an M.A. from NYU in Economics and an M.S. from NYU/Stern in Statistics and Operations Research. He sits on the boards of Global Association of Risk Professionals (GARP), the Harvard Club of New Jersey, and the New Jersey Scholars Program.
Jason Alfano, Credit Suisse Holdings USA Inc.
Jason Alfano is a Managing Director and the Head of Americas Capital & Resolution Planning for Credit Suisse. Mr. Alfano joined Credit Suisse in June 2015 initially as the Head of CCAR and in June 2017 his role was expanded to cover both capital and resolution planning activities in the U.S.
Prior to joining Credit Suisse in 2015, Mr. Alfano was a Managing Director at Citigroup where he last led Citi's Risk Governance function, played a leadership position in Citi's CCAR/DFAST program including oversight and coordination of risk management efforts and was a member of the Risk Management Executive Committee. Mr. Alfano spent over 20 years at Citi in both the Risk and Finance organizations in a number of leadership roles including the Head of Capital Analysis and Stress Testing, where he also had key responsibilities related to CCAR/DFAST as well as Basel 3 capital methodology development and reporting. Jason holds a B.B.A. from Pace University's Lubin School of Business.
Anna Baram, Federal Reserve Bank of San Francisco
Anna is a Director over the Financial Resiliency Team within the Risk, Policy and Analysis Group at the Federal Reserve Bank of San Francisco. She leads a team of risk specialists who conduct assessments of liquidity and capital planning, stress testing, and model risk management at large and regional banking organizations. Anna also plays lead roles in Federal Reserve System projects and initiatives, including currently co-leading the Horizontal Capital Review for large and noncomplex banking organizations and previously leading the Horizontal Liquidity Review at large banking organizations. Anna is active in outreach activities; she presents at industry events and serves as an instructor in various Federal Reserve training initiatives.
Anna joined the Federal Reserve Bank of San Francisco in 2011. Prior to joining the Federal Reserve, Anna was a Manager in the Risk Management Advisory practice at Ernst & Young, where she advised a number of large bank clients on meeting regulatory requirements related to Basel II, capital planning and stress testing, recovery and resolution planning, and derivatives reform.
Anna has a M.S. in Business Administration and has earned the Certified Public Accountant, Chartered Financial Analyst, and certified Financial Risk Manager designations.
Brinda Bhattacharjee, The Goldman Sachs Group, Inc.
Brinda Bhattacharjee co-leads Goldman Sachs Bank USA's Finance & Treasury team, focusing on capital planning, resolution planning, financial planning and analysis, interest rate risk management and funds transfer pricing initiatives within the Bank. Brinda joined Goldman Sachs as a Managing Director in 2016. Prior to joining Goldman Sachs, she was a Principal in the Finance and Risk Practice at Oliver Wyman, advising financial services firms on finance, treasury and risk related topics. Brinda holds a B.A. in Economics and a B.S. in Mathematics from Queen's University in Ontario, Canada.
Jeremy Caldwell, Federal Reserve Bank of Richmond
Jeremy Caldwell is a Co-Chair of the LISCC Capital Program for the Federal Reserve System. In this role, he co-leads the Federal Reserve's supervision of LISCC financial institutions' capital planning practices and financial risk management and controls. In addition, he oversees the Comprehensive Capital Analysis and Review's qualitative assessment of LISCC and large and complex bank holding companies' capital plans. Mr. Caldwell has served in a number of roles during his career at the Federal Reserve beginning in 2000. In addition to Mr. Caldwell's experiences at the Federal Reserve, he also spent time working in Internal Audit and as an equity research analyst at BB&T. Mr. Caldwell holds a Bachelor of Science from Virginia Tech.
Stuart Clarke, Deutsche Bank USA Corporation
Stuart Clarke has been the Regional Chief Operating Officer for Deutsche Bank in the Americas since 2001 and is a member of the Regional Executive Committee. He was appointed a director of DB USA Corp. the bank's U.S. Intermediate Holding Company on its formation in 2016. He is the General Manager of Deutsche Bank's New York branch and serves on the board of Deutsche Bank Securities Inc., the bank's US broker dealer subsidiary. In July 2017, he was additionally appointed as the Executive Sponsor for CCAR.
Douglas Croker, Regions Financial Corporation
Since mid-2015, Douglas serves as the Head of the Enterprise Model Resources Group (EMRG) at Regions Bank. The group is chartered to assist business lines and support-function areas throughout the bank to design, build and maintain quantitative tools. Subject matter for the team spans numerous areas, such as credit loss, economic capital, AML, capital markets, revenue forecasting, operational risk modeling and balance sheet analysis.
Prior to his current role, Douglas served as the Head of Balance Sheet Management within Corporate Treasury. Within that role, his scope of responsibility included Asset Liability Management (ALM), and the modeling of net interest income and the corporate balance sheet. The role involved formation and justification of top-of-house balance sheet outlooks, funds transfer pricing, budgeting, and the devising of strategies to manage interest rate risk.
Prior to joining Regions, Douglas completed his M.A. in Economics from Northwestern University. He was recognized for distinguished performance in his role as a graduate teaching assistant for an accelerated program in econometrics and statistics. Before entering graduate school, Douglas worked as an ALM analyst and in a fixed-income trading function at UBS in Zurich, Switzerland. Prior to that, Douglas worked for several years as a senior analyst for a bank-software development company. Douglas graduated undergraduate cum laude from Princeton University in Economics and Applied Mathematics.
Patrick de Fontnouvelle, Federal Reserve Bank of Boston
Patrick de Fontnouvelle is a Vice President in the Supervision, Regulation and Credit Department at the Federal Reserve Bank of Boston. Patrick oversees the Bank's Risk and Policy Analysis Unit, which makes substantial System contributions to both the CCAR and DFAST exercises. Previously, Patrick held positions as a Financial Economist with the U.S. Securities and Exchange Commission and with General Electric Corporation. He has also taught economics as an Assistant Professor at Iowa State University. Patrick received his B.A. in Mathematics from Princeton University, and his Ph.D. in Economics from the University of Wisconsin — Madison.
Jeffrey Donarski, Federal Reserve Bank of Chicago
Jeff Donarski is the co-lead of the CAP Review Team (CRT) and collaborates with CRT Core team members to oversee the assessment of and development of horizontal perspective on CAP Principles 1, 4-7. Jeff has been involved with supervisory capital planning reviews since 2011. He is also the Supervisory Manager of the Capital Planning & Analysis team in the Risk Specialist Division within Supervision and Regulation Department at FRB Chicago. Jeff is a graduate of the University of Notre Dame and received an M.B.A. from the Kellogg School of Management at Northwestern University.
Steven Durfey, Federal Reserve Bank of Chicago
Steven Durfey is the senior vice president overseeing the Risk Specialists Division for the Seventh Federal Reserve District bank supervision group. He also provides leadership to, and is a member of, a number of System groups that oversee the supervision of large institutions. Durfey joined the Federal Reserve Bank of Chicago in 1987 as an examiner, and has assumed a number of management positions of increasing responsibility within Supervision & Regulation. He has led and contributed to a number of System and interagency supervision programs including capital, risk management and capital markets. Durfey holds a B.A. in Business specializing in Finance from University of Iowa.
Matthew Frame, Federal Reserve Bank of Philadelphia
Matt Frame is a member of the CCAR Oversight Group, which is responsible for the day-to-day execution of the year-round and annual assessment components of the CCAR program. In this capacity Matt directly oversees a horizontal evaluation team responsible for assessing and providing subject matter expertise on risk management, internal controls, and governance components of capital planning. Matt has served in various roles in the CCAR program since 2011 and prior to assuming his current position on the Oversight Group, he was a deputy central point of contact for a large foreign banking organization. Prior to joining the Federal Reserve, Matt worked at a large public accounting firm primarily in audit and assurance services. Matt received his B.B.A. in Accounting from Temple University and is a Certified Public Accountant (CPA).
Peter Franke, Bank of America Corporation
Peter Franke is the Head of the Global Risk Analytics team, reporting to the Chief Risk Officer. He is responsible for the Quantitative teams and models for Risk, Compliance, and Capital across the Firm. Peter has been in this role since the formation of the team in 2014 and is based in London. Global Risk Analytics are driving the enhancement of our strategic Enterprise risk management capabilities that support the needs of the Front Line Units as well as the Control Functions in an integrated and efficient manner. Current activities include deep involvement in the continued evolution and enhancement of our Enterprise Stress Testing and CCAR capabilities, particularly in relation to loss forecasting, Counterparty Credit Risk model and infrastructure development, Market Risk enhancements, Anti Money Laundering modelling, and preparation for CECL.
Peter first joined Bank of America in March 2004 as a Credit Quantitative Analyst on the Structured Credit Trading Desk and has been with the Firm since then. He became co‐head of the Global Credit Quant team at Bank of America Merrill Lynch in January 2009 and sole‐head in March 2011. Peter has had substantial exposure to all aspects of risk management as a result of his work with the trading desks through the Credit Crisis. He was also responsible for important pieces of capital and regulatory work, including the development of the Incremental Risk Charge and Comprehensive Risk Measure calculations required by the Basel Market Risk Amendment.
Prior to his career in finance Peter was engaged in research into various aspects of Biomedical Engineering, including blood flow through arterial bypass grafts. Peter has a Ph.D. in Computational Fluid Dynamics and a M.Eng. in Aeronautical Engineering both from Imperial College London.
Yaniv Gershon, Federal Reserve Bank of Boston
Yaniv currently serves as a member of the CCAR Oversight Group. In this capacity he directly oversees System teams responsible for the annual and year-round assessments of Counterparty Credit, Trading and Securities risk. Prior to assuming his current position, Yaniv served as the Basel II Deputy Lead of the Counterparty Credit Risk Qualification Team where he was responsible for facilitating consistent implementation of the Basel II rule, as it pertained to counterparty credit risk.
Prior to his work at the Federal Reserve Bank of Boston, Yaniv was head of the credit risk economic capital team at State Street where he was responsible for developing and implementing advanced credit risk capital modeling methodologies for wholesales and securitized assets portfolios. He obtained his Master's Degree in Applied Mathematics from Wayne State University and an Accounting Degree from Ramat-Gan College.
John Guo is a Senior Vice President and Head of Enterprise Credit Modeling & Analytics at Fifth Third Bank, overseeing Enterprise Credit Modeling, CCAR, and CECL. He received his Ph.D. in Business Administration and M.S. in both Industry Engineering and Mathematics from the Pennsylvania State University. He has over nineteen years of senior management experiences in banking industry. He previously held senior risk management positions in JPM Chase, HSBC as Director, Senior Vice President and Chief Credit Officer of Mortgage Corp; leading teams in US, China, and India. His area of expertise includes CCAR, CECL, Credit Modeling, Loss Forecasting, Portfolio Risk Management, Credit Policy, Quality Control and Fraud Prevention. He is actively involved in community development and serves as a board member of the Great Cincinnati Chinese Chamber of Commerce.
John also has extensive publications and is an invited speaker at various conferences on credit analytics and management. He has research articles published in Decision Sciences Journal, Transport Research, Journal of the Operational Research Society, and Journal of Business Logistics.
David Heike, JP Morgan Chase & Company
David Heike is the Head of Risk Modeling in the Consumer and Community Bank (CCB) at JPMorgan Chase. His team is responsible for all underwriting, servicing, collections, fraud, and capital models across the CCB businesses, which include credit cards, mortgages, auto loans, and business banking. He worked previously at BlackRock as Global Head of Financial Modeling, leading the team that built all of the risk models for internal and external clients. David holds a Ph.D. in Finance from the University of Michigan, an M.B.A. from the University of British Columbia, and a B.ASc. in Systems Design Engineering from the University of Waterloo.
Nathaniel Hoover, Federal Reserve Bank of Boston
Nathaniel is a Quantitative Analyst who leads a team responsible for evaluating and improving the first-line model risk management framework applied to the Federal Reserve's internal DFAST models. Prior to joining the Federal Reserve Bank of Boston in 2015, Nathaniel worked for four years in model validation at the Federal Home Loan Bank of Cincinnati. In his role at the FHLB, he worked directly with the Chief Risk Officer to design, implement, and oversee the Bank's model risk management program; conducted validation reviews of models used throughout the Bank; and advised senior management on modeling issues. Mr. Hoover has a B.A. in Economics and a B.A. in Mathematics from the University of Colorado and an M.A. in Economics from the University of Virginia.
Gregory Hopper, The Goldman Sachs Group, Inc.
Greg Hopper is Managing Director and global head of Risk Economics and Stress Testing in the Risk Division. In that capacity, he oversees the Sovereign and Economic Risk Management Group, the Macroeconomics Team, and Risk Identification and Scenario Design. The group performs sovereign and macroeconomic analysis and firmwide risk identification, does ALLL modeling, and develops firmwide scenarios for capital planning and risk management purposes. He also oversees the Credit Quantitative Analysis Group, which is responsible for building counterparty credit risk models globally.
Prior to joining the firm, Greg was an executive director at Morgan Stanley, where he was head of the Credit Analytics Group and before that he was a senior economist at the Federal Reserve. He has an M.S. in Applied Mathematics and a Ph.D. in Economics.
Kathleen Johnson, Board of Governors of the Federal Reserve System
Kathleen Johnson is the Assistant Director over stress testing research, modeling, and analysis in the Division of Banking Supervision and Regulation at the Federal Reserve Board. The stress testing section coordinates the system-wide efforts to implement and execute the Federal Reserve's stress tests. Ms. Johnson is also a member of the Model Oversight Group and serves as the COO for the supervisory stress testing program. Prior to her current position, Ms. Johnson was a Senior Economist in the Division of Research and Statistics at the Federal Reserve Board, where she conducted research and policy analysis on household credit markets. She has published articles on household credit and consumer behavior in journals such as Real Estate Economics and the Journal of Money, Credit, and Banking. Ms. Johnson earned a B.S. in Economics from Binghamton University and a Ph.D. in Economics from the University of Maryland.
Matt Kramer is Senior Vice President and leader of the Risk Identification Group at U.S. Bancorp. This group is responsible for elements of the company's Enterprise Risk Management Framework, including Risk Identification for Stress Testing, Concentration Risk Management, Oversight of Strategic Risk, and Strategic Planning for Risk Management & Compliance. Prior to his current role, he was the company's subject matter expert on the regulator's heightened expectations related to risk management and governance, leading the development of the company's Enterprise Risk Management Framework, governance structure, and policy management program to align with regulatory requirements. Prior to joining U.S. Bancorp, he spent eleven years at Deloitte, focusing on serving clients in the financial services industry with risk advisory, internal audit, and consulting services.
Robert Linklater, TD Bank US Holdings LLC
Robert Linklater leads the stress testing and Capital Target Setting for the U.S. operations of TD Bank Group. He is responsible for the oversight of Estimation Approaches used in stress testing including development, documentation and reporting standards. He is also accountable for the development of scenarios, establishing and executing the uncertainty framework, and presentation of consolidated stress results to senior committees and the Boards of Directors. He previously led stress testing, valuations, capital reporting and initiatives for the Wholesale Bank operations of TDBG. In addition, he was the CFO of various subsidiaries related to Private Equity and Asset Securitizations.
Prior to TD Bank, Mr. Linklater held various positions at the Royal Bank of Canada including Head of Corporate Treasury Finance. He was responsible for enterprise derivative and hedge accounting and reporting, accounting and reporting of treasury related activities, including securitization. He had also held the position of Head, External Reporting at Royal Bank of Canada where he was responsible for the Annual and Quarterly Report to Shareholders. He held senior management roles in Group Risk Management leading enterprise credit provisioning and Basel II initiatives.
Robert has five years of experience in public accounting, with Coopers & Lybrand in Canada and the United Kingdom working primarily with financial institutions. He holds a Bachelor of Commerce degree in Finance from McGill University and a Masters of Business Administration from the University of Toronto.
Jonathan Mahoney, M&T Bank Corporation
Jonathan Mahoney is a Senior Quantitative Modeling Manager focused on wholesale credit risk models and risk rating scorecards. As part of the first line, he manages a staff of model developers focused on CRE, C&I and Small Business portfolios and is the primary point of contact for communication between M&T's Centralized Modeling department and senior management as well as all regulatory oversight. Jonathan has been with M&T Bank for 9 years focused primarily on Wholesale Credit Risk.
Michael Moise, Board of Governors of the Federal Reserve System
Michael Moise is a manager in the Board of Governor's Stress Testing Modeling & Analysis section and has co-led the supervisory modeling team for securities for several years. Michael has over ten years of experience in the Federal Reserve System, including several years in the Risk division at the Federal Reserve Bank of New York. Michael joined the Stress Testing section in 2012, but has been involved with stress testing in some capacity since the 2009 Supervisory Capital Assessment Program. Michael currently oversees staff focusing on securities, trading, and counterparty risk. Michael earned a Bachelor of Arts in Economics from Harvard University and a Master of Business Administration with a concentration in Finance and Decision & Risk Analysis from Columbia University's Graduate School of Business.
John Mulligan, HSBC North America Holdings, Inc.
John joined HSBC in May 2014 as global head of the Traded and Model Risk Audit teams. In 2015, he also assumed responsibility for coverage of Capital Planning including the CCAR/DFAST process. He is a member of the Internal Audit MANCO committee. He previously worked as Head of Market Risk and Treasury global audit for Citibank where he worked for 11 years and was responsible for global audits of Citi's Market risk function including governance, oversight, monitoring, and reporting including Basel 2.5/3 Market risk related activities. In addition his teams audited the liquidity and balance sheet management areas globally for Citi. Prior to that John was the head of the Global Liaison Audit Team for Model and Market Risk and Treasury. Before joining Citi he spent a year as a proprietary trader for Daiwa Capital Markets in New York. John spent the 18 years prior to that as the Treasurer and Head of Capital Markets for Unibank (Denmark- now part of Nordea Bank) North America. He served on the local and global ALCO committees and was responsible for trading and sales, funding and portfolio management for the banks USD based activities. He started his career as a money market and FX trader at Chase Manhattan Bank in New York in 1980. He has a Bachelor of Science in Accounting from New York University and holds a FINRA Series 7 license.
David Palmer, Board of Governors of the Federal Reserve System
David Palmer is a senior supervisory financial analyst in the Risk Function of the Division of Banking Supervision and Regulation at the Federal Reserve Board. He focuses on several primary topic areas, including banks' capital planning practices, banks' model risk management practices, banks' and supervisors' stress testing activities, validation of supervisory stress testing models, and banks' credit risk capital models. He engages in both policy-related projects as well as on-site examinations.
Mr. Palmer was a key contributor to the Federal Reserve's supervisory guidance on capital planning for large firms issued in December 2015 (SR Letters 15-18 and 15-19), as well as to the Federal Reserve's rules to implement Dodd-Frank stress testing requirements and the Federal Reserve's Capital Plan Rule. In addition, he serves in a leadership position in the Federal Reserve for evaluating firms' capital planning processes for CCAR and Pillar 2. Mr. Palmer was also a primary author of the Federal Reserve's Supervisory Guidance on Model Risk Management (SR 11-7), issued in April 2011 jointly with the OCC, and continues to lead the implementation of that guidance within the Federal Reserve.
Mr. Palmer has a Bachelor's degree from Oberlin College and a Master's degree from Georgetown University.
Wei Qian, State Street Corporation
Wei is an Audit Director at State Street, responsible for the Corporate CCAR Assurance Program and Model Analytical Review Program. Wei brings over years of experience in key areas such as CCAR, Basel III regulatory capital, economic capital, capital planning and management, liquidity risk management, financial model review and model risk management. She began her banking career with a leading U.S. bank, and worked in Finance, Treasury and Risk Management departments before joining Internal Audit. She brings a risk manager's perspective into auditing the financial risk management areas. She holds professional designations of CFA and FRM.
Lisa Ryu, Board of Governors of the Federal Reserve System
Lisa Ryu is an Associate Director in the Division of Banking Supervision and Regulation at the Federal Reserve Board. She is responsible for the Federal Reserve's supervisory stress test program and chairs the Model Oversight Group responsible for the development and implementation of the models used for the Federal Reserve's stress test. She is also a member of the operating committee that oversees the supervision of LISCC firms, and co-chairs the Capital Steering Committee. Prior to joining the Federal Reserve Board, she was a chief of the large bank pricing group and senior economist at the Federal Deposit Insurance Corporation. In that capacity, she was involved in a wide range of key policy initiatives during the recent financial crisis and served as FDIC lead on the interagency oversight group for the Supervisory Capital Assessment Program in 2009.
Robert Sarama, Board of Governors of the Federal Reserve System
Robert Sarama manages the Stress Testing Research section in the Division of Banking Supervision and Regulation at the Federal Reserve Board in Washington, DC. Since joining the Federal Reserve in 2011, Robert has worked on several policy initiatives related to supervisory stress testing. Those include the initial design of the Federal Reserve's Y-14 regulatory report, the development of retail credit risk models, and various roles in model oversight and implementation. Robert I also spent a year visiting the Division of Financial Stability, where he worked on issues related to the identification and measurement of systemic risks of large banks and other systemically important financial institutions. Robert's research focuses on real estate finance, housing markets, and stress testing models. He received his Ph.D. in Economics from The Ohio State University, and worked as a Financial Economist in the Division of Insurance and Research at the FDIC prior to joining the Federal Reserve. He has been published in Real Estate Economics.
Thomas Scrivener, Bank of America Corporation
Thomas M. Scrivener is the Enterprise Scenario Planning and Execution executive at Bank of America. He is responsible for driving continuous improvement of critical enterprise wide processes including capital planning, resolution planning and data quality processes.
Tom leads the corporate team that develops and maintains the processes to evaluate material risks through financial scenario planning, sensitivity analyses, and other analytical approaches. He develops and maintains recovery and resolution plans, in accordance with regulatory requirements and closely integrated with the company's lines of business and support functions.
Previously, he was chief financial officer for Legacy Asset Servicing, which provided solutions to customers in need of mortgage assistance. During his career, Tom has held leadership roles at Balboa Insurance Group, and prior to joining the bank, held positions in public accounting and market risk consulting.
Tom holds a Bachelor's degree in Economics from University of California, Santa Barbara and is a Certified Public Accountant as well as a Chartered Financial Analyst.
Deniz Senturk, State Street Corporation
Deniz is a Senior Vice President in State Street Corporation, and the head of Model Risk Management since March 2015. Prior to joining SSC, she has been heading Model Risk Management in GE Capital for 3+ years. She has been with GE for 15 years where she led marketing analytics teams and also research teams in GE Global Research Center (where she has published 15+ patents and 20+ research papers on advanced statistical techniques used in risk and finance.) Her areas of functional expertise include compliance and control functions (Model Governance), credit and model risk management (Consumer and Commercial Credit Risk, Stress Testing, Allowance/Reserve, and Capital modeling) as well as risk analytics, marketing analytics and business strategy management. Deniz also served as an adjunct professor at Graduate School of Business, Fordham University for three years. She has a Ph.D. in Applied Statistics from University of California, Santa Barbara and a B.S. in Physics from Bogazici University (Turkey).
Vandana Sharma, Federal Reserve Bank of New York
Vandana Sharma is a Senior Supervisory Officer in the Financial Institutions Supervision Group at the Federal Reserve Bank of New York (FRBNY). She was hired into banking supervision in September 2013 as a Deputy Supervisory Officer where she managed a team of specialist examiners and technical experts tasked with the supervision of a large systemically significant bank. As part of these responsibilities, she led some of the Federal Reserve System's supervisory efforts to evaluate the largest U.S. banks' approaches to firm-wide stress testing and integrated risk management.
Prior to joining FRBNY, Ms. Sharma worked at Standard & Poor's where she spent the majority of her career in Insurance, Banking and Structured Products. She has also worked at an investment bank as a credit officer and at an insurance company as head of investor relations.
Ms. Sharma received her M.B.A. from the Johnson School at Cornell University and her B.S. in Commerce from the McIntire School of Commerce at the University of Virginia.
Milt Simpson, Federal Reserve Bank of San Francisco
Milt Simpson currently serves as the CPC for the Federal Reserve's Wells Fargo resident team. In this role, he coordinates the resident team's supervision activities at Wells Fargo.
Since joining the Reserve Bank originally in 2005, Milt has served in various capacities including the Market and Liquidity Risk Coordinator for the 12th District and Risk Specialty Officer Designee for Residential Real Estate Credit, responsible for monitoring residential real estate credit conditions at the 11 largest financial institutions operating in the U.S.
Prior to joining the Federal Reserve, Milt had a combined 17 years of supervisory experience predominantly with the FDIC. Over this time frame, Milt held various positions in both supervision and research, most recently serving in the FDIC's lead examiner for Wells Fargo. Milt was also one of the initial members of the FDIC's Large Bank Supervision Division, where he was a subject matter expert on trading, mortgage banking, securitization, liquidity, and interest rate risk. Prior to that, Milt was the FDIC San Francisco Region's lead capital markets specialist.
Milt graduated Magna Cum Laude from Santa Clara University with a B.S. in Economics in 1991. He is a member of the Phi Beta Kappa honor society, CFA Institute, and Global Association of Risk Professionals, holding the Chartered Financial Analyst (CFA) and Financial Risk Manager (FRM) professional designations.
Peder Skoog, Wells Fargo & Company
Peder Skoog, Executive Audit Director, joined Wells Fargo Audit Services (WFAS) in October 2012, and is responsible for the audit coverage of Capital (CCAR and Basel) and Model Risk Management across Wells Fargo & Co. Peder has historically provided coverage of Credit risk and Enterprise Risk. In all of these roles Peder was responsible for significantly enhancing audit coverage strategy and building high performing audit teams with a combination of audit background and Subject Matter Expertise.
Prior to Wells Fargo, Peder served in senior roles at Aviva PLC. Most recently, he was head of Audit for the US business, where he reported to the Audit Committee of the US board. In this role, Peder built a high-performing, cross-functional team responsible for delivering a comprehensive audit plan, which covered: accounting, finance and actuarial, technology, and operations of the business. In addition, Peder led the audit coverage of Solvency II across the Life and P&C businesses in North America. Prior to this role, Peder held various leadership roles in audit and risk management at both Aviva PLC and ING Group. Peder began his career at Ernst & Young.
Peder received a Masters of Financial Management from Drake University and his B.S. in Finance and Management Information Systems from Iowa State University. Peder is a Certified Internal Auditor (CIA), Certified Information System Auditor (CISA), and Financial Risk Manager (FRM).
Agus Sudjianto, Wells Fargo & Company
Agus Sudjianto is an executive vice president and head of Corporate Model Risk for Wells Fargo, where he is responsible for enterprise model risk management and serving as Chair of the Model Risk Committee.
Prior to his current position, Agus was the modeling and analytics director and chief model risk officer at Lloyds Banking Group in the United Kingdom. Before joining Lloyds, he was a senior credit risk executive and head of Quantitative Risk at Bank of America.
Prior to his career in banking, he was a product design manager in the Powertrain Division of Ford Motor Company.
Agus holds several U.S. patents in both finance and engineering. He has published numerous technical papers and is a co-author of Design and Modeling for Computer Experiments. His technical expertise and interests include quantitative risk, particularly credit risk modeling, machine learning and computational statistics.
He holds Masters and Doctorate degrees in Engineering and Management from Wayne State University and the Massachusetts Institute of Technology.
Vivian Sung, Federal Reserve Bank of New York
Vivian Sung is a Capital Markets Risk Manager in the Supervision Group, responsible for Counterparty Credit Risk related analytics. She joined the Federal Reserve in 2005 and her responsibilities covered reviewing and assessing trading and counterparty credit risk related models used by banks, including those used for regulatory capital and stress testing purposes. Vivian holds a B.A. in statistics from Yonsei University and an M.B.A. from Carnegie Mellon; Vivian is a CFA charter holder.
Michael Szwejbka, U.S. Bancorp
Michael Szwejbka is SVP of Credit Risk Analytics at U.S. Bank. He has held positions of increasing responsibility within credit stress testing since joining U.S. Bank in 2009. He currently oversees the development, implementation and execution of the loan loss forecasting models used in stress testing. Prior to U.S. Bank, he worked in various quantitative positions in the financial sector, including hedging variable annuities at Ameriprise Financial, building credit reporting systems and modeling defaults at GMAC-ResCap, and reviewing firms' operational risk models while at the Federal Reserve Bank of New York. He attended Columbia University where he earned a M.S. in Operations Research.
Jonathan Taylor, Federal Reserve Bank of Boston
Jonathan Taylor currently serves as the Deputy Chair of the CCAR Program Oversight Group. In this role, Jonathan helps lead the day-to-day execution of the CCAR program, contributes to the development of a multi-year strategic plan, and provides oversight to the horizontal evaluation teams. Immediately prior to this role, Jonathan served as a founding member of the Oversight Group, specifically overseeing the system teams that assess pre-provision net revenue (PPNR), balance sheet projections, risk-weighted assets (RWA), and operational risk loss estimation.
Other roles at the Federal Reserve have included managing the year round capital planning program for PPNR and balances horizontal evaluation team and prior to that role covering capital markets-related activities for a dedicated supervisory team. Before coming to the Federal Reserve, Jonathan worked at several financial institutions, chiefly in various corporate treasury roles. Jonathan has a graduate degree from the London School of Economics and Political Science.
James Vickery, Federal Reserve Bank of New York
James Vickery is an Assistant Vice President in the Research and Statistics Group of the Federal Reserve Bank of New York, where he has worked since 2004. Mr. Vickery's research focuses on financial intermediation and banking. Recent and ongoing research topics include capital adequacy, scale economies in banking, mortgage design, interbank markets, and bank organizational complexity. A separate line of research studies financial innovation and insurance in emerging market economies. In addition, Mr. Vickery contributes to the Federal Reserve's financial stability and monetary policy responsibilities, including serving on the Model Oversight Group that directs the Fed's supervisory stress testing models. He also teaches as an Adjunct Assistant Professor at the NYU Stern School of Business. Mr. Vickery completed a Ph.D. in Economics from MIT in 2004. Prior to graduate school he was a research analyst at the Reserve Bank of Australia.
Sebastiano Visentini, Morgan Stanley
Sid is a Managing Director and Global Head of Capital for Morgan Stanley, where he oversees the Firm's capital management and stress testing initiatives. Prior to starting his capital role in May 2016, he was a Managing Director in the Financial Institutions Group within Investment Banking, where he provided strategic advisory services to clients in the U.S. Banking and Specially Finance sectors. Prior to joining Morgan Stanley in 2008 as a Vice President, Sid was a founding member of BESCAP, a private equity firm focused on investing in the financial services sector. From 2000 to 2006, Sid was an analyst and associate at Credit Suisse (formerly Donaldson, Lufkin and Jenrette), where he focused on capital raising and M&A across the financial services sector. He received a B.S. summa cum laude in Finance from Boston College. Sid resides with his wife and two children in New Jersey.
Richard Westerkamp, Federal Reserve Bank of Richmond
Rich Westerkamp has worked as an Examiner for the Federal Reserve Bank of Richmond since 1991. He is currently a Vice President the Resiliency and Risk unit of the Richmond Reserve Bank. He also serves on several Federal Reserve System committees including the LISCC Operating Committee, the Capital Steering Committee governing the CCAR for Federal Reserve Capital Stress Testing program, the LBO Management Group, and the Governance and Controls Steering Committee of the LISCC Operating Committee. Recently he served as Vice President over Large Bank Organizations including Capital One Financial and BB&T Corporation. Prior to the Vice President position, Rich served as the Central Point of Contact (CPC) for Wachovia Corporation and Capital One Bank, commercial exam team manager, and a traditional commercial bank examiner. Previously, he worked as a commercial loan officer for a community bank. Rich has a M.B.A. in Finance and a Bachelor's Degree in Economics from Virginia Commonwealth University.