Biography
Yaniv Gershon is vice president and interim leader of the Crisis Preparedness and Response (CPR) function at the Federal Reserve System’s Board of Governors. In this role, Yaniv is responsible for the monitoring of banking stress and contagion risk as well as the oversight of the development and implementation of a formal CPR framework.
Prior to his current role, Yaniv held the position of vice president responsible for the Federal Reserve System’s Central Bank Digital Currency (CBDC) Research & Development program. In this role, Yaniv worked with a Federal Reserve System team to help the Federal Reserve better understand the costs and benefits of potential technologies for a CBDC. He was responsible for the project’s day-to-day operations and managed a multi-disciplinary team.
Previously, Yaniv led the supervision, regulation, and credit (SRC) department’s System FinTech Supervision Program and served as co-chair of the Large Institution Supervision Coordinating Committee (LISSC) Monitoring and Analysis Program (MAP). He also served as a member of the comprehensive capital analysis and review (CCAR) oversight group where he oversaw System teams responsible for the annual and year-round assessments of counterparty credit, trading and securities risk, and served as the Basel II deputy lead of the counterparty credit risk qualification team.
Prior to joining the Bank in 2013, Yaniv headed 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.
Yaniv obtained his master’s degree in applied mathematics from Wayne State University and an accounting degree from Ramat-Gan College.
Education
Special Students Program
Harvard University – June 2008- May 2009
Harvard Graduate School of Arts and Sciences,concentration in probability and statistics
Wayne State University – B.A. in mathematics, minor in economics, summa cum lade
Wayne State University – M.A. in applied mathematics
Ramat-Gan College - Diploma in accounting
Publications
Using Stochastic Optimization Methods for Stock Selling Decision Making and Option Pricing, Journal of Communication in Information and Systems, Vol. 7, No. 2, pp. 111-132, 2007. With J. Bao, A. Belu, Y.J. Liu, G. Yin, and Q. Zhang
Modeling the economics of differentiated durable-goods markets, IMA – preprint series, July 2002 1866-6 (With Miyuki Breen, George Chikhladze, Jose Figueroa-Lopez, Yanto Muliadi, Ivy Prendergast, and Suzhou Huang)