2021 Federal Reserve System Surveillance Conference
Conference Details
Date: October 12-14, 2021
Location: Virtual
Virtual
The Atlanta Fed is excited to host the 2021 Federal Reserve System Surveillance Conference, to be held virtually October 12–14.
As the economy recovers from the effects of the COVID-19 pandemic, we are excited for the opportunity to have the surveillance community share topics and tools developed to identify and quantify systemic risk in a quickly deteriorating environment as well as in a recovery. We also look forward to the community sharing new approaches to identifying new areas of emerging risk, including climate change, inflation, and cryptocurrencies.
Doris Quiros, senior vice president, Supervision, Regulation, and Credit, will kick off the event. We will then showcase System-wide surveillance work, including updates on the Business Process Review.
Agenda
| Time | Event |
|---|---|
| Tuesday, October 12 | |
|
Conference Opening Doris Quiros, Federal Reserve Bank of Atlanta |
|
| 10:30 | "Custom Deposit Betas and their Impact on FOCUS model's EAR and EVE Assessments" Jianwei Cao, Federal Reserve Bank of Dallas Stuart Boyle, Federal Reserve Bank of Dallas |
| 11:30 |
"Recent CBO/RBO Investment Trends and Analysis" Alan Huang, Federal Reserve Bank of Philadelphia Michael Pope, Federal Reserve Bank of Philadelphia John Kelly, Federal Reserve Bank of Philadelphia |
|
"Miami-Dade County Climate Risk Case Study" Mario Flores, Federal Reserve Bank of Atlanta |
|
| 1:45 |
"Understanding Risks in Financing Renewable Energy" Sung Je Byun, Federal Reserve Bank of Dallas John Shackelford, Federal Reserve Bank of Cleveland Joe Kneip, Federal Reserve Bank of Dallas |
| 3:00 |
"What can CMBS tell us about CRE Performance?" Jeremy Brizzi, Federal Reserve Bank of Philadelphia John Kelly Bill Hewitt, Federal Reserve Bank of Philadelphia Kindra Morelock, Federal Reserve Bank of Chicago |
| 4:00 |
"2052a Data Dashboard" Dalanna Pflepsen, Federal Reserve Bank of Minneapolis |
| Wednesday, October 13 | |
|
"BETR Program Governance Update" Denise Duffy, Federal Reserve Bank of Cleveland Matt Nankivel, Federal Reserve Bank of Minneapolis |
|
| 10:45 |
"BETR Model – Management Risk Stripe" Vishwas Hogirala, Federal Reserve Bank of Cleveland |
| 11:45 |
"Liquidity Mismatch Index" Nick Fritsch, Federal Reserve Bank of Cleveland |
|
"Risk Repository Recommendation Engine" Lex Becker, Federal Reserve Bank of Cleveland Camilla Grigsby, Federal Reserve Bank of Cleveland |
|
|
"BETR Model – Operations Risk Stripe" Vishwas Hogirala |
|
| 3:15 |
"Bank Performance Risk Metrics Tool" Siying Ge, Federal Reserve Bank of Chicago |
| 4:00 |
"The Pandemic's Impact on Credit Risk: Averted or Delayed?" Sung Je Byun, Federal Reserve Bank of Dallas Alex Jiron, Federal Reserve System Board of Governors |
| Thursday, October 14 |
|
| 10:00 a.m. |
"FRS Surveillance Business Process Review" Kevin Bertsch, Federal Reserve System Board of Governors |
| 11:00 |
"Commercial Real Estate Momentum Index" Brian Bailey, Federal Reserve Bank of Atlanta Bill Poole, Federal Reserve Bank of Atlanta |
| Noon | "CodeShare" Daniel Sexton, Federal Reserve Bank of Atlanta Vishant Sharma, Federal Reserve Bank of Atlanta |
| 1:15 p.m. | "HOAM Index" Domonic Purviance, Federal Reserve Bank of Atlanta |
| 2:15 | "PPP: County-level Determinants and Effect on Unemployment" Pavel Kapinos, Federal Reserve Bank of Dallas |
| 3:15 |
"Surveillance Screens Enhancement Project" Joe D'Agostino, Federal Reserve Bank of Cleveland Matt Hartman, Federal Reserve Bank of Cleveland |
| 4:10 |
Conference Closing Jeff Gunther, Federal Reserve System Board of Governors |