Banner for FRS Surveillance Conference - October 12-14, 2021

Location: Virtual 

Agenda

Tuesday, October 12
10:00 a.m. 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
12:45 "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
10:00 a.m. "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
1:00 p.m. "Risk Repository Recommendation Engine"
Lex Becker, Federal Reserve Bank of Cleveland
Camilla Grigsby, Federal Reserve Bank of Cleveland
2:15 "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