Travis Nesmith
Travis Nesmith leads the Federal Reserve Board’s analysis of quantitative risk management at systemically important CCPs, focusing on margin and guaranty fund models, as well as liquidity management, across a wide range of financial markets, both securities and derivatives. He serves as a committee member for the supervision of financial market utilities, quantitative surveillance, interconnectedness risks, and financial stability respectively. In over 20 years at the Board, he has worked on a number of interagency and international groups including the FSB’s Derivatives Assessment Team and the margin group of the Principles for Financial Market Infrastructures. He holds a PhD in economics from Washington University in St. Louis. His more recent research appears in the J. of Risk & Financial Management, J. of Monetary Economics, and Studies in Nonlinear Dynamics and Econometrics. He also is an Associate Editor of Macroeconomic Dynamics.
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