Isda appoints head of research

The International Swaps and Derivatives Association, has made David Mengle its new head of research, a newly created position. Mengle will be responsible for providing research and analytical support for various Isda derivatives committees and initiatives.

He will specifically work on aspects of Isda’s risk management activities, providing technical assistance on issues surrounding the Basel capital Accord. He will also oversee Isda’s main derivatives market survey and produce surveys in other areas. Mengle has assisted Isda by conducting derivatives operations and documentation seminars for the past few years, and the association said he would continue to be involved in this area.

“David brings an enormous amount of industry and academic experience to Isda,” said Robert Pickel, Isda chief executive. “His expertise in risk management, derivatives products and regulation will strengthen Isda’s mission to encourage the prudent and efficient development of the privately negotiated derivatives business.”

Mengle is an associate professor of economics and finance on the adjunct faculty of Fordham University’s Graduate School of Business in New York. He most recently worked as a consultant at New York-based risk management consultancy, Rutter Associates, and has also worked as a research economist at the Federal Reserve Bank of Richmond.