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QuantMinds International
7 - 10 November, 2022
W Barcelona

Diana Iercosan
Principal Economist at Federal Reserve Board


Diana is a Principal Economist at the Federal Reserve Board. She received a PhD in Economics from the University of Maryland College Park in 2011. The same year she started working at the Federal Reserve Board, where she has focused on banking policy and supervision in the areas of market and counterparty credit risk. She is a member of several Basel groups focusing on designing and benchmarking capital rules for trading book activities, LIBOR transition, and scarring effects of COVID-19.

Agenda Sessions

  • Conditional Performance of Banks’ VaR Models