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| C. Erik Larson, PhD |
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| Contact Information |
| Email : |
| Quantitative Economist, Risk Manager and Regulator |
| EXPERTISE: -Design and validation of models for credit, market, interest rate, and operational risks; credit rating and scoring systems -Estimation of economic and regulatory capital requirements; Basel II compliance -Economic analysis of tax policy, accounting rules and financial institutions regulation -Dynamic economic modeling for policy analysis; micro and macro-simulation; time-series modeling; forecasting; survival analysis and the modeling of longitudinal economic variables; statistical sampling methods EMPLOYMENT EXPERIENCE: -Director, Promontory Financial Group (2007-Present) www.promontory.com -Fannie Mae, Dir of Economic Capital (2006-2007) -Office of the Comptroller of the Currency, Lead Expert for Enterprise Risk (1999-2006) -US Treasury, Office of Tax Policy, Sr Economist (1992-1999) -USC School of Business Admin, Asst Prof of Business Statistics (1988-1992) PUBLICATIONS AVAILABLE AT: http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=262790 |
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