Federal Reserve Bank of Richmond
Jeff Gerlach leads the Quantitative Supervision and Research (QSR) unit in Supervision, Regulation and Credit. QSR participates in supervisory activities through both the review of banks’ quantitative models and the development of internal models. Prior to joining the Richmond Fed, Jeff was a professor at SKK Graduate School of Business in Seoul, South Korea, and the College of William & Mary. In 2007, he was an International Faculty Fellow at Massachusetts Institute of Technology, and, in 2004 and 2005, he taught economics courses at the Center for Economic Research and Graduate Education in Prague.
His research focuses on empirical finance, including portfolio selection and the effect of information on financial markets. He earned his bachelor’s degree from the University of Notre Dame, his master’s degree from the University of South Carolina and his doctoral degree from Indiana University.
The authors put forward a definition and classification scheme for cyber risk than can be used as a template for data collection by financial institutions.