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Alejandro Latorre is a senior risk specialist
for the Federal Reserve Bank of New York in
the Bank Supervision Group. He began his career
at the Federal Reserve as an Assistant Economist
in the Research and Market Analysis Group focusing
on capital markets research on numerous topics
including value-at-risk, derivatives valuation
and market microstructure dynamics. Currently,
his main area of focus is to devise and implement
supervisory approaches for evaluating the risk
measurement practices of Federal Reserve regulated
entities in the second district in areas such
as value-at-risk, derivatives valuation, economic
capital and specific risk.
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