Perry Mehta joined the Charlotte Office of the Federal Reserve Bank of Richmond in April 2001 as Modeling Specialist, to conduct supervisory reviews of the quantitative elements of financial and risk management models at banks. He focuses on portfolio credit risk modeling, and economic capital and RAROC methodologies, at the large, complex banking organizations in the area. Perry participates in the interagency task force performing cross-sectional reviews of the internal ratings methodologies at banks, in the context of the Basel Proposal. He also assists with developing and teaching courses on market risk and credit risk for bank examiners.

Prior to joining the Charlotte Office, Perry had been Capital Markets Specialist with the Federal Reserve Bank of Philadelphia for five years. In that role, he reviewed, at community banks and at larger regional and money-center institutions, asset-liability management models, the use of interest rate derivatives, and value-at-risk measurement methodologies.

Perry has a Ph.D. in International Finance from Temple University in Philadelphia, where he taught classes in Options and Futures, International Finance, and Corporate Finance.