ABOUT ME

Bruce G. Stevenson

Bruce Stevenson is a highly-regarded quantitative risk advisor, serving the financial services industry. In a career spanning more than 30 years, he has held senior risk management positions in a number of global commercial banks, including Citigroup, Bank of America (Fleet Financial Group), BNP Paribas, and HSBC.

Bruce also is a well-respected strategic advisor to banks and other institutional investors. He has been a managing director of Alvarez & Marsal, the international strategic advisory firm and he headed the portfolio management advisory practice at Loan Pricing Corporation.

He is a pioneer in quantitative risk and portfolio management having developed some of the first probability of default models for commercial borrowers, the initial applications of economic capital in a bank, the first commercial loan stress test models, and the first collateralized loan obligations of commercial loans.

In addition, Bruce has led the development and implementation of regulatory imperatives in quantitative risk and capital management at global banks, including the Internal Capital Adequacy Assessment (ICAAP), Advanced Measurement Approach (AMA) for operational risk, and stress testing and capital management programs such as the Comprehensive Capital Analysis and Review (CCAR) and the Dodd-Frank Act Stress Tests (DFAST).

Bruce holds Ph.D. and Master's degrees from the State University of New York and a Bachelor's degree from Williams College. He is an award-winning teacher, having taught students of all ages ranging from grade school to graduate school.