Josh Frost has spent nearly 23 years at the Federal Reserve Bank of New York, most recently as the co-chair of the liquidity risk program for large bank supervision. He also oversaw the two Corporate Credit Facilities launched in response to the pandemic. Josh is currently on a detail assignment from the New York Fed to the U.S. Department of the Treasury to provide temporary assistance. Prior roles at the New York Fed included Director of Money Markets and Director of Treasury Markets, where he was responsible for the teams that launched the Secured Overnight Financing Rate (SOFR), and conducted auctions of debt on behalf of the U.S. Department of the Treasury. Mr. Frost received his MBA in Finance from New York University and his BA in Mathematics and Psychology from Rutgers College.