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I am a Head of Research Focus Group on Financial Intermediation at the Research Centre of the Deutsche Bundesbank.
My research interests include bank and non-bank financial intermediation, banking regulation and supervision, climate finance.
This is my personal website. Its content does not necessarily reflect the views of the Deutsche Bundesbank.
Here is my CV
Publications
Capital Forbearance in the Bank Recovery and Resolution Game, with Enrico Perotti and Javier Suarez, Journal of Financial Economics, 2022, 146(3), pp.884-904.
Banks' complexity-risk nexus and the role of regulation, with Ursula Vogel, Journal of Banking and Finance, 2022, 134, pp.106-120.
Bank profitability, Leverage Constraints, and Risk-Taking, with Lev Ratnovski and Razvan Vlahu, Journal of Financial Intermediation, 2020, 44, pp.1008-21.
Convertible Bonds and Bank Risk-Taking, with Enrico Perotti, Journal of Financial Intermediaton, 2018, 35(B), pp.61-80.
Working papers
Capital regulation in the presence of climate risk, with Kartik Anand [new version is coming]
Do banks respond to their friends' markets? Social spillovers in deposit pricing, with Sofia Anyfantaki and Panagiotis Avramidis
Policy papers
Effect of bank capital requirements on economic growth: a survey
Work in progress
Safe or sorry? Political voting as a portfolio choice, with Olga Goldfayn-Frank
A theory of Liquidity Provision and Deposit Compeition
Resting papers
Internal Asset Transfers and Risk-Taking in Financial Conglomerates
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