Download my CV.pdf

Current Position
Senior economist, Advisor to the Vice Chairman of the Governing Board, 2019 -
Senior economist, Financial Stability, Banking system unit, Swiss National Bank, 2017 - 2019
Economist, Financial Stability, Banking system unit, Swiss National Bank, 2012 - 2016

Education
Ph.D. in Economics, University of Lausanne, 2007 - 2012
Thesis title : "Essays on Financial Markets and Macroeconomics"
Thesis Advisor : Prof. Philippe Bacchetta
Swiss Program for Beginning Doctoral Students, Study Center Gerzensee, 2008
M.A.S in Econometrics, University of Geneva, 2006
Licence (B.A.) in Economics, University of Lausanne, 2004

Research Fields
Financial Economics, Financial Stability, Banking.
Macroeconomics and International Finance.

Publications


"The Impact of Interest Rate Risk on Bank Lending " (2020), Journal of Banking & Finance, Vol. 115, with Robert Bichsel, Adrian Bruhin and Jayson Danton.



"The Collateral Channel under Imperfect Debt Enforcement" (2019), European Economic Review, Vol. 111, pp. 336-359, with Matthieu Grobéty. Older Version: Study Center Gerzensee Working Paper No. 11.11

"Can Parameter Instability Explain the Meese-Rogo Puzzle" in Lucrezia Reichlin and Kenneth D. West (eds.) NBER International Seminar on Macroeconomics 2009, pp. 125-173, with Philippe Bacchetta and Eric Van Wincoop.

Working Papers
"The Impact of Interest Rate Risk on Bank Lending" (2017), with Robert Bichsel, Adrian Bruhin and Jayson Danton. SNB Working Papers 4/2017, DEEP Working Papers 15.09, Study Center Gerzensee Working Paper 15.05.

"Forecasting Exchange Rates with Commodity Convenience Yields" (2012), Study Center Gerzensee Working Paper No. 12.03.