Senior Quantitative Analyst
Banking and Markets
Fields of Interests: Banking, Financial Stability
Senior Quantitative Analyst, Banking and Markets, Danmarks Nationalbank, 2021-
Principal Stress Test Expert, Systemic Risk – Policy and Analysis, Danmarks Nationalbank, 2016-2021
Economist, Payment Systems, Danmarks Nationalbank, 2010-2012
Ph.D., Financial Economics, Copenhagen Business School, 2016
M.Phil., Finance, Erasmus Universiteit, Rotterdam, 2010
'Auto-collateralization as liquidity-saving mechanism', Journal of Financial Market Infrastructures, Vol. 1(1), pp. 3-27
'Incorporating funding costs in top-down stress tests', Journal of Financial Stability (forthcoming)
'Payments and Central Bank Policy', PhD Thesis
'Paying for payments: free payments and optimal interchange fees', ECB Working Papers 1682, 2014
Work in Progress
'Ahead of the Cycle'
'Do risk weights reflect risk?'