Experienced Research Assistant with 2 years of experience working in the quantitative economic and financial research and regulatory industry. Skilled in economic forecasting, regression analysis, and development with R/Python/Stata/SAS in high-performance computing environments. Strong research professional with a Bachelor of Science focused in Economics, Chinese, Mathematics, and Statistics from the University of Wisconsin-Madison.
Managing Counterparty Risk in Over-the-Counter Credit Default Swap Markets. Research on the interconnectedness of parties/counterparties in derivatives transactions, and the characteristics of banks that take on roles as intermediaries in the market (with Celso Brunetti, Chris Frei, Agostino Capponi). See FEDS paper.
Interconnectedness of Life Insurers and Corporate Bonds Markets. Deducing the interconnectness of life insurers' corporate bond investments and potential spillovers to the real economy based on industry sectors that rely on insurers for financing as large purchasers of their outstanding corporate debt (with Carlos Ramirez, Doriana Ruffino, and Stefan Gissler).
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