Alexandru Monahov

Research Economist - Stress Testing Strategy Division

Biography

Alexandru Monahov is a Research Economist in our Financial Stability Directorate, Stress Testing Strategy Division.

His expertise covers research and policy work on systemic risk, prudential regulation, stress-testing and macro-financial linkages by means of econometric analysis, Machine Learning techniques and Agent-Based Modelling.

Before joining the Bank of England, he worked as assistant and, subsequently, associate professor at the Universities of Nice and Nantes, as well as the National Bank of Moldova’s financial stability expert.

Alongside his research activities, he has vast experience in providing training for central bankers through international central banking study centres such as the BoE’s CCBS and the Centre for Excellence in Finance.

Alexandru received his Doctorate in Economics from the University Cote d’Azur. In addition, he obtained a Professional Certificate in Advanced Risk Management from the New York Institute of Finance. 

Dr. Monahov's main areas of interest include macroprudential policy, stress testing, systemic risk, financial crises, applied econometrics and economic modelling.

 

Alexandru's selected academic publications

HPFilter: An R Implementation of the One- and Two-Sided Hodrick-Prescott Filter, Banking and Insurance eJournal, SSRN (2023)
The DSTI Gap: A novel risk monitoring tool and reverse stress-test linking inflationary shocks to borrowers’ repayment capacity in 15 European economies, Risk Management eJournal, SSRN (2022)
Model Evaluation with Weighted Threshold Optimization (and the “mewto” R package), Machine Learning eJournal, SSRN (2021)
Stress-Testing a Shock to Remittances in a Post-COVID World – What Impact on Liquidity?, Risk Management eJournal, SSRN (2020)
Le crédit domestique en période de supervision : une étude empirique des économies européennes / Domestic Credit in Times of Supervision: an Empirical Investigation of European Countries, Revue Économique (2018)
The Effects of Prudential Supervision on Bank Resiliency and Profits in a Multi-Agent Setting in Tools and Techniques for Economic Decision Analysis, IGI Global (2017)

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This page was last updated 20 February 2024