Anne-Caroline is a Senior Research Economist in our Stress Testing Strategy Division. She joined the Bank in October 2018. She conducts research on stress testing, financial networks, the repo market, AI in finance and models of contagion with a focus on banks and non-banks.
She holds a PhD in Economics from the Goethe University in Frankfurt, an MSc in European Political Economy from the London School of Economics as well as an MA and a BA in Economics and Politics from Sciences Po Paris. Her PhD research focused on financial network models and their applications to contagion analysis in the banking sector, assessing the financial stability implications of: the new European resolution framework, overlapping portfolios in the banking sector, and prudential regulation.
She previously held positions in the European Central Bank’s Directorate for Macroprudential Policy and Financial Stability, in the Bundesbank Research Centre and as a Visiting Lecturer at Sciences Po Paris.
Mapping bank securities across euro area sectors: comparing funding and exposure networks with C.Kok, Journal of Network Theory in Finance (2019)
The systemic implications of bail-in: A multi-layered network approach with G. Hałaj, C. Kok, C. Perales and A. van der Kraaij, Journal of Financial Stability (2018)
Too interconnected to fail: A survey of the interbank networks literature, Journal of Network Theory in Finance (2015)
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