Anne-Caroline Hüser

Senior Research Economist - Macroprudential Strategy and Support Division

Biography

Anne-Caroline is a Senior Research Economist in our Macroprudential Strategy and Support Division in the Financial Stability Strategy and Risk Directorate. 

She currently conducts research on the repo market, liquidity in financial markets and models of contagion with a focus on banks and non-banks, using large transaction-level datasets. 

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. 

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Anne-Caroline's Bank publications

Publication // Working Paper

Macroprudential stress‑test models: a survey

Macroprudential stress‑test models: a survey
Publication // Working Paper

Comparing minds and machines: implications...

Comparing minds and machines: implications for financial stability
Publication // Working Paper

How does the repo market behave under stress?...

How does the repo market behave under stress? Evidence from the Covid-19 crisis
Publication // Working Paper

Contagion accounting

Contagion accounting
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Anne-Caroline's selected academic publications

How does the repo market behave under stress? Evidence from the COVID-19 crisis with C. Lepore and L. Veraart, Journal of Financial Stability, (2023)
Contagion accounting for stress testing with I. Aldasoro and C. Kok, Journal of Economic Dynamics and Control (2022)
Comparing minds and machines: implications for financial stability with M. Buckmann and A. Haldane, Oxford Review of Economic Policy (2021)
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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