Anne-Caroline Hüser

Research Adviser - Market-Based Finance Division

Biography

Anne-Caroline is a Research Adviser and Senior Manager of the System-wide Analytics Team in our Market-Based Finance Division in the Financial Stability Strategy and Risk Directorate. 

She is an expert in system-wide stress testing models and 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. 

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. She has also been a short-term expert at the IMF for a Technical Assistance Mission on stress testing. 

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)