Kartik Anand
I am an economist in the Research Centre at the Deutsche Bundesbank. I obtained my PhD in Applied Mathematics from the University of London and my BA in Mathematics from Johns Hopkins University.
Research interests: financial intermediation, networks and sovereign debt
Here is my CV, page on Google Scholar, and my Photography Portfolio.
Working Papers
Sovereign risk and financial fragility, with Jochen Mankart
Cybersecurity and financial stability, with Chanelle Duley and Prasanna Gai
Work in Progess
Optimal contracts for green finance, with Natalya Martynova
Regulation of stablecoins: Some simple analytics, with Prasanna Gai and Laura Zhao
Smart contracts and the rise of oracles, with Tarik Roukny
Selected Publications
Leaping into the dark: A model of policy gambles, with Prasanna Gai and Philipp König, Journal of Comparative Economics, forthcoming
Real Interest Rates, Bank Borrowing, and Fragility, with Toni Ahnert and Philipp König, Journal of Money, Credit and Banking, forthcoming (Bundesbank Discussion Paper 48/2022)
Asset encumbrance, bank funding and fragility, with Toni Ahnert, James Chapman and Prasanna Gai, Review of Financial Studies, 2019, vol. 32, pages 2422-2455 (Bundesbank Discussion Paper 17/2016)
Holdout litigation and sovereign debt enforcement, with Prasanna Gai, Oxford Economic Papers, 2019, vol. 71, pages 364-381 (Bundesbank Discussion Paper 21/2018)
Missing links: A global study on uncovering financial network structure from partial data, with Iman van Lelyveld, Adam Banai, Soeren Friedrich, Rodney Garratt, Gregorz Halaj, Bradley Howell, Ib Hansen, Serafin Martinez Jaramillo, Hwayun Lee, Jose Luis Molina-Borboa, Stefano Nobili, Sriram Rajan, Dilyara Salakhova, Thiago Christiano Silva, Laura Silvestri and Sergio Rubens Stancatode Souza, Journal of Financial Stability, 2018, vol. 35, pages 107-119 (ESRB Working Paper No. 51)
Fill in the blanks: Network structure and interbank contagion, with Ben Craig and Goetz von Peter, Quantitative Finance, 2015, vol. 15, pages 625-636 (BIS Working Paper No. 455)
Guarantees, transparency and the interdependency between sovereign and bank default risk, with Philipp König and Frank Heinemann, Journal of Banking and Finance (2014), vol. 45, pages 321-337 (Bank of Canada Working Paper 2013-31)
A network model of financial system resilience, with Prasanna Gai, Sujit Kapadia, Matthew Wilison and Simon Brennan, Journal of Economic Behavior and Organization, 2013, vol. 85, pages 219-235 (Bank of England Working Paper No. 458)
Rollover risk, network structure and systemic financial crises, with Prasanna Gai and Matteo Marsili, Journal of Economic Dynamics and Control, 2012, vol. 36, pages 1088-1100 (SFB 649 Discussion Paper 2011-052)