A Quantitative Theory of the Credit Score

Econometrica, Vol. 91, No. 5 (September 2023), pp. 1803-1840

with Satyajit Chatterjee, Dean Corbae, and Jose-Victor Rios-Rull

Online Appendix Additional Materials NBER Working Paper

previously circulated as "A Theory of Credit Scoring and the Competitive Pricing of Default Risk"

Capital Requirements with Non-Bank Finance

conditionally accepted, Review of Economic Studies

ECB Working Paper Duke School of Law FinReg Blog Post

winner, ECB Lamfalussy Fellowship

previously circulated as "Safer Banks, Riskier Economy? Capital Requirements with Non-Bank Finance"

Default Risk and Pricing in the U.S. Credit Card Market (new draft!)

JPE: Macro (resubmitted November 2024)

with Felicia Ionescu

original version: Borrowing Premia in Unsecured Credit Markets

A Quantitative Analysis of Bank Lending Relationships

Journal of Financial Economics (revision requested September 2024)

with Miguel Faria-e-Castro 

Slides 

previously circulated as "A Quantitative Theory of Relationship Lending"

Credit Scores and Inequality Across the Life Cycle

in preparation for 2025 NBER Macro Annual (draft coming soon!)

with Satyajit Chatterjee, Dean Corbae, and Jose-Victor Rios-Rull

Saving for a Sunny Day: An Alternative Theory of Precautionary Savings

(June 2023, updated draft coming soon)

with Luigi-Maria Briglia, Satyajit Chatterjee, Dean Corbae, and Jose-Victor Rios-Rull

Slides

What are Bank Lending Standards?

(coming soon)

with David Glancy and Felicia Ionescu

Who are the Credit Revolvers? An Empirical and Theoretical Investigation

(coming soon)

with Felicia Ionescu and Gajendran Raveendranathan