As part of the global markets group at the IMF, I was working at the intersection of macro-economics, global financial markets and policy. We were responsible for publishing the Global Financial Stability Report (link), with a focus on medium term financial risks arising from macro as well as market vulnerabilities. Most of the research is done on a global multi-lateral basis, with the team coordinating extensively with global portfolio managers, as well as the country authorities.
Within the team, I particularly focused on EM macro fundamentals, capital flows, and asset pricing and quantitative modelling across asset classes. I have also worked and published on global banks and market liquidity extensively.
For a complete list of publications: see the details here
I have also participated in several bilateral country projects where we were tasked with investigating the financial stability of that region. These projects generally last 1-2 years with extensive discussions with and presentations within the central banks, MoFs, and back at the IMF.
China: 2017 Financial Stability Assessment Program
I conducted analysis on China's non-financial corporate sector with a focus on the sectoral debt-at-risk
Euro Area: 2018 Financial Stability Assessment Program
I co-lead (with Mehmet Ziya) the task force to measure Euro Area's financial sector-interconnectedness - both domestically and from a cross-border perspective. Technical Note
South Africa: Lead the task force on financial spillovers and capital flows
Deployed the capital-flows-at-risk framework to understand the drivers of surges vs reversals, and forecast the capital flows at risk under global risk aversion shocks.
Interconnectedness and Spillovers: I used both market-based measures and balance sheet exposure based tools, to understand financial sector interconnectedness. The coverage is multi-dimensional: domestic (within banks; banks vs insurers); and cross-border (vs other EMs; vs large EMs + AEs)