Research on green finance, mutual funds, equity valuation, market contagion
Policy notes on financial risks and contribution to the semi-annual Financial stability report
Co-lead of an internal group on climate risk indicators
Member of an FSB working group on climate vulnerabilities
Macroeconomic and market analyses distributed to investors
Developing quantitative models for fund selection
Daily market and economic updates
Monthly reports for the government of the Bank
Reports on global credit risk by portfolio or country
Creating a European stock index based on renewable energy firms
Thesis: The Long-Term Evolution of International Stock Return Comovements
Advisor: Sanvi Avouyi-Dovi, Banque de France, ICN Business School
Thesis Committee: Sébastien Cabrol (Longchamp AM), Bertrand Candelon (ILB, Louvain), Martine Carré-Tallon (Paris-Dauphine), Olivier Darné (Nantes), Florence Legros (ICN Business School)
Completion date: November 23, 2020
Machine Learning, Spark, Rshiny
Econometrics, Country Risk, Global Macro, Financial Markets
Statistics, Microeconomics, Macroeconomics, Accounting
Visiting student in Buenos Aires, Argentina