I am a postdoctoral researcher at the Department of Banking
and Finance (Center for Financial Networks and Sustainability) of
the University of Zurich and a visiting scholar at the
European Systemic Risk Board in Frankfurt.
My research focuses on the theoretic and empirical understanding
of the mutual relationship between three elements of an
interconnected social financial system:
- models (valuation, pricing, beliefs);
- systemic risk (its notion and measurement);
- adaptivity (management, policy, regulation).
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