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Bernd Schwaab

Research

Division

Financial Research

Current Position

Senior Economist

Fields of interest

Financial Economics,Mathematical and Quantitative Methods

Email

bernd.schwaab@ecb.europa.eu

Education
2007-2010

Ph.D Tinbergen Institute and VU University, Amsterdam, the Netherlands

2005-2007

M.Phil Economic Tinbergen Institute, Amsterdam, the Netherlands

2003-2005

M.A. Economics Clark University, Worcester, MA/USA

1998-2001

B.A. Banking & Finance, Mannheim, Germany

Professional experience
2018-

Senior Economist - Financial Research Division, Directorate General Research, European Central Bank

2010-2017

Economist - Financial Research Division, Directorate General Research, European Central Bank

1998-2001

Deutsche Bank AG Mannheim

Awards
2015

Runner-up for the Dutch KNAW "Christiaan Huygens" dissertation award in Economics/Econometrics/Actuarial Science

11 February 2021
26 September 2019
25 January 2019
6 November 2018
22 November 2017
8 September 2017
29 June 2017
10 June 2016
13 January 2016
6 August 2015
19 December 2013
11 December 2013
10 September 2013
15 August 2012
13 April 2011
2020
Journal of Monetary Economics
Risk endogeneity at the lender/investor-of-last-resort
  • Diego Caballero
  • Andre Lucas
  • Bernd Schwaab
  • Xin Zhang
2019
Journal of Business and Economic Statistics
Bank business models at zero interest rates
  • Andre Lucas
  • Julia Schaumburg
  • Bernd Schwaab
2018
Journal of Empirical Finance
Bank to sovereign risk spillovers across borders: Evidence from the ECB's Comprehensive Assessment
  • Johannes Breckenfelder
2017
Economics Letters
Do negative interest rates make banks less safe?
  • Federico Nucera
  • Andre Lucas
  • Julia Schaumburg. Bernd Schwaab
2017
Journal of Applied Econometrics,
Global credit risk: World, country, and industry factors
  • Siem Jan Koopman
  • Andre Lucas
  • Bernd Schwaab
2017
Journal of Applied Econometrics
Modeling financial sector joint tail risk in the euro area
  • Andre Lucas
  • Bernd Schwaab
  • Xin Zhang.
2016
Journal of Empirical Finance
The information in systemic risk rankings
  • Federico Nucera
  • Siem Jan Koopman
  • Andre Lucas
  • Bernd Schwaab
2016
Journal of Financial Economics
Evaluating the impact of unconventional monetary policy measures: Empirical evidence from the ECB's Securities Markets Programme
  • Fabian Eser
  • Bernd Schwaab
2014
The Review of Economics and Statistics
Observation driven mixed-measurement dynamic factor models with an application to credit risk
  • Drew Creal
  • Bernd Schwaab
  • Siem Jan Koopman
  • Andre Lucas
2014
Journal of Business and Economic Statistics
Conditional euro area sovereign default risk
  • Andre Lucas
  • Bernd Schwaab
  • Xin Zhang
2014
International Journal of Forecasting
Nowcasting and forecasting global financial sector stress and credit market dislocation
  • Siem Jan Koopman
  • Andre Lucas
  • Bernd Schwaab
2012
Journal of Business and Economic Statistics
Dynamic factor models with macro, frailty, and industry effects for U.S. default counts: the credit crisis of 2008
  • Siem Jan Koopman
  • Andre Lucas
  • Bernd Schwaab
2011
Journal of Econometrics
Modeling frailty-correlated defaults using many macroeconomic covariates
  • Siem Jan Koopman
  • Andre Lucas
  • Bernd Schwaab