Banking Supervision
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Caballero, Diego

Risk Management

Division

Risk Analysis

Current position

Financial Risk Expert

Fields of interest

Mathematical and Quantitative Methods,
Financial Economics

Email

Diego.Caballero@ecb.europa.eu

Education
  • 2016
    Ph.D. Physics, Yale University, New Haven, USA
  • 2013
    M.Phil. Physics, Yale University, New Haven, USA
  • 2011
    M.S. Physics, Yale University, New Haven, USA
  • 2010
    B.S. Physics, Rice University, Houston, USA

ECB Working Paper Series

2019
Caballero, Diego, Lucas, André, Schwaab, Bernd, Zhang, Xin
Risk endogeneity at the lender/investor-of-last-resort
No 2225

ECB Research bulletin

2019
Schwaab, Bernd, Caballero, Diego
Unconventional monetary policy operations – to what extent is there an upside for central bank balance sheet risks?
No 62

Journal publications

2019
Caballero, D., Lucas, A., Schwaab, B., Zhang, X.
Risk Endogeneity at the lender/investor-of-last-resort
Journal of Monetary Economics