Focus area 1:
You analyze financial stability risks in the banking sector using empirical and model-based approaches. Topics are, for example, the macroprudential assessment of credit, market, interest rate, climate, liquidity, or concentration risks in the national and/or international banking system. To this end, you work with various micro-level datasets and apply established econometric methods to identify, analyze, and assess financial stability risks.
Focus area 2:
You analyze financial stability risks arising from interconnectedness within the banking system, from deposit guarantee schemes, digitalization, the distress or resolution of large banks, as well as structural risks, such as too-many-to-fail risks.
