Areas of Interest:
- Financial Economics
- Macroeconomics
- Microeconomics
- Applied Econometrics
Education:
- University of Toulouse, France (2004) Post-doctoral researcher with a specialization in financial economics.
- University of Quebec in Montreal, Canada (1997 – 2003): PhD in Economics, with a specialization in financial economics and quantitative methods.
- École des Hautes Études Commerciales de Montréal, Canada (1995 – 1997) Master of Science in applied economics.
Experience:
- Senior Economist (since 2015), International Monetary Fund –Middle East and Central Asia Department (Washington)
- Economist (2013-2014), International Monetary Fund –Middle East center for Finance and Economics (Kuwait)
- Principal Researcher (2010– 2013) at the Bank of Canada (Ottawa, Canada) – Financial Stability Department, Financial Institutions Division
Latest Publications:
- “Emergency Liquidity Facilities, Signalling and Funding Costs” (with C. Gauthier, A. Lehar and H. Saiz), Bank of Canada Working Paper 2015-44.
- “Introducing Funding Liquidity Risk in a Macro Stress-testing Framework” (with C. Gauthier and X. Liu), International Journal of Central Banking, 10(4), 105-141, 2014.
- “Macroprudential Capital Regulation and Systemic Risk” (with C. Gauthier and A. Lehar), Journal of Financial Intermediation, Vol. 21, 594-618, 2012.