Welcome to the website of Bernd Schwaab. I am a Research Economist at the European Central Bank, Financial Markets Research. 



My current research interests are in the areas of financial stability, in particular quantitative measures of systemic risk and macro-prudential policy.
I am also working on the estimation and forecasting of joint credit risk and macroeconomic conditions when key risk factors are unobserved.
To these purposes I am interested in recent empirical methods for non-Gaussian factor models, as well as time-varying parameter models for multivariate heavy tailed data. 



On this website you can find my resume, updates, an overview of my research, contact information, and a brief personal section.	  


 
 
 

Disclaimer: This is my private site and the views expressed in the material on these pages are my own and do not reflect those of the European Central Bank or the Eurosystem.