CV

EXPERIENCE

International Monetary Fund

     Economist                                         2019 -

George Washington University

     Adjunct Professor of Economics            2011 - 

U.S. Treasury - Office of Financial Research

     Economist, Financial Analyst              2012 - 2019

World Bank Group - Development Research/ ICTG

     Research Consultant                           2008 - 2010

RESEARCH

Publications

·         “Do Higher Capital Standards Always Reduce Bank Risk?: The Impact of the Basel Leverage Ratio on the U.S. Triparty Repo Market,” (with Jill Cetina and Ben Munyan). Journal of Financial Intermediation. 34, 3-16. 2018. 

·         "Systemic Importance Data Shed Light on Banking Risks." (with Bert Loudis). OFR Research Briefs, 2016.

·         “Systemic Importance Indicators for 33 US Bank Holding Companies: An Overview of Recent Data” (with Paul Glasserman and Peyton Young) OFR Research Briefs, 2015.

Working Papers

·         “The Effects of the Volcker Rule on Corporate Bond Trading: Evidence from the Underwriting Exemption" (with Jill Cetina, Ben Munyan, and Sumudu Watugala)

Works in Progress

·         “Cash Providers in the Repo Market: The Impact of Regulatory Changes”

·          “Identifying the Macroeconomic Effect of Bank Lending Shocks”

Contributor

·         World Bank. 2010. The Little Data Book on Information and Communication Technology 2010.      World Bank. https://openknowledge.worldbank.org/handle/10986/4375 License: CC BY 3.0 IGO.

·         Office of Financial Research. 2012 Annual Report. Chapter 2. Washington: OFR, 2012. 

·         Office of Financial Research. 2014 Annual Report. Chapters 3,5. Washington: OFR, 2014.

·      Office of Financial Research. 2015 Financial Stability Report. Chapter 3. Washington: OFR, 2015.

·        Office of Financial Research. 2016 Financial Stability Report. Chapter 1,3. Washington: OFR, 2016.

·      Office of Financial Research. 2017 Financial Stability Report. Chapter 2. Washington: OFR, 2017.

·         Office of Financial Research. 2018 Annual Report. Chapter 2. Washington: OFR, 2018.

EDUCATION

George Mason University, Computational Social Science                 Ph.D Candidate 
        

  George Washington University, Economics Department                 2011 (MA,M.phil, ABD) 

  University of California, Irvine, Economics B.A.                                

PRESENTATIONS

·        2019: Western Finance Association, NBER - Risks in Financial Institutions, Federal Reserve            Board , Central Banking and Financial Reform Conference

·        2018: Office of Financial Research – US Treasury, Northern Finance Association

·        2017: Office of Financial Research – US Treasury, Manhattan Institute Conference on Reforming Financial Regulation After Dodd Frank

·        2016: Quantifying Risk Forum – OCC, Office of Financial Research – US Treasury, Optimal Bank Regulation Conference – TCH and Columbia University, Government Accountability Office

·        2015: Bank of England, Office of Financial Research – US Treasury

·        2014: Southern Economics Association, International Atlantic Economic Society

SKILLS

Software: MS Word, PowerPoint, Excel and Access, MATLAB, Stata, SPSS, Eviews, Oxmetrics, Haver, Bloomberg, SQL, Latex,

Data: Bloomberg, Federal Reserve Y9-C, Y14/CCAR, Y15, Call Reports, SEC 10-K, 8-K, TRACE, Short-Term Funding Markets (Triparty Repo, GCF Repo, Bilateral Repo), Macroeconomic Data/FRED

MEDIA REFERENCES

·          “The Volcker Rule Should Be Strengthened for Big Banks and Made Transparent"  https://www.forbes.com/sites/mayrarodriguezvalladares/2019/08/11/the-volcker-rule-should-be-strengthened-for-big-banks-and-made-transparent/#5e966e9f2cc4
·          “OFR Finds Bank repo activity has decreased but gotten riskier” https://www.politicopro.com/financial-services/whiteboard/2016/11/ofr-finds-bank-repo-activity-has-decreased-but-gotten-riskier-079559

·         “Wishes, Dreams and Dodd-Frank” https://www.bloomberg.com/view/articles/2016-11-11/wishes-dreams-and-dodd-frank

·         “Fed Proposes Limits on U.S. Banks' Dealings With One Another” https://www.bloomberg.com/news/articles/2016-03-04/fed-plans-second-effort-at-limiting-banks-ties-to-one-another

·         “Giant banks are “systemically-important” for different reasons” http://retirementincomejournal.com/issue-printer/february-19-2015

·         “The Economic Cost of Weakening Capital Requirements for Large Banks” The Economic Cost of Weakening Capital Requirements for Large Banks

·         “With Wells Fargo Decision, New York Fed Misses Chance to Improve Its Sagging Image” http://fortune.com/2016/04/29/wells-fargo-new-york-fed/

·         “Wells Fargo poses increasing threat to global financial system” http://www.reuters.com/article/wells-fargo-risks/wells-fargo-poses-increasing-threat-to-global-financial-system-report-idUSL2N17G1KI
-    “JPMorgan tops government risk list” https://www.usatoday.com/story/money/2015/08/04/jpmorgan-tops-international-risk-list/31109475/