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Gerardo Ferrara

I am an Economist at the Financial Market Infrastructure Directorate. In Bank of England. My role involves research and policy analysis on the design of financial markets, in particular derivatives markets. More broadly, my research interests lie in the areas of market structure, market design, moral hazard, network analysis, bayesian models, risk management, and mathematical finance. I have a PhD in Statistics and Applied Mathematics. Gerardo Ferrara gerardo.ferrara@bankofengland.co.uk.

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Gerardo Ferrara | gerardoferrara.com Reviews
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I am an Economist at the Financial Market Infrastructure Directorate. In Bank of England. My role involves research and policy analysis on the design of financial markets, in particular derivatives markets. More broadly, my research interests lie in the areas of market structure, market design, moral hazard, network analysis, bayesian models, risk management, and mathematical finance. I have a PhD in Statistics and Applied Mathematics. Gerardo Ferrara gerardo.ferrara@bankofengland.co.uk.
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2 curriculum vitae
3 policy
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9 coupons
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Gerardo Ferrara | gerardoferrara.com Reviews

https://gerardoferrara.com

I am an Economist at the Financial Market Infrastructure Directorate. In Bank of England. My role involves research and policy analysis on the design of financial markets, in particular derivatives markets. More broadly, my research interests lie in the areas of market structure, market design, moral hazard, network analysis, bayesian models, risk management, and mathematical finance. I have a PhD in Statistics and Applied Mathematics. Gerardo Ferrara gerardo.ferrara@bankofengland.co.uk.

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Gerardo Ferrara

http://www.gerardoferrara.com/links.html

National Bureau of Economic Research. Federal Reserve Bank of Philadelphia Real-Time Data Research Center. NYU Stern Volatility Institute. Center for Financial Studies. Society for Financial Econometrics. Kenneth R. French: Data Library. Gerardo Ferrara gerardo.ferrara@bankofengland.co.uk.

2

Gerardo Ferrara

http://www.gerardoferrara.com/teach.html

Mathematics for Economics (Fall 2012). Statistical and Programming Tools for Economics Applications (Fall 2013). Network Analysis (Spring 2014). Gerardo Ferrara gerardo.ferrara@bankofengland.co.uk.

3

Gerardo Ferrara

http://www.gerardoferrara.com/index.html

I am an Economist at the Financial Market Infrastructure Directorate. In Bank of England. My role involves research and policy analysis on the design of financial markets, in particular derivatives markets. More broadly, my research interests lie in the areas of market structure, market design, moral hazard, network analysis, bayesian models, risk management, and mathematical finance. I have a PhD in Statistics and Applied Mathematics. Gerardo Ferrara gerardo.ferrara@bankofengland.co.uk.

4

Gerardo Ferrara

http://www.gerardoferrara.com/notes.html

Sometimes I will write up codes on topics I am currently studying or teaching. Please feel free to distribute them with proper credit. It probably goes without saying, but any errors are mine. That being said, if you uncover errors, please feel free to contact me and time permitting I will fix the source. Gerardo Ferrara gerardo.ferrara@bankofengland.co.uk.

5

Gerardo Ferrara

http://www.gerardoferrara.com/policy.html

Bank Liquidity Requirements: How to Get More Bang for your Buck. With Iñaki Aldasoro, Ester Faia, Sam Langfield, Zijun Liu and Tomohiro Ota (2016). Gerardo Ferrara gerardo.ferrara@bankofengland.co.uk.

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I am an Economist at the Financial Market Infrastructure Directorate. In Bank of England. My role involves research and policy analysis on the design of financial markets, in particular derivatives markets. More broadly, my research interests lie in the areas of market structure, market design, moral hazard, network analysis, bayesian models, risk management, and mathematical finance. I have a PhD in Statistics and Applied Mathematics. Gerardo Ferrara gerardo.ferrara@bankofengland.co.uk.

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