Banking

Economists

 

Sharon Blei

Sharon Blei picture

My research interests are systemic risk, liquidity risk and marcoprudential regulation.

 

Professional Experience

Sharon Blei joined the Federal Reserve Bank of Richmond as a financial economist in 2010. Previously, she was an economist with the St. Louis Fed’s Banking Supervision and Regulation division from 2007 to 2009 and before that a European Commission/CEPR-affiliated post-doctoral researcher. She has recently co-authored a paper examining stress-testing tools.

Education

Ph.D., The Berglas School of Economics, Tel Aviv University (Israel), 2004
M.A., The Berglas School of Economics, Tel Aviv University (Israel), 1998
B.A., The Berglas School of Economics, Tel Aviv University (Israel), 1994

Curriculum Vitae

“Integrating Stress Scenarios into Risk Quantification Models” (with Azamat Abdymomunov and Bakhodir Ergashev). Journal of Financial Services Research (2014): 1-23.

“Bank Management versus Private Management: Market-Timing and Selectivity Performance of Flexible Mutual Funds in Israel in the Years 1992-1997” [in Hebrew]. In The Bank of Israel Economic Review 75 (2003): 39-83.

“Investigating Output Cycles under Two Alternative Financial Systems” (January 2004).

“On the Relevance of Credit Market Structure to Monetary Policy” (November 2005).

“Asset Commonality and Systemic Risk among Large U.S. Banks” (with Bakhodir Ergashev)

“Systemic Risk: Elements and Mechanisms.”

“Worst-case Scenarios as a Stress-Testing Tool for Risk Models” (with Azamat Abdymomunov and Bakhodir Ergashev).

“Potential Conflicts of Interests within the Regulatory Authorities and the Desired Organizational Structure” (with Avi Ben-Bassat) [in Hebrew]. In Regulation of the Capital Market, edited by Avi Ben-Bassat, 73-139. Jerusalem: The Israel Democracy Institute, 2007.

“The Israeli Banking System in Historical Perspective: Diversification versus Competition” (with Oved Yosha and Yishay Yafeh). In The Bank of Israel: Selected Topics in Israel's Monetary Policy, edited by Nissan Liviatan and Haim Barkai, 2:171-85. New York: Oxford University Press, 2007.

Contact Us

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Sharon Blei
(704) 358-2583