My research interests are systemic risk, macroprudential regulation and comparative financial systems.
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.
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
“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).
“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.