Anne Lundgaard Hansen is Senior Financial Economist on our Quantitative Supervision and Research team in the Supervision, Regulation and Credit Department at the Richmond Fed. She contributes to the Dodd-Frank Act Stress Test program as a model developer for the global market shock scenario design group. Hansen’s research is broadly related to financial stability, focusing on both financial market risk and intermediation. In addition, Hansen has written several papers on applications and implications of generative AI and large language models. Hansen joined the Richmond Fed in 2021.

Hansen earned her doctoral and master’s degrees in economics from the University of Copenhagen. She also holds a master’s degree in finance and economics from the London School of Economics, and a bachelor’s degree in economics and management from Aarhus University. During her graduate studies, Hansen was affiliated with the central bank of Denmark, Danmarks Nationalbank, completed a doctoral internship with the Bank of England, and spent a semester at the Kellogg School of Management at Northwestern University.