Aakriti Mathur

Senior Economist @bankofengland | @IHEID PhD 2020 | Prev: @WorldBank, @BIS_org, @wto, & @nipfp_org_in | Personal | “In God we trust, all others must bring data”

[Aakriti Mathur @Mathur_Aakriti]

Our paper on #BaselII #bufferusability during #Covid is finally out! See below for a small thread and the paper link #EconTwitter

[Bank of England Research @BoE_Research]

SWP 1011 by Aakriti Mathur, Aniruddha Rajan and Matthew Naylor (all BoE), looks at the effectiveness of Basel III capital regulation in supporting bank lending during Covid-19
https://t.co/SLIeshtNyI

[David Evans @DaveEvansPhD]

A Checklist for Difference-in-Differences Practitioners https://t.co/1WRVqyxfpu from @jondr44, @pedrohcgs, @ambilinski, & @DavidPoe223

[Shekhar Hari Kumar @Shekhar_HK17]

@Mathur_Aakriti is jealous that Nadine wore it better <3 @upanizza

[Bank of England Research @BoE_Research]

🚨Final call for applying to our PhD Internship programme! 🚨

Applications close tomorrow, 5 February (2359 UK time, 0059 CET, 1859 EST). Best of luck to all PhD students!

[Bank of England Research @BoE_Research]

Applications for our summer 2024 PhD Internship programme are now open! Great opportunity for PhD students to come to the BoE, work with our research team + get experience of working in a central bank. More details at: https://t.co/EMpUZQGnHd

[Exante Data @ExanteData]

LATEST RESEARCH

New paper presented at the EBA conference on banking supervision a few days ago by John Krainer and Pascal Paul @pascalpaul.

Banks that experienced larger market value losses on their securities during the monetary tightening cycle in 2022 extended relatively less credit to firms.

Authors find a stronger effect for (i) available-for-sale securities, (ii) unhedged securities, (iii) low-capitalized banks, and (iv) banks that have to include unrealized gains and losses on their available-for-sale securities in their regulatory capital.

https://t.co/pvEMo5lpTq

[Silvia Miranda-Agrippino @_SiLviA_mA]

🚨🚨🚨 The UK Monetary Policy Event-Study Database is now live!! 🤩

HF monetary policy surprises from a variety of asset prices (& factors!) since BOE independence in 1997, continuously updated & free to use 🙌

https://t.co/6bjOPJPC69

With @robin_braun & Tuli Saha

🧵👇

[Bank of England Research @BoE_Research]

Reminder: Our 2024 PhD programme is now open. Apply now to be part of our diverse + talented research team! Applications close at midnight on 13 November

[Bank of England Research @BoE_Research]

📣Calling all PhD students, PhD supervisors + mid-career researchers!📣

We're hosting a webinar on 8 Nov about research at the BoE. Your chance to find out about our new research agenda PhD internships, PhD hiring + mid-career recruitment. [Please RT]

[Bank of England Research @BoE_Research]

📢 We are hiring📢
A great chance to be part of our diverse + talented research team at a really interesting time. If you have a PhD / will have one by end 2024 please apply! Deadline is 13 Nov
https://t.co/EMpUZQFPRF
More details + application form at: https://t.co/mvJVADaROA

[Bank of England Research @BoE_Research]

📢Call for Papers📢
Our 3rd annual Bank of England Agenda for Research (BEAR) conference takes place on 26-27 February on the theme of "The Prudential Framework". Keynotes from Bo Becker (@beckerbobo) + @JulianeBegenau. Submission deadline is 17 November.
https://t.co/qHTuckvVUr

[Bank of England Research @BoE_Research]

ICYMI: BU post on indicator of risk perceptions. "In 2023 Q1, the UK measure fell to its lowest level since the outbreak of the Covid pandemic, indicating higher risk perceptions and potentially foreshadowing weaker economic activity"
https://t.co/KU3ZlEINtz

[Aakriti Mathur @Mathur_Aakriti]

I needed to read this today.. 😅

[FT Weekend Magazine @FTMag]

'The to-do list is not finished until you are. Learn to live in peace with that fact’, @TimHarford offers up some hard truths to those of us struggling to manage our time
https://t.co/LbE27X55b0

[Emily Nix @EmilyNix100]

Short overview in @washingtonpost oped👇. Since then we've added many more bells and whistles based on the outpouring of comments received. We hope this work will inform policy to better address this all-too-common issue. [2/2]

https://t.co/1n5BDvRJ5K

[Exante Data @ExanteData]

This is the 6th post in a series on 'important economists', based on the judgment of the @ExanteData team. Today, we look to a little-known pioneer in financial economics. Louis Bachelier (1870-1946) was a French mathematician and pioneer in the field of mathematical finance.

He is best known for his groundbreaking work on the theory of speculative markets and stochastic processes, which laid the foundation for modern mathematical finance and option pricing.

Bachelier's most notable contribution was his 1900 Ph.D. thesis titled "Théorie de la Spéculation," which introduced the concept of a random walk and applied it to the valuation of financial derivatives. In his thesis, Bachelier proposed that stock prices evolve randomly over time, following a Brownian motion or Wiener process. This idea anticipated later developments in probability theory and stochastic calculus.

Although Bachelier's work received little recognition during his lifetime, it gained attention in the 1950s and 1960s when other mathematicians and economists rediscovered his ideas and built upon them. Giants in statistics and mathematics such as Andreï Kolmogorov and Benoît Mandelbrot cited his work and recalled his important contributions. His work had a profound impact on the development of the Black-Scholes-Merton model, which is the foundation for modern option pricing and risk management.

Louis Bachelier's contributions to mathematical finance and stochastic processes have made him a significant figure in the history of finance and economics. His work continues to influence researchers, practitioners, and students in the field of quantitative finance.

We will cover many more 'important' economists in coming weeks on this feed...

[CEPR @cepr_org]

New CEPR Discussion Paper - DP18269
The Oral Contraceptive Pill and Adolescents' Mental Health
@anacostaramon @UZH_en @econ_uzh @JacobscenterUZH @MeltemDaysal @uni_copenhagen @UCPH_Research @CEBI_UCPH @anarodriguezg_ @lunduniversity
https://t.co/tNrriGE7f4
#CEPR_LE, #CEPR_PE

[Aakriti Mathur @Mathur_Aakriti]

One of my favorites!

[Aakriti Mathur @Mathur_Aakriti]

Job advert for a senior economist in my team at @bankofengland - please apply and share widely in your networks! #EconTwitter
https://t.co/CYrAT09wb1

[The Cultural Tutor @culturaltutor]

This is the Queen's Stepwell in Gujarat, India, built nearly 1,000 years ago.

It is beautiful, but it isn't unique — India is filled with hundreds of stepwells just like it.

Here is the story of the world's most extraordinary underground architecture...

[Alexi Savov @AlexiSavov]

Deposit betas for all!

We’ve posted historical deposit betas for all U.S. banks from 1984 to 2022:

https://t.co/R6LFbthSMe

With @idrechs, @schnabl_econ, and Dominik Supera

1/9

[Bank of England Research @BoE_Research]

🧵SWP 1019 by Gabor Pintér combines several sources of transaction level data to sketch out a narrative of September 2022 gilt market crisis and documents a number of key stylised facts about how it played out…
https://t.co/vVmCSaqZFW