Dr Susanna Saroyan
Senior Research Fellow
Programme on Systemic Resilience, Oxford Martin School
Susanna is a Senior Research Fellow at the Institute for New Economic Thinking and the Oxford Martin School. Her research interests include the modelling and regulation of climate and non-financial risks, and their impact on the systemic resilience of the financial system and the real economy. Susanna leads research on new stress-testing approaches and scenario analysis, aiming to capture complex macro-financial linkages and feedback effects, materialised through supply chains or carbon emissions.
Susanna holds a Ph.D. In Economics from University of Toulouse and was awarded a Marie Skłodowska-Curie Individual Fellowship at the University of Zurich. Her broader research work addresses policy relevant issues focused on financial stability, credit risk and liquidity risk, such as the impact of monetary policy and prudential reforms on money markets and bank-sovereign risk ties.
EURAXI: A Benchmark for Euro Credit Spreads
04 Jul 23
We study the feasibility and benefits of implementing an across-the-curve credit spread index for th...