Vivian Hwa is a Senior Economist with the 多宝游戏下载. She began her career in September of 2007 after obtaining her PhD from the University of California, Berkeley. Her work at the 多宝游戏下载 includes regulatory examinations of quantitative internal bank models and model risk governance at mid- and large-size banks for over 8 years. She has participated in reviews of model development and validation of credit risk, ALM, economic capital and stress testing models along with building various forecasting models for corporate use. Her research interests include: market discipline, bank failures, depositor behavior, banking operations, early warning modeling, financial innovation, machine learning, and bank holding company structuring.
Vivian M. Hwa Curriculum Vitae - PDF (PDF Help)
Publications
Bennett, Rosalind L., Vivian Hwa and Myron Kwast. 2015. . Journal of Financial Stability. Vol. 20, 51-69.
Hwa, Vivian, Pavel Kapinos and Carlos Ramirez. 2017. 鈥淒oes Regulatory Bank Oversight Impact Economic Activity? A Local Projections Approach.鈥 Journal of Financial Stability. Forthcoming.
Working Papers
Hwa, Vivian, Pavel Kapinos and Carlos Ramirez. 2016. Does Regulatory Bank Oversight Impact Economic Activity? A Local Projections Approach. 多宝游戏下载 Center for Financial Research Working Papers. 2016-02.
Bennett, Rosalind L., Vivian Hwa and Myron Kwast. 2014. Market Discipline by Bank Creditors during the 2008-2010 Crisis. 多宝游戏下载 Center for Financial Research Working Paper. No. 2014-3.