Home / The University / Faculties / Faculty of Economics and Business Administration / Faculty Members (Departments) / Departments / Statistics and Econometrics / Lecturers - Department of Statistics and Econometrics / Assist. Prof. Deyan Radev, PhD

   

 

Assist. Prof. Deyan Radev, PhD

 

DRadev

Personal Webpage: https://sites.google.com/site/deyanradev/home

LinkedIn: https://www.linkedin.com/in/deyan-radev-phd

CV: link

Google Scholar: https://scholar.google.com/citations?user=JnEZf6sAAAAJ&hl=en

 

Short Bio

Deyan Radev, PhD gained his Bachelor’s degree in Economics from the Faculty of Economics and Business Administration at Sofia University in 2006 and his Master’s degree in International Business Economic Relations from the University of Konstanz, Germany in 2008. In 2013, Dr. Radev defended his dissertation “Systemic Risk and Contagion in the European Union” with Summa Cum Laude at Goethe University Frankfurt, Germany. In 2014, the dissertation was distinguished with two German national awards: The Special Prize by Deutsche Bundesbank for Best Dissertation and the Hochschulpreis by the German Institute for Capital Markets. The systemic risk indices in the dissertation are in operational use by the European Central Bank and are regularly reported in European Systemic Risk Board’s Risk Dashboard. After 2013, Dr. Radev was a postdoctoral researcher at Goethe University Frankfurt, before joining University of Bonn in 2016 as a Lecturer in Finance. He taught courses in empirical finance and banking at the Bachelor, Master and PhD levels. Since February 2020, Deyan Radev, PhD is an assistant professor at the Faculty of Economics and Business Administration at Sofia University.

Dr. Radev’s research has been presented in front of the Federal Reserve Board, the European Central Bank, the European Systemic Risk Board, the Bank of England, Deutsche Bundesbank, BIS and the conferences of the American and European Associations, to name a few.

Dr. Radev’s scientific interests lie the fields of Financial Economics, Bank Resolution, Banking Regulation, Banking and Financial Stability, FinTechs and Digitalization, Risk Management, Contagion, Sovereign Default, Corporate Finance, Political Economy and Applied Econometrics.

 

Publications

“The Euro Area Sovereign Debt Crisis: Can Contagion Spread from the Periphery to the Core?” (with Denis Gorea, International Review of Economics and Finance, 2014, 30: 78-100)

“Systemic Risk Measure – A Portfolio Probabilistic Perspective on Measuring Default Risk” (with Ivan Alves, European Central Bank, ECB Financial Stability Review, June 2012, Box 8, 99-100)

 

Dissertation

“Systemic Risk and Contagion in the European Union”, 2013, Goethe University Frankfurt

 

Books

“Scoring im Fokus: Ökonomische Bedeutung und rechtliche Rahmenbedingungen im internationalen Vergleich” (with Michael Schröder, Gunnar Lang and Oliver Lerbs) („Credit Scoring: International Comparison of the Economic Significance and Legal Framework“, Die Wirtschaftsauskunfteien e.V., Oldenburg., 2014, in German)

“Sovereign Debt Restructuring in Argentina: Analysis of Policy Responses and International Comparison” (with Michael Schröder, Clemens Fuest and Christoph Schröder, 2014, in English)

 

Working Papers

“Bank Resolution Regimes and Systemic Risk” (with Thorsten Beck and Isabel Schnabel)

“The Effect of Corporate Culture on Bank Lending Decisions” (with Andreas Barth and Ralph de Haas)

“Integration Culture of Global Banks and the Transmission of Lending Shocks” (with Andreas Barth, submitted to an ABS 4 journal)

“Systemic Risk and Sovereign Default in the Euro Area” (Revise & Resubmit at the Quantitative Finance)

“Contagion between Western Europe and the Transition Economies: Evidence from the Subprime Crisis” (Revise & Resubmit at the Economics of Transition)

“Bail-in Regulation and Market Discipline” (with Matthias Pütz)

“Cross-Border Bank Resolution and Systemic Risk” (with Michela Altieri)

“International Banking Conglomerates and the Transmission of Lending Shocks across Borders”

“Assessing Systemic Fragility – A Probabilistic Perspective”

 

Current Research Grants

December 2019 – present: Project “Brexit and Western and Central and Eastern Europe: Effects on Financial Stability and the Real Economy”, Program “Petar Beron i NIE”, Bulgarian National Science Fund with Prof. Dr. Teodor Sedlarski (Sofia University) (€61 500)

December 2016 – present: Project “Banking Regulation and Systemic Risk” with Prof. Dr. Isabel Schnabel (University of Bonn) and Prof. Thorsten Beck, Ph.D. (Cass Business School, London) (€80 000)

 

Past Research Grants

May 2016 – November 2016: Project “Effect of Capital Regulation on Bank Investment Strategies and Systemic Risk” at Research Center SAFE, funded by the State of Hessen initiative for research LOEWE (€100 000)

January 2016 – June 2016: Project “Social Centralization, Bank Integration and the Transmission of Lending Shocks” at IWH, funded by the IWH EXplore Program

June 2013 – December 2015: Project “The Internal Organization of Banks and the Transmission of Lending Shocks across Borders” at Research Center SAFE, funded by the State of Hessen initiative for research LOEWE (€100 000)

 

Research Stays

January 2016 – July 2018: Deutsche Bundesbank, Research Center, Frankfurt, Germany

January 2016 – October 2017: Halle Institute for Economic Research (IWH), Halle (Saale), Germany

September 2011 – Feb. 2012: European Central Bank, Financial Stability Surveillance Division, Frankfurt, Germany

 

Memberships

American Economic Association, American Finance Association, European Economic Association, European Finance Association, German Economic Association, German Finance Association, International Finance and Banking Society

 

Referee

Journal of Banking and Finance, Quantitative Finance, Economics of Transition, International Economics and Economic Policy