Systemic risk in the Chinese financial system

I am a Master’s student in Economics at Chemnitz University of Technology. My research asks how shocks propagate through China’s banks, non-bank financial institutions, and real estate sector, and what that implies for financial stability and regulation. Because bilateral exposures are largely unobserved, much of this work is about estimating the network itself and testing how far the results depend on that estimate.

My thesis develops a multilayer DebtRank model of the Chinese financial system, built on institution-level data collected during a semester at SILC Business School, Shanghai University. Earlier work examined the relationship between competition and systemic risk in Chinese banking, and the transmission of conventional ECB monetary policy to the German economy.

I intend to pursue a PhD in China from 2028, with a focus on financial stability and regulation.