Research Staff and Resources

Contact Information
202-452-2613
erik.a.heitfield@frb.gov

Fields of Interest
Banking and Financial Institutions
Risk Management
Econometrics and Statistics

Education
Ph.D., Economics, University of California, Berkeley, 1998
B.S., Economics, George Mason University, 1991

Professional Experience
Board of Governors of the Federal Reserve System, 1998-present

Selected Publications

• ''Systematic and Idiosyncratic Risk in Syndicated Loan Portfolios'' (with Steve Burton and Souphala Chomsisengphet), Journal of Credit Risk, vol. 2 (Fall 2006), pp. 3-31.
• ''Risk Sensitive Regulatory Capital Rules for Hedged Credit Exposures'' (with Steve Burton and Souphala Chomsisengphet), in Michael Pykhtin, ed., Counterparty Credit Risk Modelling: Pricing, Risk Management and Regulation. London: Risk Waters Group, 2005.
• ''What Drives Default and Prepayment on Subprime Auto Loans?'' (with Tarun Sabarwal), Journal of Real Estate Finance and Economics, vol. 29 (December 2004), pp. 457-77.
• ''The Geographic Scope of Retail Deposit Markets'' (with Robin Prager), Journal of Financial Services Research, vol. 25 (February 2004), pp. 37-55.
• ''Using Guarantees and Credit Derivatives to Reduce Credit Risk Capital Requirements under the New Basel Capital Accord,'' in Jon Gregory, ed., Credit Derivatives: The Definitive Guide. London: Risk Waters Group, 2003.
• ''Parametric, Semi-parametric and Non-parametric Models of Telecommunication Demand: An Investigation of Residential Calling Patterns,'' Information Economics and Policy, vol. 13 (September 2001), pp. 311-29.
• ''What Do Interest Rate Data Say About the Geography of Retail Banking Markets?'' Antitrust Bulletin, vol. 44 (Summer 1999), pp. 333-347.