Meet the Researchers
Matteo Barbagli
[email protected]
Education
- Ph.D., Economics and Management Sciences, Université catholique de Louvain (UCLouvain), 2024
- M.Sc., Business Engineering, Université catholique de Louvain (UCLouvain), 2017
- B.Sc., Business Engineering, Université catholique de Louvain (UCLouvain), 2015
Economist
Board of Governors of the Federal Reserve System
2025 - presentAssociate Researcher
Université catholique de Louvain (UCLouvain), Louvain Finance
2024 - 2025Visiting Researcher
Université Paris 1 Panthéon-Sorbonne
2021Researcher
Université catholique de Louvain (UCLouvain), Louvain Finance
2017 - 2024Teaching Assistant in Finance
Université catholique de Louvain (UCLouvain), Louvain School of Management
2017 - 2025
- The role of CDS spreads in explaining bond recovery rates
Matteo Barbagli, Pascal François, Geneviève Gauthier, and Frédéric Vrins
Journal of Banking & Finance (2025)
https://doi.org/10.1016/j.jbankfin.2025.107414 - Accounting for PD-LGD dependency: A tractable extension to the Basel ASRF framework
Matteo Barbagli and Frédéric Vrins
Economic Modelling (2023)
https://doi.org/10.1016/j.econmod.2023.106321