I am Ioana Neamțu, a PhD candidate in macro-finance at University of Amsterdam and Tinbergen Institute, under the supervision of Sweder van Wijnbergen. My primary research interests are in financial economics, banking, and financial regulation.
My current work combines theory and empirics, focusing on contingent convertible bonds (CoCos), capital allocation, and repo markets. In my job market paper I analyse the effect of having multiple CoCo buffers on a bank’s financial stability, and find that CoCo conversion based on market indicators is detrimental for the bail-in capacity of CoCo debt.
I will be available for interviews at the 2019 EEA (Rotterdam) conference and the 2020 ASSA (San Diego) conference.