Nancy Wallace - University of California, Berkeley

Nancy Wallace is a Full Professor and holds the Lisle and Roslyn Payne Chair in Real Estate and Capital Markets at the Haas School of Business, the University of California, Berkeley. She is Chair of the Real Estate Group, Co-Chair of the Fisher Center for Real Estate and Urban Economics, a member of the Haas Finance Faculty, and is a Faculty Co-Director of the Berkeley Center for Law, Business & the Economy, the UC Berkeley School of Law.

She teaches asset-backed securitization, real estate investment analysis, real estate strategy, and real estate finance at Haas. Her research focus includes residential house price dynamics, mortgage contract design and pricing, mortgage backed security pricing and hedging, lease contract design and pricing, methods to underwrite energy efficiency in commercial mortgages, and valuation models for executive stock options.

She has served as a visiting scholar at the New York Federal Reserve Bank, the San Francisco Federal Reserve Bank, the Université de Cergy Pointoise, Centre de Recherche THEMA (Théorie Economique, Modélisation, et Applications), and the Stockholm School of Economics. Professor Wallace is a past President of the American Real Estate and Urban Economics Association and a past member of the AREUEA Board of Directors. She is on the editorial board of the Journal of Computational Finance.

Professor Wallace just completed a grant from the Society of Actuaries to develop metrics for the accounting life of executive stock options and a grant from the Department of Energy, joint with the Lawrence Berkeley National Laboratory, to develop underwriting tools that account for the energy risk of commercial real estate mortgages.

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