Wolf Wagner - Erasmus University
Wolf Wagner is a Professor of Finance at the Rotterdam School of Management and a fellow of CEPR. He is also a member of ERIM, EBC and a Senior Member of TILEC.
His work has been published in various academic journals, such as the Journal of Finance, the Review of Finance, Management Science, the Journal of Money, Credit, and Banking, the Journal of International Economics and the Journal of Financial Intermediation.
Wolf Wagner frequently gives talks at central banks and international conferences.
Wolf Wagner's work focuses on banking and financial markets. Since 2003 he has been working on issues that turned out to play a significant role during the subprime crisis, such as incentive and risk-taking problems posed by financial innovations and the risks that arise when banks create opaque securities. Recent interests include the measurement of tail risks at banks, the impact of systemic liquidation risk on asset prices, and macroprudential policies.