Project Description: to be written
Final Project for the course "Research Module in Financial Economics"
Project Description: I demonstrate that European banks increased lending during the COVID-19 pandemic with countercyclical capital buffer (CCyB) releases. Amidst heterogeneous economic shock due to the pandemic, national authorities started adjusting CCyB rates as of March 2020. Employing a difference-in-differences strategy, I conjecture that countries that have higher initial mortality rates are more likely to increase the supply of loans with declining buffer rates. The results underscore that the adjustments of CCyB rates led to the intended outcome of increasing loan supply, particularly in countries that faced a more severe onset of the pandemic.
Final Project for the course "OSE Scientific Computing for Economists"
Project Description: In this study, I employed state-of-the-art NLP techniques to analyze SEC 10-K corporate filings, applying a specialized variant of BERT known as FinBERT. By focusing on the "Management’s Discussion and Analysis" (MD&A) section, I collected and analyzed text data from randomly selected 10-K filings published by U.S. publicly traded companies in 2020 and 2021. In addition, I conducted a comparative analysis of model performance by applying four distinct models, namely, FinBERT, fine-tuned FinBERT, feature extraction models utilizing a vanilla neural network, and a Random Forest Classifier, on the financial_phrasebank dataset.