Becker Friedman Institute
for Research in Economics
The University of Chicago

Research. Insights. Impact. Advancing the Legacy of Chicago Economics.

Samuel Rosen

PhD Candidate
University of North Carolina, Chapel Hill
2017 MFM Fellow
Sam Rosen is pursuing his doctorate in finance at the University of North Carolina at Chapel Hill, Kenan-Flagler Business School.
For his dissertation, he is developing a dynamic structural banking model to quantitatively assess the impact of the enhanced regulation of systemically important financial institutions (SIFIs) on the banking system. His research agenda more broadly encompasses macro-finance and empirical asset pricing. His other projects include an investigation into the role of government capital in relation to uncertainty shocks and the development of a new methodology to estimate firm-specific risk-neutral distributions utilizing CDS data.
Rosen previously worked at the Federal Reserve Board in the Office of Financial Stability Policy & Research, a division tasked with the assessment of financial stability, systemic stress, and vulnerabilities in the financial system. During his time there, he co-authored a paper that investigates the predictive power of financial conditions on aggregate economic activity. In addition to long-term research, he also worked on policy projects related to the Comprehensive Capital Analysis and Review (“stress testing”), the effect of the European debt crisis on U.S. banks, and the designation of non-bank systemically important financial institutions (SIFIs).