Meet the Economists
Erik A. Heitfield
Deputy Associate Director
Program Direction Section
Research and Statistics
202-452-2613
[email protected]
[email protected]
Education
- Ph.D., Economics, University of California - Berkeley, 1998
- B.S., Economics, George Mason University, 1991
Economist
Board of Governors of the Federal Reserve System
1998 - present
- Indicative Forward-Looking SOFR Term Rates
Erik Heitfield and Yang-Ho Park
FEDS Notes (2019)
https://doi.org/10.17016/2380-7172.2347 - Inferring Term Rates from SOFR Futures Prices
Erik Heitfield and Yang-Ho Park
Finance and Economics Discussion Series (2019)
https://doi.org/10.17016/FEDS.2019.014 - Contagion During the Initial Banking Panic of the Great Depression
Erik Heitfield, Gary Richardson, and Shirley Wang
NBER Working Paper Series (2017)
https://doi.org/10.3386/w23629 - Risk-Based Regulatory Capital and the Basel Accords
Michael Gordy, Erik Heitfield, and Jason J. Wu
Oxford Handbook of Banking (2015)
https://doi.org/10.1093/oxfordhb/9780199688500.013.0023 - The Regulation of Counterparty Risk in Over-the-Counter Derivatives Markets
Sean D. Campbell and Erik Heitfield
Counterparty Risk Management: Measurement, Pricing and Regulation (2014) - Lessons from the Crisis in Mortgage-Backed Structured Securities: Where Did Credit Ratings Go Wrong?
Erik A. Heitfield
Rethinking Risk Management and Reporting: Bayesian Analysis and Expert Judgement (2010) - Risk-Based Regulatory Capital and Basel II
Michael B. Gordy and Erik A. Heitfield
Oxford Handbook of Banking (2010)
https://doi.org/10.1093/oxfordhb/9780199640935.013.0014 - Small Sample Estimation of Models of Portfolio Credit Risk
Michael B. Gordy and Erik Heitfield
Recent Advances in Financial Engineering (2010) - Systematic and Idiosyncratic Risk in Syndicated Loan Portfolios
Erik Heitfield, Steve Burton, and Souphala Chomsisengphet
Journal of Credit Risk (2006)
https://doi.org/10.21314/JCR.2006.038 - Review of: Credit Reporting Systems and the International Economy
Erik A. Heitfield
Journal of Economic Literature (2005)
https://doi.org/10.1257/0022051054661521 - Risk Sensitive Regulatory Capital Rules for Hedged Credit Exposures
Erik A. Heitfield, Steve Burton, and Souphala Chomsisengphet
Counterparty Credit Risk Modelling (2005) - What Drives Default and Prepayment on Subprime Auto Loans?
Erik Heitfield and Tarun Sabarwal
Journal of Real Estate Finance and Economics (2004)
https://doi.org/10.1023/B:REAL.0000044023.02636.e6 - The Geographic Scope of Retail Deposit Markets
Erik Heitfield and Robin A. Prager
Journal of Financial Services Research (2004)
https://doi.org/10.1023/B:FINA.0000008664.47740.a5
See also » FRB Working Paper (2002) - Using Guarantees and Credit Derivatives to Reduce Credit Risk Capital Requirements under the New Basel Capital Accord
Erik A. Heitfield
Credit Derivatives: The Definitive Guide (2003) - Parametric, Semi-parametric and Non-parametric Models of Telecommunications Demand: An Investigation of Residential Calling Patterns
Erik Heitfield and Armando Levy
Information Economics and Policy (2001)
https://doi.org/10.1016/S0167-6245(01)00033-6 - Monitoring, Moral Hazard, and Market Power: A Model of Bank Lending
Daniel Covitz and Erik Heitfield
Finance and Economics Discussion Series (1999)
https://doi.org/10.17016/FEDS.1999.37 - What Do Interest Rate Data Say About the Geography of Retail Banking Markets?
Erik A. Heitfield
Antitrust Bulletin (1999)
Last update:
October 3, 2022