Sriram Rajan

Associate Director of Financial Markets, 2020 - Present
Office of Financial Research

Senior Researcher, 2012 - 2020
Office of Financial Research

Climate Finance Consultant, 2009 - 2012
IDEAcarbon, Multilateral development banks, Corporate Knights

Associate Director, 2007 - 2008
Bear Stearns Inc., Credit Derivatives Structuring

Associate Director, 2005 - 2007
Standard & Poor's, Structured Credit Quantitative Group

Analyst, 2000 - 2002
Goldman Sachs Inc., Firmwide Risk Management

Research Assistant, 1998 - 2000
Federal Reserve Board of Governors, Trading Risk Analysis (Research & Statistics)

OTC Intermediaries (2022) with Andrea Eisfeldt, Bernard Herskovic and Emil Siriwardane
Review of Financial Studies, (forthcoming).
Also see: Office of Financial Research Working Paper no. 18-05.
Missing Links: A global study on Uncovering Financial Network Structure from Partial Data (2018) with Kartik Anand, Iman van Lelyveld, Ádám Banai, Soeren Friedrich, Rodney Garratt, Grzegorz Hałaj, Jose Fique, Ib Hansen, Serafín Martínez Jaramillo, Hwayun Lee, José Luis Molina-Borboa, Stefano Nobili, Dilyara Salakhova, Thiago Christiano Silva, Laura Silvestri, and Sergio Rubens Stancato, and Thiago Cerqueira-Silva
Journal of Financial Stability, 35, 107-119.
Stressed to the Core: Counterparty Concentrations and Systemic Losses in CDS Markets (2018) with Jill Cetina and Mark Paddrik
Journal of Financial Stability, 35, 38-52.
See also: Office of Financial Research Working Paper no. 16-01.
Contagion in Derivatives Markets (2020) with Mark Paddrik and Peyton Young
Management Science, 66(8), 3603-3616.
Also see: Office of Financial Research Working Paper no. 16-12.
The Market Implied Probability of European Government Intervention in Distressed Banks (2016) with Paul Glasserman, Benjamin Kay, and Richard Neuberg
Office of Financial Research Working Paper no. 16-10.
Firm capital dynamics in centrally cleared markets (2019) with Agostino Capponi and W. Allen Cheng
Mathematical Finance 30(2), 664-701.
Also see: Office of Financial Research Working Paper no. 15-08.
More Transparency Needed for Capital Relief Trades (2015) with Jill Cetina and John McDonough
Office of Financial Research Research Brief no. 15-04.
Securitizing Risk and the Clean Development Mechanism (2009)
Carbon & Climate Law Review, 2009, 172.

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