Personal profile
Research interests
Andreas Krause joined the Department of Economics in 2013 from the School of Management. He has graduated from the University of Fribourg (Switzerland) with a PhD in Economics.
He has research interests particularly in systemic of banking systems, where he focuses mainly on the network structure of interbank exposures and how failures of banks spread through such networks. The initial research in this area was supported by a British Academy grant. In general he is interested in heterogeneous agents interacting through networks and how such interactions shape aggregate outcomes, such as stock prices or analyst recommendations. Previous work has included an analysis of credit card markets using a network approach and questions of optimal market design. Overall he seeks to base his research on a sound theoretical basis, supplemented by empirical evidence as appropriate.
Andreas has recently consulted on the development of a risk-profiling system, supported by the EPSRC through a grant for EngD student.
Research interests
- Systemic Risk
- Agent-based computational finance
- Financial markets
- Network theory
Willing to supervise doctoral students
I am happy to consider PhD students with a strong mathematical and/or computational background who are interested in conducting research in the area of systemic risk and agent-based computational finance.
I will consider students with research interests in financial markets on a case-by-case basis.
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Collaborations and top research areas from the last five years
Projects
- 1 Finished
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Systemic Risks and Capital Requirements: An Evaluation of the Role of Interbank Lending
Krause, A. (PI)
1/04/09 → 30/09/10
Project: Research council
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Bank risk-taking and optimal bailout resources
Krause, A., Sept 2025, In: Journal of Banking Regulation. 26, 3, p. 573-578 6 p.Research output: Contribution to journal › Article › peer-review
Open Access -
Group lending as a mechanism for self-insuring default risk
Krause, A., 31 Mar 2025, In: Annals of Finance. 21, p. 97-106Research output: Contribution to journal › Article › peer-review
Open Access -
Theoretical Foundations of Investment Banking
Krause, A., 13 Oct 2024, 1st ed. Cham, Switzerland: Springer. 412 p. ( Springer Texts in Business and Economics )Research output: Book/Report › Book
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Balancing Liquidity and Returns through Interbank Markets: Endogenous Interest Rates and Network Structures
Xiao, D. & Krause, A., 31 Mar 2023, In: Journal Of Financial Research. 46, 1, p. 131-149Research output: Contribution to journal › Article › peer-review
Open AccessFile2 Link opens in a new tab Citations (SciVal)90 Downloads (Pure) -
Strategic default and optimal audit resources with costly state verification
Krause, A., 31 Dec 2022, In: Research in Economics. 76, 4, p. 413-421 9 p.Research output: Contribution to journal › Article › peer-review
Open Access