dr Marcin BORSUK
Unit:
Zakład Polityki Gospodarczej
Research interest:
stabilność finansowa, ryzyko finansowe zmian klimatycznych, polityka pieniężna i makroostrożnościowa
Links:
About me:
Marcin Borsuk (PhD) is an Assistant Professor at the INE PAN, a research fellow at the Stern School of Business at New York University and a postdoctoral researcher at the University of Cape Town. Marcin holds a PhD in Finance from the University of Gdansk.
Marcin served as a Financial Stability Expert at the National Bank of Poland and the European Central Bank. He has expertise in both research and policy work on climate change, macroprudential stress-testing, banking regulation, and business cycle analysis via microstructural balance sheet-based methodologies as well as SVAR and panel econometric techniques.
Marcin is the (co-)author of numerous analyses, reports, working papers, and occasion papers published by the ECB and NBP. He has published articles in journals such as the International Journal of Central Banking and the Journal of Credit Risk.
Publications:
Papers in scientific journals
Borsuk M., Hryckiewicz A., Pawlowski P., Mazur P. (2022), Sovereign debt holding and bank sensitivity toward market risk - an alternative view of the bank-sovereign problem, International Journal of Central Banking (accepted and forthcoming).
Borsuk M., Budnik K. and Volk M. (2020), Buffer use and lending impact, Macroprudential Bulletin, 11.
Borsuk M. (2019), Forecasting the Net Interest Margin and Loan Loss Provision Ratio of Banks in Various Economic Scenarios: Evidence from Poland, Russian Journal of Money and Finance, Vol. 78, no 1.
Other publications
Borsuk M., Kowalewski O., P. Pisany (2022), State-owned banks and international shock transmission, ECB Working Papers.
Borsuk M., Kowalewski O., Qi J. (2020), The Dark Side of the Bank Levy, Working Papers 2020-ACF-08, IESEG School of Management.
Borsuk M., Krzesicki O. (2020), InSTA - integrated stress-testing approach at NBP. The past, present and future perspectives, NBP Working Papers.
Climate-related risk and financial stability (ECB, 2021).
Macroprudential stress-test of the euro-area banking system amid the coronavirus (COVID-19) pandemic (ECB, 2021).