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Diana Bonfim

Fields of study: 
Empirical banking
Financial stability
Corporate finance
Applied microeconometrics

 

 

Economics and Research Department

dbonfim@bportugal.pt

 

  

 

Education:

PhD in Economics, University of Groningen, 2014

Research Master in Economics, Universidade Nova de Lisboa (Nova SBE), 2006

Licenciatura in Economics, Instituto Superior de Ciências do Trabalho e da Empresa (ISCTE), 2001

 

Professional experience:

Senior economist, Economics and Research Department, Banco de Portugal, since 2014

Senior lead economist, DG-Research, European Central Bank, since 2023 (part-time)

Economist, Economics and Research Department, Banco de Portugal, 2001-2014

 

Teaching experience:

Full professor (adjunct), Católica Lisbon School of Business and Economics, since 2023

Associate professor (adjunct), Católica Lisbon School of Business and Economics, 2021-2023

Assistant professor (adjunct), Católica Lisbon School of Business and Economics, 2012-2021

Banco de Portugal scientific articles (35)
2021
Heterogeneity in loan pricing: the role of bank capital
Banco de Portugal Economic Studies
2020
The effect of corporate bond purchases by the ECB on firms’ borrowing costs
Banco de Portugal Economic Studies
2019
Credit and the economy: lessons from a decade of research at Banco de Portugal
Banco de Portugal Economic Studies
2018
GDP-linked bonds: design, effects, and way forward
Banco de Portugal Economic Studies
2017
Spillovers of prudential policy across borders: evidence for Portugal
Banco de Portugal Economic Studies
2022
The Augmented Bank Balance-Sheet Channel of Monetary Policy
Working Papers
2021
The sensitivity of SME’s investment and employment to the cost of debt financing
Working Papers
2021
Sovereign-Bank Diabolic Loop: The Government Procurement Channel
Working Papers
2020
The importance of deposit insurance credibility
Working Papers
2020
On-site inspecting zombie lending
Working Papers
Published at: Management Science
2020
Banks’ complexity and risk: agency problems and diversification benefits
Working Papers
2018
Cross-border spillovers of monetary policy: what changes during a financial crisis?
Working Papers
Published at: Journal of International Money and Finance, Vol. 89, 2018
2017
International Banking and Cross-border Effects of Regulation: Lessons from Portugal
Working Papers
Published at: IJCB Journal, March 2017
2016
Surviving the perfect storm: the role of the lender of last resort
Working Papers
Published at: Journal of Financial Intermediation, Volume 47, July 2021
2016
Sorry, We're Closed: Loan Conditions When Bank Branches Close and Firms Transfer to Another Bank
Working Papers
Published at: Review of Finance, Volume 25, Issue 4, July 2021, Pages 1211–1259
2016
Forecasting banking crises with dynamic panel probit models
Working Papers
Published at: International Journal of Forecasting, Vol. 34, Issue 2, pp. 249-275
2014
The risk-taking channel of monetary policy – exploring all avenues
Working Papers
Published at: Journal of Money, Credit and Banking, 2018, 50(7), 1507-1541
2012
Bank size and lending specialization
Working Papers
Published at: Economic Notes, 46(2), 2017, 329-380
2012
Liquidity risk in banking: is there herding?
Working Papers
Published at: International Journal of Central Banking, 2019, 15(2), 101-150
2012
The dynamics of capital structure decisions
Working Papers
2011
What Happens After Default? Stylized Facts on Access to Credit
Working Papers
Published at: Journal of Banking and Finance, 36(7), 2012, pp. 2007-2025
2010
Counterfactual Analysis of Bank Mergers
Working Papers
Published at: Empirical Economics, Vol. 46, Issue 1, pp. 361–391, 2014
2009
The Number of Bank Relationships, Borrowing Costs and Bank Competition
Working Papers
Published at: Journal of Empirical Finance, 2018, 46, 191-209
2007
Credit Risk Drivers: Evaluating the Contribution of Firm Level Information and of Macroeconomic Dynamics
Working Papers
Published at: Journal of Banking and Finance, 33(2), 2009, pp. 281-299
2014
Early Warning Indicators of Banking Crises: Exploring new Data and Tools
Economic Bulletin Articles
2002
Cyclical Behaviour of the Portuguese Economy: 1953-1995
Economic Bulletin Articles
2013
The implementation of the countercyclical capital buffer: rules versus discretion
Financial Stability Articles
2013
Is there a risk-taking channel of monetary policy in Portugal?
Financial Stability Articles
2012
Systemic Liquidity Risk
Financial Stability Articles
2011
Estimating the impact of bank mergers: an application to the Portuguese banking system
Financial Stability Articles
2010
Access to Bank Credit after Corporate Default
Financial Stability Articles
2010
Bank Relationships and Borrowing Costs
Financial Stability Articles
2009
Capital Structure decisions in the Portuguese corporate sector
Financial Stability Articles
2007
Credit Risk Drivers: Evaluating the Contribution of Firm Level Information and of Macroeconomic Dynamics
Financial Stability Articles
2005
Determinants of bank’s financing costs in the bond market
Financial Stability Articles
Other scientific articles (8)
2020
Deposit Insurance and Cross-Border Banks
Other Contributions
Published at: DICE Report 1/2019 (Spring): Deposit Insurance
2018
Forecasting banking crises with dynamic panel probit models
Other Contributions
Published at: International Journal of Forecasting Volume 34, Issue 2, 2018, Pages 249-275
2015
Contingency funding plans
Other Contributions
Published at: Liquidity Risk Management and Supervision: A Guide to Better Practice" Iman van Lelyveld, Paul Hilbers and Clemens Bonner (editors), Risk Books, 2015
2014
Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options
Other Contributions
Published at: ESRB Occasional Paper No.5/2014
2012
What happens after corporate default? Stylized facts on access to credit
Other Contributions
Published at: Journal of Banking & Finance, Vol. 36, Issue 7, pp. 2007-2025
2009
Credit risk drivers: evaluating the contribution of firm level information and macroeconomic dynamics
Other Contributions
Published at: Journal of Banking & Finance, Vol. 33, Issue 2, pp. 281-299
2008
The number of bank relationships and the cost of borrowing: an empirical study
Other Contributions
Published at: "New developments in Financial Modelling", O. Soares, J. Pina and M. Catalão-Lopes (eds), Cambridge Scholars Publishing, 2008
2005
Policies promoting technological innovation
Other Contributions
Published at: "Technological Innovation and Employment - the Portuguese case", Isabel Salavisa Lança and Ana Cláudia Valente (coords.)
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