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Photo of Erik A. Heitfield

Erik A. Heitfield

Assistant Director

Program Direction Section

Research and Statistics

202-452-2613
erik.a.heitfield@frb.gov
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
  • Campbell, Sean D., and Erik Heitfield (2014). "The Regulation of Counterparty Risk in Over-the-Counter Derivatives Markets," in Canabarro, Eduardo, Michael Pythkin eds., Counterparty Risk Management: Measurement, Pricing and Regulation. London: Risk Books.
  • Gordy, Michael B., and Erik Heitfield (2010). "Small-Sample Estimation of Models of Portfolio Credit Risk," In Proceedings of the KIER-TMU International Workshop on Financial Engineering 2009. Tokyo: Hackensack, N.J. and Singapore: World Scientific, pp. 43-63.
  • Gordy, Michael B., and Erik Heitfield (2010). "Small Sample Estimation of Models of Portfolio Credit Risk," in Kijima, Masaaki, Chiaki Hara, Kenichi Tanaka and Yukio Muromachi eds., Recent Advances in Financial Engineering. Singapore: World Scientific.
  • Heitfield, Erik A. (2010). "Lessons from the Crisis in Mortgage-Backed Structured Securities: Where did Credit Ratings Go Wrong?" in Bocker, Klaus ed., Rethinking Risk Management and Reporting: Bayesian Analysis and Expert Judgement. UK: Risk Books.
  • Heitfield, Erik A., Steve Burton, and Souphala Chomsisengphet (2005). "Risk Sensitive Regulatory Capital Rules for Hedged Credit Exposures," in Pykhtin, Michael ed., Counterparty Credit Risk Modelling: Pricing, Risk Management and Regulation. London: Risk Waters Group.
  • Heitfield, Erik A. (2003). "Using Guarantees and Credit Derivatives to Reduce Credit Risk Capital Requirements Under the New Basel Capital Accord," in Gregory, Jon ed., Credit Derivatives: The Definitive Guide. London: Risk Waters Group, pp. 451-466.
  • Gordy, Michael B., and Erik A. Heitfield (2010). "Risk-Based Regulatory Capital and Basel II," in Berger, Allen,N., Philip Molyneux and John O. Wilson S. eds., The Oxford Handbook of Banking. Oxford and New York: Oxford University Press, pp. 357-376.
  • Heitfield, Erik, Steve Burton, and Souphala Chomsisengphet (2006). "Systematic and Idiosyncratic Risk in Syndicated Loan Portfolios," Journal of Credit Risk, vol. 2, no. 3, pp. 3-31.
  • Heitfield, Erik A. (2005). "Review of: Credit Reporting Systems and the International Economy," Journal of Economic Literature, vol. 43, no. 2, pp. 506-507.
  • Heitfield, Erik, and Robin A. Prager (2004). "The Geographic Scope of Retail Deposit Markets," Journal of Financial Services Research, vol. 25, no. 1, pp. 37-55.
  • Heitfield, Erik, and Tarun Sabarwal (2004). "What Drives Default and Prepayment on Subprime Auto Loans?" Journal of Real Estate Finance and Economics, vol. 29, no. 4, pp. 457-477.
  • Heitfield, Erik, and Armando Levy (2001). "Parametric, Semi-Parametric and Non-Parametric Models of Telecommunications Demand: An Investigation of Residential Calling Patterns," Information Economics and Policy, vol. 13, no. 3, pp. 311-329.
  • Covitz, Daniel, and Erik Heitfield (1999). "Monitoring, Moral Hazard, and Market Power: A Model of Bank Lending," Finance and Economics Discussion Series 1999-37. Board of Governors of the Federal Reserve System (U.S.).
  • Heitfield, Erik A. (1999). "What do Interest Rate Data Say about the Geography of Retail Banking Markets?" Antitrust Bulletin, vol. 44, no. 2, pp. 333-347.
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Last update: December 8, 2014