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Andreas Schrimpf

Andreas Schrimpf

Head of Financial Markets
Monetary and Economic Department, Financial Markets
kumar.jegarasasingam@bis.org

Andreas Schrimpf joined the BIS in early 2011. Prior to his current position, he served for several years as Secretary to the Markets Committee (May 2016-September 2020). In this context, he coordinated international work in the central bank community on, inter alia, the impact of large central bank balance sheets on market functioning, the FX Triennial Survey and the monitoring of fast-paced electronic markets. Previously, he was a post-doctoral researcher at Aarhus University (2009-11) and a researcher at the Centre for European Economic Research (ZEW) in Mannheim (2005-09). He obtained his doctorate from the University of Tübingen in 2009. His research in recent years has focused on the role of intermediaries in financial markets, financial drivers of exchange rates and the intersection of monetary policy and financial markets. Andreas' work is published in leading academic journals, including the Journal of Finance, Review of Financial Studies, Journal of Financial Economics and American Economic Journal: Macroeconomics. Andreas is also a CEPR Research Affiliate.

Fields of interest
  • Financial markets
  • International finance
  • Exchange rates and reserves

All BIS publications (51)

All videos (3)

Video 8 Dec 2025
Shifting currents in FX and interest rate derivatives
The December BIS Quarterly Review is a special edition delving into the data collected from more than 1,000 banks in 52…
Video 10 Dec 2024
Pressure signals
Recently the difference between the fixed rate of an interest rate swap and the yield on a government bond - the swap spread -…
Video 6 Dec 2021
DeFi risks and the decentralisation illusion
BIS Quarterly Review, December 2021.

All podcasts (2)

00:24:14
Huyn Song Shin, Goetz von Peter and Andreas Schrimpf with BISness podcast branding
Podcast 8 Dec 2025
Shifting currents in FX and interest rate derivatives
Listen to the BISness podcast of Hyun Song Shin, Andreas Schrimpf and Goetz von Peter discussing the analysis of the BIS…
0:00 0:00
00:20:48
240905_schrimpf.jpg
Podcast 5 Sep 2024
The carry trade unwind
Andreas Schrimpf and Vladyslav Sushko explain the drivers and implications of the unwinding of carry trades, which were…
0:00 0:00

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