Ruslan Sverchkov

Ruslan Sverchkov
  • Ph.D. Candidate

Contact Information

  • office Address:

    Steinberg-Dietrich Hall 2314,
    3620 Locust Walk,
    Philadelphia, PA 19104

Research Interests: Financial Intermediation, Market Microstructure and FinTech.

Links: CV, Personal Website

Overview

I am a Ph.D. Candidate in Finance at the Wharton School of the University of Pennsylvania. My research interests include Financial Intermediation, Market Microstructure and FinTech.

For more information, please visit my Personal Website.

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Research

  • Vincent Glode, Christian Opp, Ruslan Sverchkov (Working), To Pool or Not to Pool? Security Design in OTC Markets.

    Abstract: This paper studies the optimality of pooling and tranching for a privately informed security originator facing buyers endowed with market power (perhaps due to liquidity shortages). Contrary to the standard result that pooling and tranching are optimal practices, we find that selling assets separately may be preferred by originators as it weakens buyers' incentives to inefficiently screen them. Our results can shed light on observed time-variation in the practice of pooling and tranching in financial markets, in particular, the dramatic decline in the size of the ABS market following the most recent financial crisis.

Teaching

Past Courses

FNCE611 – CORPORATE FINANCE

Executive MBA with Prof. Itay Goldstein, 2016-2019.

FNCE726 – ADVANCED CORPORATE FINANCE

MBA and UG with Prof. Christian Opp, 2016-2018.

BEPP805/305 – RISK MANAGEMENT

MBA and UG with Prof. Olivia S. Mitchell and Prof. Neil A. Doherty, 2016-2017.