Antje Berndt is Professor of Finance at the Australian National University (ANU). She holds a Ph.D. from Stanford University, a M.A. from Columbia University and a Diploma from the University of Kiel, Germany. Prior to joining ANU, she held academic appointments at NC State University, Carnegie Mellon University, and Cornell University. She was the recipient of an ARC Discovery Project grant, the ANU Futures Scheme grant, the PNC Professorship in Computational Finance, the GARP Research Management Award, the Fulbright Enterprise Scholarship, the Moody's research award, and NSF and NSA funding, among others.
Her research focuses on the theoretical and empirical analysis of different sources of delinquency risk: corporate credit risk, mortgage default risk and fiscal risk. Antje has written widely and published in leading finance and economics journals including Review of Financial Studies, Review of Finance, Journal of Monetary Economics and the American Economics Journal: Macroeconomics. In 2020, she co-conceived the Across-the-Curve Credit Spread Index (AXI) and the Financial Conditions Credit Spread Index (FXI).