I am currently a researcher at the Systemic Risk Centre of London School of Economics and Political Science (Finance Department) !
I presented my research at the workshop on "Modelling Risk Amplification Mechanisms for Macro-prudential Policymaking" at the Bank of England on December 8, 2016.News:
I have recently co-organized and co-chaired a highly topical conference on “Systemic Risk in Derivatives Markets”, held on the 14th of October, 2016 at London School of Economics and Political Sciences. The conference succeeded in bringing together academics and policy makers to discuss recent theoretical and empirical advances in the understanding of systemic risk in derivatives markets.
I have been appointed as an external expert for the European Systemic Risk Board (ESRB), housed under the European Central Bank, and I have been providing my expertise and conducting research on EMIR/DTCC data since July 2016 with the aim to contribute to the academic literature, as well as to have positive impact on the macro-prudential policy measures influenced by the ESRB.