Our project on the systemic risk assessment of major trading groups in interest rate derivatives and making use of EMIR/DTCC TR data (co-authored with Ronald Anderson, LSE) has been selected for the European Systemic Risk Board (ESRB)'s EMIR Bridge Programme under the theme “Cyclical features of derivatives markets and implications for financial stability”. It is currently being hosted by the ECB’s Monetary Analysis division under its Monetary Policy department.
I have recently participated in the AFA/AEA Conference in Philadelphia, PA in 2018.
I recently gave a talk on my research at a Federal Reserve Board seminar in 2017.
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.
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/consultant for the European Systemic Risk Board (ESRB) Secretariat, housed under the European Central Bank, and I have been providing my expertise and conducting research on EMIR/DTCC TR 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.