Daniel Dimitrov

University of Amsterdam

Spui 21

Amsterdam, 1018 WB

Netherlands

Tinbergen Institute

De Nederlandsche Bank - Financial Markets Division

P.O.B. 98

1000 AB Amsterdam

Netherlands

SCHOLARLY PAPERS

5

DOWNLOADS

306

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (5)

Macroprudential Regulation: A Risk Management Approach

De Nederlandsche Bank Working Paper No. 765, 2023
Number of pages: 73 Posted: 08 Feb 2023 Last Revised: 25 Oct 2023
Daniel Dimitrov and Sweder van Wijnbergen
University of Amsterdam and Universiteit van Amsterdam
Downloads 103 (482,858)

Abstract:

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systemic risk, regulation, capital buffers, implied market measures, financial institutions, CDS

Macroprudential Regulation: A Risk Management Approach

Number of pages: 70 Posted: 06 Mar 2024
Daniel Dimitrov and Sweder van Wijnbergen
University of Amsterdam and Centre for Economic Policy Research (CEPR)
Downloads 7 (1,123,545)

Abstract:

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Systemic risk, capital buffers, financial institutions, Regulation, CDS rates

2.

Quantifying Systemic Risk in the Presence of Unlisted Banks: Application to the European Banking Sector

De Nederlandsche Bank Working Paper No. 768
Number of pages: 73 Posted: 08 Mar 2023 Last Revised: 10 Mar 2024
Daniel Dimitrov and Sweder van Wijnbergen
University of Amsterdam and Universiteit van Amsterdam
Downloads 104 (476,420)
Citation 1

Abstract:

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G01, G20, G18, G38

3.

Intergenerational Risk Sharing with Market Liquidity Risk

Tinbergen Institute Discussion Paper 2022-028/V
Number of pages: 47 Posted: 27 Apr 2022
Daniel Dimitrov
University of Amsterdam
Downloads 47 (733,080)

Abstract:

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intergenerational risk sharing, (il)liquidity, stochastic overlapping generations, funded pension plan

4.

Quantifying Systemic Risk in the Presence of Unlisted Banks: Application to the Dutch Financial Sector

Tinbergen Institute Discussion Paper 2022-034/VI
Number of pages: 49
Daniel Dimitrov and Sweder van Wijnbergen
University of Amsterdam and Universiteit van Amsterdam
Downloads 23

Abstract:

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systemic risk, CDS rates, implied market measures, financial institutions

5.

Central Bank Capital and Shareholder Relationship

De Nederlandsche Bank Working Paper No. 809/ April 2024
Number of pages: 53 Posted: 10 Apr 2024 Last Revised: 15 Apr 2024
Matteo Bonetti, Dirk Broeders, Damiaan Chen and Daniel Dimitrov
De Nederlandsche Bank, De Nederlandsche Bank, University of Amsterdam and University of Amsterdam
Downloads 22 (934,200)

Abstract:

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Capital; Central Bank, Contingent Claim Analysis, Risk Management, Shareholder, Stackelberg Games