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

  • University of Amsterdam

  • De Nederlandsche Bank - Financial Markets Division

SCHOLARLY PAPERS

7

DOWNLOADS

940

TOTAL CITATIONS

1

Scholarly Papers (7)

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1.

Climate-Linked Bonds

Downloads 358 (180,552)

Climate-Linked Bonds

ECB Working Paper No. 2025/3011
Number of pages: 58 Posted: 10 Jan 2025
Dirk Broeders, Daniel Dimitrov and Niek Verhoeven
European Central Bank (ECB), University of Amsterdam and De Nederlandsche Bank
Downloads 237 (276,135)

Abstract:

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asset pricing, climate-linked bonds, climate risk, contingent claims, green finance

Climate-Linked Bonds

De Nederlandsche Bank Working Paper No. 817
Number of pages: 60 Posted: 08 Nov 2024
Dirk Broeders, Daniel Dimitrov and Niek Verhoeven
European Central Bank (ECB), University of Amsterdam and De Nederlandsche Bank
Downloads 121 (502,453)

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climate-linked bonds climate risk, contingent claims, pricing green finance, climate risk

2.

Macroprudential Regulation: A Risk Management Approach

Downloads 158 (403,193)

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 134 (462,559)

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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 24 (1,137,530)

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

3.

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 146 (430,416)
Citation 1

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G01, G20, G18, G38

4.

Untangling Illiquidity: Optimal Asset Allocation with Private Asset Classes

De Nederlandsche Bank Working Paper No. 827
Number of pages: 55 Posted: 31 Jan 2025
Daniel Dimitrov
University of Amsterdam
Downloads 106 (552,168)

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asset allocation, (il)liquidity, private assets, model misspecification

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, European Central Bank (ECB), University of Amsterdam and University of Amsterdam
Downloads 77 (675,905)

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

6.

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 66 (735,733)

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

7.

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 29

Abstract:

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