Daniel K Dimitrov
👋 Welcome to my personal page. I’m a postdoctoral researcher at the Research Centre for Longevity Risk at the University of Amsterdam. My research covers areas in asset pricing, macro-finance, climate risk, financial stability, and overall risk management.
📧 You can reach me at daniel.k.dimitrov@gmail.com.
This page shares my ongoing research projects. The views expressed here do not necessarily correspond to those of the central bank.
Peer-reviewed publications
Macroprudential Regulation: A Risk Management Approach (with Sweder van Wijnbergen) 🛠️ View Paper, Code Forthcoming 2026 at the Journal of Financial Stability. Prensetend at the conferences BIS/CEPR Simplifying banking regulation and supervision without sacrificing safety 2026; ECB Bank Supervision Research Seminar Series; IRMC; IFABS; ESCB Research Cluster on Financial Stability; MPPG Wroking Group Seminar Series; Univerisity of Amsterdam; De Nederlandsche Bank
Quantifying Systemic Risk in the Presence of Unlisted Banks: Application to the European Banking Sector (with Sweder van Wijnbergen) 🛠️ View Paper, 💡Slides. Forthcoming 2027 at the International Journal of Central Banking. Presented at DNB Seminar Series; University of Amsterdam; IFABS; ESCB Financial Stability Research Cluster; EuroSystem’s MPAG workshop; Bulgarian Council for Economic Analyses Annual Conference, Bank of Finland RiskLab Conference on AI and Systemic Risk Analytics
Book Chapters
- Central Bank Capital and Shareholder Relationship (with M. Bonetti, D. Broeders, D. Chen) in Central Bank Capital in Turbulent Times, 2025. Presented at DNB Workshop on Central Bank Capital in Turbulent Times; CEBRA; OeNB and SUERF Annual Economic Conference Vienna.
📝 Current Working Papers
Time-Consistent Risk Sharing under Ambiguity, Netspar Working Paper. Presented at Netspar Pension Day 2025
Strategic Asset Allocation with Private Assets: Untangling Illiquidity. 🛠️ DNB Working Paper, 💡 Slides , ➡️ Python Code Submitted. Presented at Market Microstructure Summer School Stochholm 2021; QFFE 2024; MAF 2024; Netspar 2024
Climate-Linked Bonds (w/ D. Broeders and N. Verhoeven) 🛠️ ECB Working Paper. Submitted. Presented at 2025 ESM–SUERF–Bruegel Workshop, 2025 Maastricht University Workshop on Finance for a (Climate) Resilient Economy, the 2025 Energy and Climate Economics and Business Days at the University of Groningen, EGU25, Netspar 2025, 2025 Dutch Sustainable Finance Network, 2025 HEC-HKUST Sustainable Finance Workshop Paris
📝 Peer review
Peer reviewer for the Financial Analyst Journal, Journal of Financial Stability, Latin American Journal of Central Banking, Journal of Risk Management in Financial Institutions
I’m also a regular discussant in worshops and seminars
Asset Allocation and Returns in the Portfolios of the Wealthy by Cynthia Mei Balloch and Julian Richers at the Empirical Asset Pricing Meeting, 2023
Non-bank lending during crises by I~{n}aki Aldasoro (BIS), Sebastian Doerr (BIS), Haonan Zhou at Central Bank of Ireland, Conference on Financial stability policies in a changing lending landscape, 2023
Sticky Deposits and the Bank Lending Channel of Monetary Policy by Sijmen Rijks at the Benelux banking research day 2026
📝 Back burner project
Intergenerational Risk Sharing with Market Liquidity Risk (with Sweder van Wijnbergen) 🛠️ View Paper, 💡Slides. Presented at the University of Amsterdam; KVS New Paper Series.
Quantifying Systemic Risk in the Presence of Unlisted Banks: Application to the Dutch Financial Sector 🛠️ View Paper, 💡Slides
🎓 Ph.D. Thesis
A graduate from the University of Amsterdam, supervised by Prof. Roel Beetsma and Prof. Sweder van Wijnbergen. My Ph.D. thesis, 🛠️ “Three essays on the optimal allocation of risk”, discusses asset allocation, illiquidity, intergenerational risk sharing, and systemic risk for financial institutions.