Daniel K Dimitrov
Welcome to my personal page. I’m a post-doctoral researcher at the Research Centre for Longevity Risk at the University of Amsterdam. My research covers asset pricing, macro-finance, climate risk, financial stability, and risk management.
Contact: 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)
Journal of Financial Stability
View Paper | Code
Presented at: 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 Working Group Seminar Series; University of Amsterdam; De Nederlandsche Bank
Quantifying Systemic Risk in the Presence of Unlisted Banks: Application to the European Banking Sector (with Sweder van Wijnbergen)
International Journal of Central Banking (Forthcoming 2027)
View Paper | Slides
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)
View Paper
Presented at: DNB Workshop on Central Bank Capital in Turbulent Times; CEBRA; OeNB and SUERF Annual Economic Conference Vienna
Current Working Papers
Systemic at Home: the Persistence of a Too-Big-to-Fail Premium in Europe
DNB Working Paper
Presented at IFABS 2026
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 Stockholm 2021; QFFE 2024; MAF 2024; Netspar 2024
Climate-Linked Bonds (with 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; 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 & Discussions
Peer Reviewer for: Financial Analyst Journal, Journal of Financial Stability, Latin American Journal of Central Banking, Journal of Risk Management in Financial Institutions
Regular Discussant at workshops and seminars:
Asset Allocation and Returns in the Portfolios of the Wealthy by Cynthia Mei Balloch and Julian Richers
Empirical Asset Pricing Meeting, 2023Non-bank Lending During Crises by Iñaki Aldasoro, Sebastian Doerr, Haonan Zhou
Central Bank of Ireland, Conference on Financial Stability Policies in a Changing Lending Landscape, 2023Sticky Deposits and the Bank Lending Channel of Monetary Policy by Sijmen Rijks
Benelux Banking Research Day 2026
Earlier Work
Intergenerational Risk Sharing with Market Liquidity Risk (with Sweder van Wijnbergen)
View Paper | Slides
Presented at: 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
University of Amsterdam, supervised by Prof. Roel Beetsma and Prof. Sweder van Wijnbergen
“Three Essays on the Optimal Allocation of Risk”
Covers asset allocation, illiquidity, intergenerational risk sharing, and systemic risk for financial institutions.