prof. Dimitrios P. Tsomocos, Ph.D., MBA

Qualifications: MA (MA, MPhil, PhD Yale). Education: University of Oxford, Oxford, UK: M.A. by resolution, 2002. Yale University, New Haven, Connecticut, USA: Ph.D. in economics, 1996; M.Phil. in economics, 1992; M.A. in economics, 1990; B.A. in economics, 1989; Dissertation title: Essays on Monetary Theory, Banking, and General Economic Equilibrium (Advisers: J. Geanakoplos and M. Shubik) Fields of concentration: monetary economics, financial economics, macroeconomics and international economics.

Professional Career

2008- University of Oxford, Said Business School and St. Edmund Hall, Oxford, UK. University Reader, Fellow in Management, Advanced Asset Pricing, Market Microstructure and Corporate Finance (graduate, M.Phil.), Asset Pricing (graduate, M.F.E.), Finance (undergraduate), Management (undergraduate), Fixed Income and Derivatives (graduate, M.F.E.), and adviser to three Ph.D. candidates.

2002 - London School of Economics and Political Science, London, UK. Visiting Lecturer, Department of Accounting and Finance. Quantitative Methods for Accounting and Finance (graduate, M.Sc.). Senior Research Associate, Financial Markets Group.

2002-2008 - University of Oxford, Said Business School and St. Edmund Hall, Oxford, UK. University Lecturer, Fellow and Tutor in Management, Advanced Asset Pricing and Market Microstructure (graduate, M.Phil.), Asset Pricing (graduate, M.F.E.), Finance (undergraduate), Corporate Finance (graduate, M.Phil.), Management (undergraduate), Fixed Income and Derivatives (graduate, M.F.E.), Fixed Income (graduate, M.B.A.), Derivative Valuation (graduate, M.B.A.), and adviser to six Ph.D. candidates.

2006 Bank of Greece, Athens, Greece, Advisor, Implementation of the Goodhart, Sunirand and Tsomocos model to the Greek financial system.

1999-2005 Bank of England, London, UK. Academic Consultant, Financial Stability Assessment Division. Developed common framework for analysing financial stability and advised economists in other divisions. Economist, Financial Industry and Regulation Division. Developed general equilibrium model of financial instability to assess default, bank profitability, contagion, financial fragility, systemic risk and welfare costs for crisis management and prevention. Analysed and revised existing methodology of credit and liquidity risk modelling. Performed economic analysis of HLI’s systemic risk. Studied impact of proposed New Basel Accord. Organized the Bank’s Financial Stability Seminar Series. Taught bank wide seminars on incomplete asset markets, money and financial stability.

2000-2004 Athens University of Economics and Business and University of Athens, Department of Economics, Athens, Greece. Visiting Professor, Joint Ph.D. Program, monetary economics (graduate, Ph.D.), member of the dissertation committee and adviser to two Ph.D. candidates.

1998 Van Eck Capital, New York, USA. Visiting Professor, UADPhilEcon, advanced microeconomics (graduate, Ph.D.).

Profesor Tsomocos se v rámci týmu bude podílet především na pracech souvisejících s modelem finanční křehkosti rodin, čímž naváže na řadu svých dřívějších studií, které se zabývaly otázkami křehkosti finančního sektoru. Jde například o práci "A Model to Analyse Financial Fragility: Applications".

 

Další informace http://www.sbs.ox.ac.uk/research/people/Pages/DimitriosTsomocos.aspx a také http://www.seh.ox.ac.uk/users/dimitriostsomocos

O projektu

Projekty TAČR s evidenčními čísly TD010093 a TD 010093 jsou řešeny mezinárodním vědeckým týmem, který je koordinován z Vysoké školy ekonomické v Praze. Oba projekty směřují k návrhům na legislativní změny a k vytvoření nových aplikací využitelných pro výzkum i praxi.