Searching for a Metric for Financial Stability

Dimitrios Tsomocos' current research focuses on banking and regulation, incomplete asset markets, systemic risk, financial instability and issues of new financial architecture. His latest work at the Bank of England dealt with banking and financial instability. In particular, he analysed issues of contagion, financial fragility, interbank linkages and the impact of the New Basel Accord in the macroeconomy using a General Equilibrium model with incomplete asset markets, money and endogenous default.