Michalis Vasios

I am a Senior Economist in the Financial Markets Infrastructure Directorate of the Bank of England. My role involves research and policy analysis on the design of financial markets, in particular over-the-counter derivatives markets.

I have published academic and policy papers in the Journal of Financial and Quantitative Analysis, the Journal of Banking and Finance, the Bank of England working paper series, the Bank of England financial stability series and the Fed Board discussion series.

In 2009 I received a three-year Economic and Social Research Council (ESRC) award, a four-year Warwick Business School scholarship, in 2007 the Greek State Scholarships Foundation (IKY) scholarship, and the Alexander S. Onassis Public Benefit Foundation scholarship.

I also teach courses on the microstructure of OTC derivatives and the post-crisis G20 reforms, most recently at the University of St. Gallen.

Here is some media coverage of my work in Financial Times (2017, 2016a, 2016b, 2015, 2014a, 2014b), Financial News, The Trade, and Markets Media.

Prior to joining the Bank of England I worked in investment banking as a Equity Trader. I did my studies at University of Warwick (PhD, MPhil), London School of Economics (MSc) and Athens University of Economics and Business (BSc).

Recent news

  • New paper "OTC Premia" is now available online!
  • My new paper on XVA pricing practice will be presented in this year's WFA.
  • Two papers were accepted to the 2018 AFA (Philadelphia) and 2017 EFA (Mannheim).
  • FT’s Alphaville did a whole blog post on my new paper on the microstructure of FX OTCD markets and market dynamics around the Swiss franc de-pegging event (15 Jan 2015)!! Read here.
  • My SEF paper is accepted to the 2017 AFA meeting.


Selected conferences

  • 2018: WFA (Coronado), AFA (Philadelphia).
  • 2017: AFA (Chicago), EFA (Manheim) Annual 2nd CEPR Symposium (London), Atlanta Fed.
  • 2016: EFA, EEA, US CFTC, FED Board, US OFR, SEC, FCA, ESRB, Cambridge-INET, Lancaster, LSE.