Michalis Vasios

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I am a Research 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 derivatives markets. My recent work addresses issues related to (i) clearing houses and the exchange of collateral, (ii) trading of derivatives on centralized electronic platforms (Swap Execution Facilities), (iii) trade repositories and the new  trade reporting requirements, (iv) and contagion mechanisms in banking networks. 

My work has been cited by the
European Systemic Risk Board (ESRB), Bank for International Settlements (BIS), International Monetary Fund (IMF), OICV-IOSCO, New York FED, National Bank of Belgium, Norges Bank, and Bank of England among others.

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

I did my studies at University of Warwick (PhD, MPhil), London School of Economics (MSc) and Athens University of Economics and Business (BSc).

Some recent news
  • 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.
  • May 2016: I was invited at ESRB (Frankfurt) to present some recent work using US DTCC trade repository data.
  •  March 2016: I presented my SEF paper at the Federal Reserve Board and the US  Commodity Futures Trading Commission.

Recent conferences

  • 2017: AFA, Annual 2nd CEPR Symposium.

  • 2016: EFA, EEA, US CFTC, FED Board, US OFR, SEC, FCA, ESRB, Cambridge-INET, Lancaster, LSE.

  • 2015: NBB, Bundesbank, IAEE.

The views expressed in this website and in my papers are solely my own, and not necessarily those of the Bank of England.