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Peter Zimmerman

Doctoral Candidate


  • peter.zimmerman@sbs.ox.ac.uk

Saïd Business School
University of Oxford
Park End Street
Oxford
OX1 1HP

Profile

Peter Zimmerman began his DPhil in 2014.

He is a member of Green Templeton College. He holds a BA in Mathematics (double First) from the University of Cambridge and an MSc in Economics from Trinity College Dublin, where he was jointlyy awarded the Terence Gorman prize for best student. His MSc thesis developed an alternative proof of Harsanyi’s purification theorem.

Peter's thesis title is 'Relationship lending when banks are fragile'. His supervisors are Alan Morrison and Joel Shapiro.

Work Experience

Peter has worked as an economist in the financial stability function of the Bank of England for seven years, joining on the eve of the financial crisis. His research for the Bank focused on issues in financial infrastructure, bank capital regulation, macroprudential policy, market discipline, network theory and shadow banking.

Prior to that, Peter spent two years working as an analyst for a hedge fund, specialising in asset-backed securities and private equity.

Personal website

Research

Selected publications

'Identification of over and under provision of liquidity in real-time payment systems' with Edward Denbee and Rodney Garratt, Journal of Financial Market Infrastructures, Vol. 4, No. 2, pages 1-20, December 2015.

‘Does central clearing reduce counterparty risk in realistic financial networks?’ with Rodney Garratt, Federal Reserve Bank of New York staff report, No. 717, March 2015.

‘The role of counterparty risk in CHAPS following the collapse of Lehman Brothers’ with Evangelos Benos and Rodney Garratt, International Journal of Central Banking, Vol. 10, No. 4, pages 143-171, December 2014.

‘Disclosure and market discipline’ with Rhiannon Sowerbutts and Ilknur Zer, Bank of England Quarterly Bulletin, Vol. 53, No. 4, pages 326-335, December 2013.

‘Bank behaviour and risks in CHAPS following the collapse of Lehman Brothers’ with Evangelos Benos and Rodney Garratt, Bank of England working paper, No. 451, June 2012.

‘The sterling unsecured loan market during 2006-08: insights from network theory’ with Anne Wetherilt and Kimmo Soramäki, Bank of England working paper, No. 398, July 2010.

‘The economics of large-value payments and settlement: theory and policy issues for central banks’, contributing author, edited by Manning, Nier and Schanz, Oxford University Press, 2009.