Tuomas A. Peltonen

Deputy Head

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Biography

Tuomas Peltonen is Deputy Head of the European Systemic Risk Board (ESRB) Secretariat. His main tasks include management of the ESRB Secretariat, systemic risk analysis and its presentation to the ESRB General Board as well as interaction with ESRB members and stakeholders. Prior to the ESRB, Tuomas was with the European Central Bank (ECB) since 2004, where he worked in various positions at the Directorate General Macroprudential Policy and Financial Stability, in the Directorate General Market Operations and in Directorate General International and European Relations. Prior to the ECB Tuomas worked with the Bank of Finland. Tuomas received his PhD (Econ) from European University Institute (EUI), Italy in 2005 and holds BSc and MSc (Econ) degrees from University of Turku. His research interests include macroprudential policy and systemic risk analysis. Tuomas has published several academic articles related to banking, financial stability, financial markets and emerging economies in academic journals like Journal of Banking & Finance, Journal of Financial Stability, and IMF Economic Review.

Selected publications

1.
Constantin, A., Peltonen, T. & Sarlin, P. Network linkages to predict bank distress. Journal of Financial Stability forthcoming (2017). http://doi.org/10.1016/j.jfs.2016.10.011
1.
Halaj, G., Peltonen, T. & Scheicher, M. How did the Greek credit event impact the credit default swap market? Journal of Financial Stability forthcoming (2017). http://doi.org/10.1016/j.jfs.2016.10.009
1.
Sarlin, P. & Peltonen, T. Introduction to Systemic Risk Analytics Minitrack. in Proceedings of the 2016 Hawaii International Conference on System Sciences (HICSS) (IEEE Press, 2016). http://doi.org/10.1109/HICSS.2016.221
1.
Peltonen, T., Vuillemey, G. & Scheicher, M. The Network Structure of the CDS market and its Determinants. Journal of Financial Stability 13, 118–133 (2014). http://doi.org/10.1016/j.jfs.2014.05.004
1.
Bussière, M., Peltonen, T. & Delle Chiaie, S. Exchange Rate Pass-Through in the Global Economy: the Role of Emerging Market Economies. IMF Economic Review 62, 146--178 (2014). http://doi.org/10.1057/imfer.2014.5
1.
Betz, F., Oprica, S., Peltonen, T. A. & Sarlin, P. Predicting Distress in European Banks. Journal of Banking & Finance 45, 225--241 (2014). http://doi.org/10.1016/j.jbankfin.2013.11.041
1.
Lo Duca, M. & Peltonen, T. Assessing systemic risks and predicting systemic events. Journal of Banking and Finance 37(7), 2183--2195 (2013). http://doi.org/10.1016/j.jbankfin.2012.06.010
1.
Sarlin, P. & Peltonen, T. Mapping the State of Financial Stability. Journal of International Financial Markets, Institutions & Money 26, 46--76 (2013). http://doi.org/10.1016/j.intfin.2013.05.002
1.
Peltonen, T., Sousa, R. & Vansteenkiste, I. Investment in Emerging Markets. Empirical Economics 43(1), 97--119 (2012). http://doi.org/10.1007/s00181-011-0457-0
1.
Peltonen, T., Sousa, R. & Vansteenkiste, I. Wealth effects in Emerging Market Economies. International Review of Economics and Finance 24, 155--66 (2012). http://doi.org/10.1016/j.iref.2012.01.006
1.
Peltonen, T., Vansteenkiste, I. & Sousa, R. Fundamentals, Financial Factors and Investment in Emerging Markets. Emerging Markets Finance and Trade 47, 88--105 (2011). http://doi.org/10.2753/REE1540-496X4703S205
1.
Peltonen, T., Popescu, A. & Sager, M. Can Non-Linear Real Shocks Explain the Persistence of PPP Exchange Rate Disequilibria? International Journal of Finance and Economics 16(3), 290--306 (2011). http://doi.org/10.1002/ijfe.426
1.
De Bondt, G., Santabarbara, D. & Peltonen, T. Booms and Busts in the Chinese Stock Market: Estimates Based on Fundamentals. Applied Financial Economics 21(5), 287--300 (2011). http://doi.org/10.1080/09603107.2010.530218
1.
Mehrotra, A., Peltonen, T. & Santos Rivera, A. Modelling Inflation in China - A Regional Perspective. China Economic Review 21(2), 237–255 (2010). http://doi.org/10.1016/j.chieco.2009.06.010