Dimitrios Karyampas

Dimitrios Karyampas is an External Lecturer at the Department of Finance, University of Zurich. He teaches Counterparty Credit Risk Management as part of the MSc UZH ETH in Quantitative Finance program.

Education:

• Ph.D. (Finance), Birkbeck, University of London, UK (2010)
• M.Sc. (Finance & Econometrics), University of York, UK (2007)
• B.Sc. (Economics), Athens University of Economics and Business (2006)

Research Focus: His work centers on Financial Econometrics, Asset Pricing, Asset Allocation, and Risk Management. Recent publications analyze topics like equity risk premium forecasting, credit risk in tax reforms, and volatility dynamics in financial markets.

Publications: His research has appeared in journals such as Journal of Financial Markets, Econometric Reviews, and Journal of Banking and Finance, with a focus on econometric methodologies and regulatory compliance frameworks.

Professional Contributions: Karyampas collaborates with institutions on regulatory capital modeling and backtesting frameworks, contributing to Basel III compliance and financial risk assessment methodologies.