Jon Danielsson

Jon Danielsson is one of the two Directors of the Centre. He holds a PhD in economics from Duke University and is currently Associate Professor of Finance at LSE.  His research interests cover systemic risk, financial risk, econometrics, economic theory and financial crisis.

Jon has written two books, Financial Risk Forecasting and Global Financial Systems: Stability and Risk and published a number of articles in leading academic journals.

His main research webpage is http://modelsandrisk.org/ , whilst his LSE staff page is here. Jon’s blogs can be found on VoxEU.org.

Tel: +44 (0)20 7852 3544

Publications

Opinion Pieces
Dec 2019
Financial institutions are increasingly outsourcing information technology to the cloud, motivated by efficiency, security, and cost. This column argues that the consequence is likely to be short- and medium-term stability at the cost of the...
Opinion Pieces
Aug 2019
The type of risk we most care about is long-term, what happens over years or decades, but we tend to manage that risk over short periods. This column argues that the dissonance of risk is that we measure and manage what we don't care about and...
Opinion Pieces
Aug 2019
As central banks accumulate ever more job functions, their reputation risk increases. This column offers a cautionary tale from Iceland where, after the central bank was put in charge of capital controls, it was subject to severe attacks because of...
Special Papers
Jul 2019
SP 16
Artificial intelligence (AI) is rapidly changing how the financial system is operated, taking over core functions because of cost savings and operational efficiencies. AI will assist both risk managers and microprudential authorities. It meanwhile...
Opinion Pieces
Nov 2018
Cryptocurrencies are primarily held today for speculative reasons and see little economic use outside of that. This column argues that if private cryptocurrencies were to find widespread economic use, either coexisting with or fully displacing fiat...
Discussion Papers
Nov 2018
DP 86
Cryptocurrencies promise to replace fiat money with private money whose integrity is underpinned by algorithms, not government guarantees. While the technology is elegant, the success and failure of cryptocurrencies in the competition with fiat will...
Opinion Pieces
Sep 2018
Financial policy is determined in multiple domains by separate government authorities. This column explores the hierarchical ranking of these domains and authorities. On top is the authority in charge of fiscal policy, followed by those running...
Opinion Pieces
Jul 2018
Jon Danielsson and Jia Rong Fan
Julia, MATLAB, Python and R are among the most commonly used numerical programming languages by economic researchers. In this post, Jon Danielsson and Jia Rong Fan compare and contrast these four, reaching a very subjective conclusion as to which is...
Opinion Pieces
Jun 2018
Are cryptocurrencies the future of money, Ponzi schemes, speculators’ dreams, or just a prosperity gospel? While there is money to be made in the short run, this column argues that cryptocurrencies are lousy investments and will eventually reach a...
Opinion Pieces
Jun 2018
Are cryptocurrencies the future of money, Ponzi schemes, speculators dream, freedom or just a cult?

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