Senior Research Fellow
Associate Professor of Law and Finance, University of Oxford
Thom Wetzer is an Associate Professor of Law and Finance at the University of Oxford and a Senior Research Fellow at the Institute for New Economic Thinking at the Oxford Martin School. At Oxford, he is also affiliated with the Oxford-Man Institute of Quantitative Finance, and the Global Economic Governance Programme at the Blavatnik School of Government.
His research examines how law and finance can enable collaboration and coordination to improve outcomes, with a particular focus on financial regulation, corporate governance, models of financial contagion and systemic risk, and climate risk. His work combines traditional legal scholarship with financial and empirical analysis, and has been published or is forthcoming in Science, The Journal of Corporation Law, and the Journal of Corporate Law Studies. Thom collaborates actively with policymakers and practitioners, and is currently a Visiting Academic at the Bank of England and an Academic Consultant at the European Central Bank.
Before joining the Faculty, Thom worked towards a DPhil in Law and Finance and an MSc in Law and Finance at the University of Oxford and received both a BA(Hons) in Law and Economics and an LLB in Dutch Law from Utrecht University. He has been a Visiting Scholar at Columbia Law School, Yale University, and Berkeley Law School, and has worked at the European Commission, Goldman Sachs, and De Brauw Blackstone Westbroek. In 2014, Thom was recognised as a ‘Global Shaper’ by the World Economic Forum.
Thom tweets about his work @ThomWetzer.
Stress Testing the Financial Macrocosm
01 Sep 21
We argue that next-generation stress test models must take a comprehensive a view of the financial m...
National COVID debts: climate change imperils countries’ ability to repay
21 Jun 21
Analysis reveals three ways to boost green investment and achieve a resilient recovery from the coro...
Usable bank capital
30 Jun 20
Recognising the difficulty in judging the demand for credit in the midst of the COVID-19 crisis, thi...
No. 2020-14 - Foundations of system-wide financial stress testing with heterogeneous institutions
15 May 20
We propose a structural framework for the development of system-wide financial stress tests with mul...
No. 2019-10 - Scenario-Free Analysis of Financial Stability with Interacting Contagion Channels
23 Jun 19
Currently financial stress test simulations that take into account multiple interacting contagion me...
Sensitive intervention points in the post-carbon transition
12 Apr 19
We propose to examine how to exploit similar sensitive intervention points (SIPs) and amplification ...
Models of Financial Stability and Their Application in Stress Tests
13 Jun 18
We review heterogeneous agent models of financial stability and their application in stress tests.