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Personal profile

Personal information

Iman van Lelyveld is Professor of Banking and Financial Markets at the Finance department of the Vrije Universiteit Amsterdam and a Senior Policy Advisor with DNB’s Statistics Division.

He is keen to use new data sources for solid data driven policy. At DNB he has been involved in many regulatory policy issues covering amongst others, interest rate risk in the banking book, deposit guarantee pricing, and CVA charges and the BCBS Research Task Force. He has chaired several international groups, most recently on liquidity stress testing. He holds a PhD from Radboud University ('Inflation, Institutions, and Preferences', 1999) and has published widely on, amongst other topics, interbank networks and internal capital markets. Iman has worked for Deutsche Bank, the Bank of England, and the International Data Hub at the Bank for International Settlements. He has visited Norges Bank and the Swedish Riksbank, and has held a position at Radboud University.


  • Networks
  • Banking
  • Networks 
  • Big Data: EMIR, MiFID and SHS data


I currently teach the Finance Master Core Course Financial Markets and Institutions. In the past I've taught various courses related to banking, monetary policy and European integration.

Ancillary activities

  • De Nederlandsche Bank | Amsterdam | Staffunctionaris | 2015-01-01 - present

Ancillary activities are updated daily

Education/Academic qualification

PhD, Radboud University Nijmegen

Master, University of Amsterdam


  • HG Finance
  • banking
  • networks
  • derivative markets

Fingerprint Dive into the research topics where Iman van Lelyveld is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

Capital Asset Pricing Model Mathematics
Dynamic Networks Mathematics
Network Model Mathematics
Dynamic Model Mathematics
Credit Risk Mathematics
Interconnection Mathematics
Bipartite Network Mathematics
Monitoring Mathematics

Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Research Output 1999 2019

Indirect interconnectedness - Portfolio overlap in the euro area

Inhoffen, J. H., Wierts, P., van Lelyveld, I. P. P. & Bootsma, N., 4 Feb 2019, Global Monitoring Report on Non-Bank Financial Intermediation 2018. Basel: Financial Stability Board, p. 36-38 3 p. Box 3-1

Research output: Chapter in Book / Report / Conference proceedingChapterProfessional

Open Access

A dynamic network model of the unsecured interbank lending market

Blasques, F., Bräuning, F. & Lelyveld, I. V., May 2018, In : Journal of Economic Dynamics and Control. 90, p. 310-342 33 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Dynamic Networks
Network Model
Dynamic Model
Credit Risk

Do information contagion and business model similarities explain bank credit risk commonalities?

Wang, D., van Lelyveld, I. P. P. & Schaumburg, J., 2018, 100/IV ed., Amsterdam: Tinbergen Institute, 36 p. (TI Discussion Paper Series; vol. 2018, no. 100/IV).

Research output: Working paperAcademic

The missing links: A global study on uncovering financial network structures from partial data

Anand, K., van Lelyveld, I., Banai, Á., Friedrich, S., Garratt, R., Hałaj, G., Fique, J., Hansen, I., Jaramillo, S. M., Lee, H., Molina-Borboa, J. L., Nobili, S., Rajan, S., Salakhova, D., Silva, T. C., Silvestri, L. & de Souza, S. R. S., 1 Apr 2018, In : Journal of Financial Stability. 35, p. 107-119 13 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Financial networks
Network structure
Central bank

Enhanced capital-asset pricing model for the reconstruction of bipartite financial networks

Squartini, T., Almog, A., Caldarelli, G., Van Lelyveld, I., Garlaschelli, D. & Cimini, G., 27 Sep 2017, In : Physical Review E. 96, 3, 032315.

Research output: Contribution to JournalArticleAcademicpeer-review

Capital Asset Pricing Model
Bipartite Network
Biased Estimation
Entropy Maximization