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Elisabetta Vangelista

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Function/Position
Senior Analyst, Economic and Market Analysis

Elisabetta Vangelista is a Senior Analyst at the European Stability Mechanism (ESM), where she monitors and develops market analytics in the Economic and Market Analysis team. At the ESM she also worked as Senior ALM Officer on portfolio optimisation. Before joining the ESM, Elisabetta worked as Head of Yield Curve modelling Research at the UK Debt Management Office and at the Bank of England on interest rates and public debt management strategy. Elisabetta was also Proprietary Fixed Income Trader at Banca Intesa-San Paolo in London.

She holds an Ms in Engineering from Universita’ La Sapienza in Rome.

Her research focuses on interest rates term structure, risk premia, inflation expectations, funding liquidity, investment portfolio and monetary policy.

Other publications

What do the prices of UK inflation-linked securities say on inflation expectations, risk premia and liquidity risk?

UK Term structure decomposition at the zero lower bound