Financial Risk project

Dr Leilei Tang, Accounting and Finance, together with Dr Jiazhu Pan, Department of Mathematics and Statistics, applied for an EPSRC Bridging the Gap short project on Modelling Banking Financial Risk and were awarded £13,400. This short project started in December and runs until April and will focus on two areas: bank credit scoring and modelling the banking volatility using high frequency data. The aim of this project is to develop and disseminate freely available software to allow the methods to be applied by others in both theoretical research and applications.

Dr Tang