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Financial Regulation and Risk Management

The Financial Regulation and Risk Management Research Programme was formed in January 2012 following a merger between 3 existing FMG Research Programmes:

1. AXA-LSE Risk management and regulation of financial institutions,
2. Regulation and Financial Stability, and
3. Risk Management and Fixed Income Markets.

These Programmes are now represented as research stems within the Financial Regulation and Risk Management Research Programme.

You can still view information about these Programmes by using the links in the menu on the left-hand side of this page. However the information shown there is only correct up until the end of 2011, all new and current information will be shown here (from January 2012 onwards).

About the programme

The Financial Regulation and Risk Management research programme covers a broad range of theoretical and empirical issues in banking and financial intermediation, financial regulation and risk management. The research produced by its Members is highly relevant to policy-makers and practitioners. Research in this Programme is supported by the AXA Research Fund and Deutsche Bank. Since 2009 in particular, AXA has funded the on-going research project "AXA-LSE Risk Management and Regulation of Financial Institutions" which studies risk management and the regulation of financial institutions in light of the current financial crisis.

The main research areas of the programme are:

  • The structure of banking and financial intermediation.
  • Assessment of the nature, form and organisational structure of financial regulation, both in the UK and world-wide
  • The nature, propagation and control of financial crises and international financial architecture
  • Evaluation of the links in the global financial system and the implications for the measurement and management of risk and asset management practices
  • The development and application of macro-prudential supervision
  • Compensation and governance systems in financial institutions, in conjunction
  • Empirical analysis of credit and fixed income markets
  • The nature of liquidity risk and the effect on market turbulence

In addition to the regular London Financial Regulation Seminar series, this Research Programme holds a sizeable number of conferences and workshops every year. Both the Deutsche Bank PhD Fellowship and the Deutsche Bank Prize in Financial Risk Management and Regulation have also been established under this Programme.

Programme members

Programme directors
Ron Anderson, Charles Goodhart and David Webb

Senior researchers

  • Vicente Cuñat
  • Jon Danielsson
  • Amil Dasgupta
  • Daniel Ferreira
  • Philippe Mueller
  • Yves Nosbusch
  • Andrea Vedolin
  • Jean-Pierre Zigrand

Associate Members

  • Giovanni Bassani
  • Max Bruche
  • Harald Benink
  • Kevin R James
  • Karin Joeveer
  • Ali Kabiri
  • Rosa M Lastra
  • John Phelan
  • Jean-Charles Rochet
  • Amlan Roy
  • Miguel Segoviano
  • Ian Tonks
  • Dimitrios Tsomocos

Deutsche Bank scholars

  • Hoyong Choi
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