JOR 17 1 Authors

The Journal of Risk

Volume 17, Issue 1


Gary Dunn

Gary Dunn is Head of Risk Analytics for EMEA at Morgan Stanley. Previously he held Senior Manager positions at HSBC Group Risk, the Financial Services Authority and the Bank of England. He has a degree in Statistics and Economics.




Michele Marzano

Michele Marzano currently works in the Prudential Policy group of the Bank of England where he is negotiating and developing policy options on the Fundamental Review of the Trading Book, Interest Rate Risk in the Banking Book and the European implementation of margining requirement for OTC derivatives. Prior to this he worked in Banking Supervision assessing the adequacy of market and counterparty credit risk management models. He has a PhD in Finance focusing on the economic significance of data-snooping bias using bootstrap techniques.



Nick Constantinou

Nick Constantinou is a lecturer in Finance at Essex Business School, University of Essex, with interests in risk management, asset pricing and interdisciplinary approaches to problems in Finance. Previously he held senior positions at HSBC, as Head of Market Risk at HSBC Insurance, and prior to this Head of Market Risk at HSBC Securities. He has a PhD in Theoretical Physics.



Sol Kim

Sol Kim is an associate professor of finance at the College of Business Administration, Hankuk University of Foreign Studies. After receiving a PhD in finance, Kim served on the manager of SAMSUNG SDS Co. Ltd. and the finance faculty of Seoul Women's' University. Kim's research focuses on pricing of derivative securities and financial risk management. Kim received a BS in business administration from Korea Advanced Institute of Science and Technology (KAIST), an MS and a PhD in finance from KAIST.





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