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Research - June 06, 2013

Dominic O’Kane, EDHEC Business School Affiliate Professor, presenting his latest research in Paris

Dominic O’Kane, Affiliate Professor at EDHEC Business School, will be presenting his latest research on the reduction of counterparty risk in the OTC derivatives market at the 3rd International Conference of the Financial Engineering and Banking Society in Paris on 6-8 June, 2013.

The conference, entitled "Financial Regulation & Systemic Risk", gathers researchers from prestigious international economic and finance institutions, the practitioners’ world and regulatory entities. The Journal of Banking and Finance will be publishing a special issue featuring original contributions from the conference.

At the event, Dominic O’Kane will be presenting his paper entitled "Optimizing the Compression Cycle" in the "Bank Regulation & Governance" session. He will also be the discussant of another paper in the same session on the theme "Does public-private status affect bank risk-taking? Worldwide Evidence", and will be chairing the session on "Credit Risk & Rating" on Saturday, 8 June, 2013 in which four papers will be presented.

Dominic O’Kane is an affiliated professor of finance at EDHEC and specialises in credit modelling, derivative pricing and risk-management. He spent over 12 years working in the finance industry first at Salomon Brothers and then Lehman Brothers. When he left in 2006 he was head of quantitative research and led the team of over 20 Ph.D. researchers.

He has taught at the London Business School and the University of Oxford. He wrote Modelling Single-Name and Multi-name Credit Derivatives (published in 2008 by Wiley Finance) and has contributed to several major industry texts including the Handbook of Fixed Income Securities. He also publishes in international finance journals. He has a doctorate in theoretical physics from the University of Oxford.