Dr. Peter Miu McMaster University, Canada

Biography

Peter Miu's research is primarily in the areas of credit risk modeling, financial institutions, risk management, exchange-traded funds, empirical methods, and investments. His research has been published in various journals such as the Journal of Financial Intermediation, Journal of Banking and Finance, Journal of Empirical Finance, and Journal of Credit... read moreRisk. Dr. Miu is an Associate Professor of Finance at the DeGroote School of Business, McMaster University, teaching courses in financial economics and international financial management. He has consulted on such issues as validations of credit risk measures, Basel II implementation, and stress testing models. His co-authored book "Basel II Implementation" (McGraw-Hill, New York, ISBN 0071591303, 2008) provides both the theory and practical how-to knowledge risk management professionals need to implement the concepts of Basel II in their institutions. In his forthcoming book "Adapting to Basel III and the financial crises", Peter and his co-author show how to re-engineer capital, business mix, and performance management practices for the post-crisis regulatory era and the necessary organizational (re)alignments to ensure these changes are delivered.