Events

8^th February 2020
Field Workshop on market microstructure
organised by FRG-IIM Udaipur-IGIDR at conference room, IGIDR, Mumbai

16^th January 2020
Value at Risk as a measure of market risk by Susan Thomas

A Knowledge Sharing Session presentation at RBI, Kolkata.

20^thDecember 2019
Matching methods in firm data: analysing the impact of restructuring on firm performance by Susan Thomas

Presented at Statistical Methods in Finance 2019, organised at the Chennai Mathematical Institute

12^th to 14^th December 2019
10^th Emerging Market Finance Conference, 2019

An international research conference, organised by Finance Research Group.

Co-hosted by FRG, IGIDR, SPJain IMR and Vanderbilt Law School.

21^stNovember 2019
Evolution of capital controls on foreign portfolio investment in India by Bhargavi Zaveri

Presented at NISM Annual Capital Markets Conference, organised at National Institute of Securities Markets, Panvel

31^stOctober 2019
FinTech in India: present status and looming issues by Susan Thomas

Presented at School of Law, Singapore Management University.

11^thOctober 2019
When do regulatory hurdles work? by Nidhi Aggarwal

Presented at IIM-NYU India Research Conference, at NYU Stern 2019.

2^ndOctober 2019
When do regulatory hurdles work? by Susan Thomas

Presented at Economics department seminar, University of California, Santa Cruz.

27^thSeptember 2019
FinTech in India: present status and looming issues by Susan Thomas

Presented at Keio University.

24^thSeptember 2019
Firm performance when banks receive forbearance while restructuring debt by Susan Thomas

Presented at Economics seminar series, Keio University.

16^thSeptember 2019
The Insolvency and Bankruptcy Code: economic rationale, the law and some recent developments by Bhargavi Zaveri

Presented at Pre-registration Educational Course for insolvency professionals
organised by the ICSI Institute of Insolvency Professionals.

19^thAugust 2019
The Indian bankruptcy reform: How we got here and where we go next by Susan Thomas

Presented at B. R. Ambedkar lectures at the CAG
organised at CAG, Delhi.

5^thAugust 2019
Lectures on credit risk for Indian firms (Lecture 1 and Lecture 2) by Susan Thomas

Presented at IGC Summer School in Development Economics Patna, 1-6 August 2019
organised at Maurya Hotel, Patna.

11^thJuly 2019
India's financial markets: research on functions and structure by Susan Thomas

Presented at Discussion Meeting at the Summer Research Program on Dynamics of Complex Systems
organised at ICTS-TIFR, Bangalore.

27^th June 2019
FCO – IGIDR Roundtable on Building a BCD Nexus for India

Venue: Konkan, Taj Lands End, Bandra West, Mumbai.

15^th - 16^th March 2019
Building institutional capacity for adjudication by the Finance Research Group. by Bhargavi Zaveri

Presented at the SIPI-IBBI Roundtable on "Insolvency and Bankruptcy Code, 2016: Looking Ahead - Global Learning, Local Application"
organised at SIPI-IBBI, New Delhi.

14^th March 2018
IGIDR roundtable on Enabling innovation in credit business models

Venue: The Seanza Conference Hall, IGIDR, Mumbai.

18^th - 19^th December 2018
Volatility forecasting for Distance-to-Default estimation by Susan Thomas.

Presented at Statistical Methods in Finance, 2018 Conference organised by Chennai Mathematical Institute

13^th to 15^th December 2018
9^th Emerging Market Finance Conference, 2018

An international research conference, organised by IGIDR

25^th August 2018
Workshop on access to data from Indian courts

Venue: The Seanza Conference Hall, IGIDR, Mumbai

3^rd - 4^th August 2018
IBBI-IGIDR Insolvency and bankruptcy reforms conference

Venue: Magnolia, India Habitat Center, Delhi

2^nd - 3^rd June 2018
Working Of A New Bankruptcy Regime In An Emerging Economy: A Case-Study Of India by Gausia Shaikh

Presented at the "Law and Global Political Economy : Heterodoxy Now" Conference organised by Institute for Global Law and Policy (IGL&P), Harvard Law School, Cambridge, MA.

27^th - 28^th April 2018
IBBI-IGIDR-FICCI Insolvency and bankruptcy reforms workshop

Venue: Swan, 11th Floor, Edelweiss House, Kalina, Mumbai

9^th April 2018
Insolvency and Bankruptcy: Social, Legal, Economic and Financial Perspectives by Rajeswari Sengupta

Presented to the participants of the "Certificate Course in Insolvency and Bankruptcy Laws and Procedure", organised by the School of Law, IICA.

27^th March 2018
When do regulatory hurdles work? by Nidhi Aggarwal, Venkatesh Panchapagesan and Susan Thomas

Poster session presentation at 11^th Financial Risks International Forum,
organised by Institut Louis Bachelier

24^th March 2018
Building wherewithal in institutions under the Insolvency and Bankruptcy Code, 2016 by Bhargavi Zaweri

Presented at the XIth Annual NLSIR Symposium at the National Law School of India University, Bangaluru

9^th March 2018
Capital flows and capital account management in selected Asian economies by Rajeswari Sengupta

Presented at CAFRAL-RBI-IIM(B) Research Seminar on Financial Markets and Macroeconomics in Emerging Economies at RBI, Mumbai.

8^th March 2018
Saving for retirement - the role of NPS by Susan Thomas

Presented at the FICCI-PFRDA session on National Pension System (NPS), Mumbai

24^th February 2018
Field workshop on household finance, 2018

Venue: the Seanza Conference Hall, Indira Gandhi Institute of Development Research, Mumbai.

12^th February 2018
Land markets: A case-study of digitisation of land records administration in Maharashtra by Bhargavi Zaveri

Presented at the Tata Institute of Social Sciences, Mumbai

17^th to 20^th December 2017
8^th Emerging Market Finance Conference, 2017

An international research conference, organised by IGIDR in collaboration with Vanderbilt Law School, sponsored by NSE, NSDL, PayPal and CFA Institute.

6^th December 2017
Do regulatory hurdles work? by Nidhi Aggarwal, Venkatesh Panchapagesan and Susan Thomas

Presented at International Conference on Market Design and Regulation in the Presence of High-Frequency Trading,
organised by Global Research Unit at Department of Economics and Finance, City University of Hong Kong, and Center for Analytical Finance, University of California, Santa Cruz

5^th December 2017
Watching the Insolvency and Bankruptcy Code work by Bhargavi Zaveri

Presented at Law Economic Policy Conference 2017,
organised by NIPFP and INET in New Delhi

3^nd November 2017
IGIDR-Paypal roundtable on Enabling institutional architecture for payments sector reforms

Organised at the Drawing Hall, Grand Hyatt, Mumbai.

2^nd November 2017
Roundtable on land and access to finance

Organised at the Seanza Conference Hall, Indira Gandhi Institute of Development Research, Mumbai.

27^th October 2017
Watching India's insolvency reforms: a new dataset of insolvency cases by Gausia Shaikh

Presented at UNCITRAL Asia Pacific Day 2017 Symposium, Insolvency Resolution and Cross Border Insolvency,
organised by National Law University, Delhi in New Delhi

11^th October 2017
Field workshop on financial markets research, 2017

Organised at the Seanza Conference Hall, Indira Gandhi Institute of Development Research, Mumbai.

1^st to 3^rd September 2017
Field workshop on mathematics and economics, 2017

Organised at the Seanza Conference Hall, Indira Gandhi Institute of Development Research, Mumbai.

24^th June 2017
Field workshop on firm financing research, 2017

Organised at the Seanza Conference Hall, Indira Gandhi Institute of Development Research, Mumbai.

20^th June 2017
IGIDR-MCX workshop on institutional participation in commodity derivatives markets, 2017

Organised at the Seanza Conference Hall, Indira Gandhi Institute of Development Research, Mumbai.

14^th June 2017
IGIDR-Paypal roundtable on competition in the payments industry

Organised at the Salon Pompadour, Sofitel, Mumbai.

1^st April 2017
Field workshop on household finance research, 2017

Organised at the Seanza Conference Hall, Indira Gandhi Institute of Development Research, Mumbai.

25^th March 2017
Indian bankruptcy reform by Anjali Sharma and Processes under India's new bankruptcy law by Renuka Sane

Presented at workshop on The Insolvency and Bankruptcy Code, 2016 organised by Gujarat National Law University in Gandhinagar

27^th November 2016
State vs. Market by Rajeswari Sengupta

Presented at seminar organised by Centre for Civil Society in Mumbai

13^th-17^th December, 2016
7^th Emerging Markets Finance Conference, 2016

An international research conference, organised by IGIDR in collaboration with Vanderbilt Law School, sponsored by MCX, NESL, NSE, NSDL, PayPal, PhilipCapital and CFA Institute.

October - November, 2016
India's Corporate Insolvency and Bankruptcy Reform by Pratik Datta, Rajeswari Sengupta

Presented at IIM , Calcutta (6^th October), NLU, Delhi (8^th November), TERI University, Delhi (9^th November)

5^th October 2016
IGIDR-Paypal roundtable on Harnessing FinTech potential for India

Organised at the Mahogany, Grand Hyatt, Mumbai.

5^th October 2016
IGIDR-PCI dialogue on Jumpstarting Digital Payments

Organised at the Mahogany, Grand Hyatt, Mumbai.

17^th September, 2016
State of the Indian Economy by Rajeswari Sengupta (10-minute-video), and Roadmap for financial sector reform by Bhargavi Zaveri (10-minute-video)

Presented at the India, a strong performer in a turbulent world? conference, organised by Almus Risk Consulting

1^st September, 2016
Algorithmic trading in India: Concerns, Research and Regulation by Nidhi Aggarwal and Susan Thomas

Presented at the India FIX Conference ITC Grand Central, Mumbai

5^th August 2016
Conference on GDP Measurement Issues

Organised at the Seanza Conference Hall, Indira Gandhi Institute of Development Research, Mumbai.

29^th July, 2016
IGIDR-IFF roundtable on personal insolvency in the Indian Bankruptcy Code, 2016

Organised at the Deck Suite Habitat World, India Habitat Centre, Lodhi Road New Delhi.

29^th June, 2016
How finance looks different in emerging markets by Susan Thomas

Presented in a Special session titled ``Emerging Markets: Prospects and Challenges'' at the European Financial Management Association 2016 Annual Meetings, organised by the University of Basel, Basel

20^th May, 2016
The causal impact of algorithmic trading on market quality by Nidhi Aggarwal, Liquidity provision in a high frequency environment by Chirag Anand

Presented at R/Finance 2016 at UIC, IL, USA

14^th May, 2016

Indian bankruptcy reform by Anjali Sharma, The Insolvency and Bankruptcy Code, 2016 by Richa Roy, and Cross Border Insolvency and the Indian Bankruptcy Code by Aparna Ravi

Presented at the seminar on Bankruptcy Laws and Cross-Border Insolvency in India - The Way Ahead, organized by Centre for transnational commercial law, National Law University, Delhi

18^th March, 2016
A new corporate bankruptcy law for India by Susan Thomas

Presented at the the 6^th Annual CFO 100 Conference and Felicitation Ceremony, at ITC Maratha, Santa Cruz

5^th March, 2016
Conference on Bankruptcy laws and outcomes in India

Organised at the Seanza Conference Hall, Indira Gandhi Institute of Development Research, Mumbai.

3^rd March, 2016
IGIDR-NCDEX roundtable on Building national agricultural markets: Issues and challenges

Organised at the Marigold Hall, IHC, Delhi.

17^th-19^th December, 2015
6^th Emerging Markets Finance Conference, 2015

An international research conference, organised by IGIDR, sponsored by BSE, CFA Institute, Goldman Sachs, NSDL, NSE, PayPal and PhilipCapital.

17^th November, 2015
Indian bankruptcy reforms by Susan Thomas

Presented at the IDFC Institute, BKC, Bandra

30^th October, 2015
Where does the Rupee stand as a global currency? by Anjali Sharma, Macro Pre-conditions for Rupee Internationalisation by Rajeswari Sengupta

Presented at the Internationalisation of the rupee conference, organised by Almus Risk Consulting

13^th October, 2015
IGIDR-NCDEX Roundtable on Commodity price risk hedging: Role of banks

Organised at the Konkan, Taj Lands End, Bandra, Mumbai.

3^rd September, 2015
IGIDR Roundtable on Regulation of algorithmic trading

Organised at the Sofitel, BKC, Mumbai.

31^st July - 1^stAugust, 2015
The 1^st Bankruptcy Law Reforms Committee Conference

Organised at the India International Centre, Delhi

29^th May, 2015
The informational role of algorithmic traders in the option market by Rohini Grover

Presented at R/Finance 2015 at UIC, IL, USA

15^th May, 2015
DEA-IGIDR Roundtable on Elements of a sound bankruptcy process

23^rd March, 2015
ICSI-IGIDR Roundtable on Elements of a sound bankruptcy process

Organised at the Sofitel, BKC, Mumbai.

24^th February, 2015
A workshop on Pensions policy in India.

Organised at National Institute of Public Finance and Policy, Satsang Vihar, New Delhi.

18^th-20^st December, 2014
5^th Emerging Markets Finance Conference, 2014

An international research conference, organised by IGIDR, sponsored by BSE, BAML, Goldman Sachs and NSE.

8^th-11^th December, 2014
Do regulatory hurdles work on algorithmic trading? by Nidhi Aggarwal.

Poster session at theMarket microstructure: confronting many viewpoints conference, organised by Institute Louis Bachelier, Paris

4^th December, 2014
The causal impact of algorithmic trading on market quality by Susan Thomas.

Presented at the 1st Conference on Recent Developments in Financial Econometrics and Applications organised by Deakin University, Geelong

28^th August, 2014
The 1^st ICSI-IGIDR Roundtable on Recovery and Resolution mechanisms for Corporate Debt.

Organised at the Grand Hyatt, Santacruz, Mumbai.

8^th August, 2014
The imprecision of volatility indexes by Rohini Grover.

Presented at 2014 Conference on High Frequency Data and Derivative Markets by AUT, Auckland, New Zealand.

5^th August, 2014
Do regulatory hurdles on algorithmic trading work? by Nidhi Aggarwal.

Presented at NSE-NYU Indian Financial Markets Conference 2014, Mumbai, India

25^th July, 2014
Big data in finance by Chirag Anand.

Presented at The Fifth Elephant 2014 at Bangalore, India

17^th May, 2014
The imprecision of volatility indexes by Rohini Grover.

Presented at R/Finance 2014 at UIC, Illinois

17^th May, 2014
Eventstudies : An R package for conducting event studies by Chirag Anand.

Presented at R/Finance 2014 at UIC, Illinois

4^th April, 2014
The 5^th DEA-ICSI-IGIDR Roundtable on Implementing the IFC: Consumer Protection

Organised at the Boardroom of the BSE, South Bombay

8^th March, 2014
Market quality in the time of algorithmic trading by Susan Thomas.

Presented at the NSE Seminar Series, Bombay organised at NSE, Bombay

22^nd February, 2014
The 4^th DEA-ICSI-IGIDR Roundtable on Implementing the IFC: Prudential Regulation

Organised at the Boardroom of the BSE, South Bombay

27^th January, 2014
Market quality in the time of algorithmic trading by Susan Thomas.

Presented at SEBI's 1st International Research Conference on HFT, Algo trading and Co-location, organised by SEBI, Bombay

17^th January, 2014
The 3^rd DEA-ICSI-IGIDR Roundtable on Implementing the IFC: regulatory governance of the judicial function.

Organised at the Boardroom of the BSE, South Bombay

20^th-21^st December, 2013
4^th Emerging Markets Finance Conference, 2013

An international research conference, organised by IGIDR, sponsored by BSE, Deutsche Bank, Dun & Bradstreet, ICSI and NSE.

14^th December, 2013
The 2^nd DEA-ICSI-IGIDR Roundtable on Implementing the IFC: regulatory governance of the legislative function.

Organised at the Grand Hyatt, BKC, Bombay

23^rd October, 2013
The 1^st DEA-ICSI-IGIDR Roundtable on Implementing the IFC

Organised at the Grand Hyatt, BKC, Bombay

25^th October, 2013
The real cost of credit constraints: Evidence from micro-finance by Susan Thomas.

Presented at the 8^th Annual conference on empirical legal studies , organised by the University of Pennsylvania Law School, Philadelphia.

20^th April, 2013
Consumer Protection in the Indian Financial Code by Susan Thomas.

Presented at the DEA-ICSI Conference on the FSLRC , Hyderabad.

25^th March, 2013
A poster session on Measuring and analysing asymmetry of liquidity by Susan Thomas.

Presented at the 6^th Financial Risks International Forum on Liquidity Risk, organised by Institut Louis Bachelier, Paris.

17^th-18^th December, 2012
Third Emerging Markets Finance Conference, 2012

An international research conference, organised by IGIDR, sponsored by Bank of America Merill Lynch, BSE, British High Commission, NSE.

10^th December, 2012
Roundtable on Systemic risk measurement.

Organised at Westin, Bombay

27^th-28^th November, 2012
India's path to regulating market conduct by Susan Thomas.

Presented at the FSA Annual International Seminar, held in London, hosted by the FSA, London.

15^th-16^th October, 2012
When do stock futures dominate price discovery? by Nidhi Aggarwal and Susan Thomas.

Presented at the International conference on Futures and Derivatives Markets, held in Beijing, China.

28^th September, 2012
Field workshop on financial intermediaries and intermediation.

Organised at IGIDR, Bombay

31^st August-1^st September, 2012
The role of advisors in financial distribution by Renka Sane and Susan Thomas.

Presented at the Second IFMR Financial Systems Design Conferences 2012, held in Chennai, hosted by the IFMR Trust.

23^rd-24^th August, 2012
Measuring and analysing the asymmetry of liquidity by Rajat Tayal and Susan Thomas.

Presented at the Eighth conference of the Asia-Pacific Association of Derivative, held in Busan, S. Korea, hosted by the Korea Derivatives Association.

9^th-11^th August, 2012
R6: Financial Data Analysis using R: Time Series Analysis

The workshop has a two-day program along with an optional first session of a one-day introduction to R. R is the remarkable platform for data analysis and computation, that is increasingly used in financial firms over the wold. This roundtable is focussed on using time series analysis tools in R to model and forecast financial market volatility.

3^rd August, 2012
Field workshop on corporate finance.

Organised at IGIDR, Bombay

4^th July, 2012
Roundtable on Currency risk management using derivatives markets

Organised at Taj Lands End, Bombay

3^rd July, 2012
Roundtable on Next generation Clearing & Settlement Systems for India

Organised at ITC Grand Maratha, Bombay

20^th June, 2012
Clearing and settlement in India: review and current issues, by Rajat Tayal.

At the technical Roundtable on Clearing and Settlement systems in India at The Westin, Goregaon East, Bombay

19^th June, 2012
The corporate bond market -- the big picture, by Susan Thomas.

At the roundtable Corporate bond market -- development needs jointly organised with Dun and Bradstreet as well as Deutsche Bank, at the ITC Grand, Parel, Bombay

30^th-31^st May, 2012
What should regulation do in the field of micro-finance?, by Susan Thomas.

At the conference on Comparing Indian and U.S. Corporate Governance, Financial Regulation and Intellectual Property Rights, jointly organised by the Bharti Institute of Public Policy at ISB, NALSAR, Hyderabad and Vanderbilt Law School

17^th-18^th February, 2012
R5: Financial Data Analysis using R: Panel Data Analysis

The workshop has a main two-day program along with an optional first session of a one-day introduction to R.

The focus of the workshop will be on using tools in R to analyse panel data. The data used are financial ratios for Indian firms, which will be analysed to develop models to predict the probability of default or credit rating changes of the firm.

7^th February, 2012
Roundtable on micro-finance regulation: New thinking on micro-finance

Organised at IHC, New Delhi

10^th January, 2012
Presentation by Renuka Sane.

At the National Seminar on Microfinance and women's empowerment in India, organised by the Naba Ballygunge Mahavidyalaya, in collaboration with the Global Institute of Management, Kolkata, and Basundhara Institute of Social Welfare and Awareness (BISWA).

20^th-21^st December, 2011
Second Emerging Markets Finance Conference, 2011

An international research conference, organised by IGIDR, sponsored by Bank of America Merill Lynch, BSE, British High Commission, NSE, Nomura Securities.

14^th-16^th December, 2011
Liquidity considerations in volatility estimation by Rohini Grover and Susan Thomas, and When do stock futures dominate price discovery? by Nidhi Aggarwal and Susan Thomas.

At the 24th Australasian Finance and Banking conference held in Sydney, Australia.

13^th October, 2011
Roundtable on Financial Products and Services Advisory and Distribution Regulation.

Organised at the Grand Hyatt, BKC, Bombay

25^th-26^th August, 2011
Liquidity considerations in implied volatility estimation

A presentation by Rohini Grover and Susan Thomas, at the Seventh conference of the Asia-Pacific Association of Derivative, held in Busan, S. Korea, hosted by the Korea Derivatives Association.

23^rd August, 2011
QFI route to foreign retail investment into Indian MFs: Issues, by Susan Thomas.

Roundtable on Issues in the QFI route for retail foreign investment into Indian mutual funds, organised jointly with Deustche Bank at the Four Seasons hotel, Worli, Bombay

16^th August, 2011
Roundtable on Micro-finance regulations: next steps in policy

Organised at the India Habitat Center, Delhi

14^th-16^th July, 2011
R4: Financial Data Analysis using R: Time Series Analysis

The workshop had a main two-day program along with an optional first session of a one-day introduction to R. R is the remarkable platform for data analysis and computation. This roundtable focussed on using time series analysis tools in R to model and predict financial market volatility.

21^st June, 2011
Impact of SLBM on equity market outcomes by Rohini Grover.

At the Roundtable on Securities Lending and Borrowing Mechanism in India, organised jointly with Deutsche Bank at the Four Seasons hotel, Worli

26^th and 28^th April, 2011
Presentation on Copulas

A few lectures on copulas by Valentyn Panchenko, School of Economics, Australian School of Business, University of New South Wales.
Location: Seminar Room 2, IGIDR.

9^th April, 2011
R3: An overview of R and Lattice in R

A two-hour session with Deepayan Sarkar, ISI-Delhi with a first talk on An overview of R followed by a session on An introduction to Lattice held at IGIDR, 3-5pm. R is the remarkable platform for data analysis and computation.

24^th-26^th March, 2011
R2: Financial Data Analytics using R: Portfolio optimisation

A workshop with an introduction to R followed by a session on portfolio optimisation held at IGIDR organised with Mahendra Mehta of Neural Risk Consulting Pvt. Ltd and Yohan Chalabi, ETH, Zurich. R is the remarkable platform for data analysis and computation.

28^th March, 2011
The role of government in India's micro-finance industry

Presentation made at:

• The IGIDR Roundtable on Microfinance regulations for India -- A policy directive, held at the Grand Hyatt, Kalina, Bombay.
• The first IGIDR Roundtable on MFI regulations, held at the Oberoi Trident, Bombay, on 22 February 2011.

18^th February, 2011
Roundtable on Indian Household datasets

Conducted at IGIDR where the agenda focussed on NSSO, NCAER, CMIE Consumer Pyramids and the IFMR-CMF datasets.

13^th January, 2011
MFI regulation -- fostering growth, strengthening supervision

A presentation by Renuka Sane and Susan Thomas, at the conference on Microfinance: Translating research into practice, held at the College of Agricultural Banking -- Reserve Bank of India, in Pune, which was cohosted with the Center for Micro Finance, IFMR, Chennai.

15^th-16^th December, 2010
First Emerging Markets Finance 2010

An international research conference, organised by IGIDR, sponsored by Benchmark AMC, BSE, British High Commission, NSE, Nomura Securities.

11^th November, 2010

Implications of the "Flash Crash" for Indian securities regulation by Susan Thomas.

Presented at the roundtable on What India should learn from the US 6 May 2010 flash crash organised by SEBI, Bombay.

The deliberations of this roundtable were referred to in the Economic Times, 4 Feb 2011.

12^th-13^th November, 2010
R1: R/Rmetrics workshop

Flyer for the workshop held at IGIDR, taught by Diethelm Wurtz, ETH, Zurich, and organised with Mahendra Mehta of Neural Risk Consulting Pvt. Ltd. R is the remarkable platform for data analysis and computation.

29^th October, 2010
The mutual fund industry in India: where to next?

A talk, by Susan Thomas for the session on The changing dynamics of fund distribution -- the boundaries of financial reform held at Taj Gateway room, Bombay.

(This was part of a workshop ``Capital Markets -- making capital work for India's development needs'' conducted jointly with the British Deputy High Commission, Mumbai, the City of London and International Center for Financial Regulation.)

16^th October, 2010

Extreme Value Theory and how we can use it for financial risk managementby Mandira Sarma from the Centre for International Trade and Development, JNU

Presented at IGIDR, Bombay.

13^th October, 2010
Innovations in Indian finance by Susan Thomas

Presented at the Indian Securities Forum 2010 at Four Seasons, Worli, Bombay

14^th September, 2010
Investor naivete in financial markets by Avanidhar Subrahmanyam

Presented at IGIDR, Bombay.

30^th December, 2009
Mini-course on credit risk

Mini-course on credit risk, by Viral Acharya, Stern School of Business, New York University at IGIDR, with the following course structure:

1. Prerequisites: option pricing
2. Introduction
3. Structural Models - I
4. Structural Models - II
5. Liquidity risk of corporate bonds
6. Reduced form models: Preliminaries
7. Single name credit derivatives
8. Litterman and Iben model
9. Other reduced form models
10. Correlation products
11. The copula approach to valuing correlation products
12. Correlation modelling
13. The Merton approach to correlation products
14. Control variate technique for structured credit index products

All the files in one .zip file.