苏雷什Sundaresan

Suresh Sundaresan是哥伦比亚大学大通曼哈顿银行基金金融机构教授。他在国债拍卖、投标、违约风险、习惯形成、利率期限结构、资产定价、投资理论、养老金资产配置、掉期、期权、远期、期货、固定收益证券市场和风险管理等领域发表过著作。他的研究论文发表在《金融杂志》、《金融研究评论》、《商业杂志》、《金融与定量分析杂志》、《欧洲经济评论》、《银行与金融杂志》、《政治经济学杂志》等主要期刊上。他还在《金融时报》和世界银行会议上发表文章。他是Journal of Finance和Review of Derivatives Research的副主编。他目前的研究重点是违约风险及其如何影响资产定价和主权债务证券。1986年至1987年，他曾在雷曼兄弟固定收益部门担任高级策略师。2000-2001年期间，他担任摩根士丹利资产管理公司的全职顾问。他的咨询工作主要集中在期限结构模型、掉期定价模型、信用风险模型、估值和风险管理。他曾为高盛、摩根士丹利、瑞士信贷第一银行和雷曼兄弟等主要投资银行开展培训项目。 He is the author of the text "Fixed-Income Markets and Their Derivatives. " He has served on the Treasury Bond Markets Advisory Committee. He was the resident scholar at the Federal Reserve Bank of New York during 2006. Suresh Sundaresan has testified before the United States Congress on the transparency of Corporate Bond Markets. His current research work focuses on corporate bankruptcy, design of bankruptcy code, the role of collateral in interest rate swaps, and the role of central bank in providing liquidity to private capital markets. More recently, he has been working on micro-lending with a view to characterizing defaults, recovery rates, and interest rates in micro-loans. The research attempts to characterize the efforts that are needed to lower the borrowing rates. Another ongoing project explores whether the duration of the borrowing relationship has led to an improvement of borrower s welfare. At Columbia University, he is responsible for teaching two MBA elective courses: Debt Markets, and Advanced Derivatives. He has trained MBA and PhD students, who currently serve on the faculty at universities in the United States and abroad as well as in senior positions in major investment banks around the world.