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Dr. Peter Miu

Professor / Director, Master of Finance (acting)

Department / Academic Area

Faculty, Finance And Business Economics

Email

miupete@mcmaster.ca

Phone

DSB: 23981

Biography

Dr. Peter Miu’s research is primarily in the areas of credit risk modelling, financial institutions, exchange-traded funds, regulatory capital requirement, empirical methods, and investments. His research appears in journals such as the Journal of Financial Intermediation, Journal of Banking and Finance, Journal of Empirical Finance, and the Journal of Credit Risk. Dr. Miu teaches courses in international finance and fixed-income securities at the DeGroote School of Business. Dr. Miu has consulted on such issues as validations of credit risk measures, regulatory and economic capital requirements, and stress testing models. His co-authored books on Basel II and III provide both the theory and practical how-to knowledge risk management professionals need to implement the concepts of these regulatory requirements in their institutions. Research interests: Investments, credit risk, empirical methods, financial institutions.

Publications

Journals

Diversifying Crude Oil Price Risk With Crude Oil Volatility Index: The Role Of Volatility-of-volatility

Leon Li    Peter Miu

Journal     2024

Journal Of Commodity Markets

Understanding Leveraged Etfs’ Compounding Effect

Narat Charupat    Zhe Ma    Peter Miu

Journal     2023

Managerial Finance

Are Cryptocurrencies A Safe Haven For Stock Investors? A Regime-switching Approach

Leon Li    Peter Miu

Journal     2023

Journal Of Empirical Finance

A Coherent Economic Framework To Model Correlations Between Pd, Lgd And Ead, And Its Applications In Ead Modelling And Ifrs-9

Peter Miu    Bogie Ozdemir

Journal     2023

Journal Of Risk Management In Financial Institutions

View more

Other

Fire-sale Channel Of Industry Contagion: Evidence From The Pricing Of Industry Recovery Rate

Yi-ting Hsieh    Peter Miu    Wenchien Liu    Yuanchen Chang    Lee-chin family institute for strategic business studies Michael

2016

Adapting Basel's A-irb Models For Ifrs 9 Purposes

Peter Miu    Bogie Ozdemir

2016

Bond Laddering And Bond Indexing: An Empirical Comparison

Chun-sang-sherman Cheung    Peter Miu

2016

Leveraged Exchange-traded Funds, A Comprehensive Guide To Structure, Pricing, And Performance

Narat Charupat    Peter Miu

2016

View more
Tags:   FINANCE AND BUSINESS ECONOMICS FULL TIME FACULTY PETER MIU
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