Dr. Peter Miu

Professor

Department / Academic Area

Faculty, Finance And Business Economics

Email

miupete@mcmaster.ca

Phone

DSB: 23981

Available to Supervise PhD

Finance and Business Economics

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.