Alexander Lancaster

Research Student
 Alexander Lancaster



  • Beng Mechanical Engineering (Loughborough University)
  • MSc Finance, Investment and Risk Management (University of Kent)

Research interests

Default Risk Correlations: The relationship between competition intensity changing events and default risk correlations within industries. 

This research looks at incorporating a competition intensity factor into a default risk model in order to measure a more accurate value of default correlations between companies. Default risk correlations have profound effects on portfolio default rates, and a better understanding of the causes of these correlations will allow for better risk management.



1st Supervisor's Research Group


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