Frank Skinner
Professor, School of Management, The University of Surrey, UK
Professor Skinner's research interest centres around fixed interest securities, broadly defined. This means Frank can be working on topics of valuation (Mortgage Backed Securities and Credit Default Swaps are recent examples) investment strategies (such as contingent immunization) and financial contracting (such as the use of various bond covenant clauses). Moreover Frank also deals with issues regarding credit risk such as the risk of bank failure and issuers regarding hedging such as hedging financial instruments and currencies subject to credit risk. His work is published in a very broad range of journals.
Editorships
Advisory Board Member, Investment Management Financial Innovations, from 2010
Editor, Special Issue on Credit Risk, International Review of Financial Analysis 2007
Associate editor International Review of Financial Analysis, from 2004
Associate editor Journal of Bond Trading and Management, 2001-2005
Recent (Since 2005) Publications
Books
Frank S. Skinner, Pricing and Hedging Interest and Credit Risk Sensitive Securities Elseiver, 2005. (375 pages)
Journal Articles
Diaz, Antonio. Eliseo Navarro Maria Gonzales and Frank S. Skinner, An Evaluation of Contingent Immunization, Journal of Banking and Finance, Vol. 33, No 10, 2009, pp.1874-1883.
Halsworth, Alan and Frank S. Skinner, Visibly in trouble: Northern Rock, a post-mortem on a financial crisis, Area, Vol. 40, No 2, 2008, pp. 278-283.
Frank S. Skinner and Julinda Nuri, Hedging Emerging Market Bonds and the Rise of the Credit Default Swap, International Review of Financial Analysis, Vol 16, No 5, 2007, pp. 452-470.
Nicolas Papageorgiou and Frank S. Skinner, "An Empirical Examination of the Relationship between Credit Spreads and the Treasury Zero Coupon Spot Curve, Journal of Financial Research, Vol.29, No 3, Fall 2006, pp 421-439.
Bali Geetanjali and Frank S. Skinner, "The Original Maturity of Corporate Bonds: The Influence of Credit Rating, Asset Maturity, Security and Macroeconomic Conditions", Financial Review, Vol. 41, No 2 May 2006, pp187-203.
Frank S. Skinner and Michalis Ioannides, "FRS17 and the Sterling Double A Corporate Yield Curve", Journal of Business Finance and Accounting, Vol. 32, No 5 June/July 2005, pp. 1143-1171.
Recent (since 2009) Presentations at Refereed Conferences
Financial Contracting and re-rating experience, the cases of whole make, claw back and other wise ordinary callable bonds, Financial Management Association, Reno, Nevada, Oct 2009.
Financial Contracting and re-rating experience, the cases of whole make, claw back and other wise ordinary callable bonds, Multinational Finance Society, Crete June 2009.
