Trading the Bond/CDS-Basis - The Case of Credit Risk and Liquidity

Monika Trapp is an Assistant Professor of Finance at the University of Cologne (Germany).
Event information
Date 10th November 2010
Time 1:00pm - 2:00pm
Venue ICMA Centre, Room G03/04
Event types:
Research Seminars

Previously, she was a Visiting Scholar at the Stern School of Business, New York University, and at the German Central Bank in Frankfurt. She studied Financial Mathematics at the University of Trier (Germany), the London School of Economics and Political Science (UK), and the University Ulm (Germany), where she was awarded her diploma in Financial Mathematics. She obtained her doctoral degree in Finance from the University of Mannheim in 2008 for her dissertation on bond and credit default swap markets. Her main research focuses on credit, liquidity, and systemic risk, other research interests include fixed-income funds and the information procession process in financial markets.

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