Skip to main content

Dr. Ogonna Nneji featured in credit magazine

A lecturer in finance at the ICMA Centre, Dr. Ogonna Nneji, recently featured in Creditflux, a leading industry credit magazine with around 10,000 readers in the credit markets. His short article was co-authored with Dr. Davide Avino, a research fellow at the Financial Mathematics and Computation Cluster (FMC2), University College Dublin Smurfit Business School and previous ICMA Centre PhD student. Their article titled "Finding inefficiencies in iTraxx" provides evidence that the credit default swaps market in Europe is inefficient and could be exploited by credit investors.

Ogonna is a Lecturer in Finance at the ICMA Centre. He holds a BSc in Economics and Finance from the University of Bristol and an MSc in Finance and investment from the University of Exeter. In 2012, he completed a PhD in Finance from the ICMA Centre. His primary research interests include applied financial econometrics, asset bubbles and real estate finance/economics. You can find out more about his research here.

You can access the article here: http://creditflux.com/Newsletter/2013-12-05/Finding-inefficiencies-in-iTraxx

Published 3 March 2014

You might also like

ICMA Centre executive education contributes to Henley Business School Financial Times Ranking

17 May 2010
Henley Business School's position as a world-ranked provider of executive education has been confirmed by the results of the Financial Times Executive Education Ranking published 10 May 2010. This is the first year that the ICMA Centre has contributed to the Business School's entry.
Rankings news

Peter Symonds College Win Stock Market Challenge 2018

9 July 2018
Peter Symonds College have been crowned winners of this year’s Stock Market Challenge at the ICMA Centre, Henley Business School.

Peer to Peer (P2P) Lending – ‘Bank on Dave’ and many others

4 March 2013
If you live in the UK, you may have seen the Channel 4 television programme on 28th February this year (2013) entitled ‘Bank on Dave’. Burnley Savings and Loans to give it its other name, is a company (not a bank) which offers 5% ‘deposit’ rates to lenders and offers loans to those who cannot obtain funding from the high street banks. So how does Dave do this when the high street banks offer no interest at all or perhaps only ½ or 1%? In fact ‘Dave’ is one of a new breed of ‘brokers’ who simply introduce lenders and borrowers to each other. The key difference from banks is that banks have a balance sheet with a depositor contract on one side and a separate contract with its borrowers on the other whereas a peer to peer company has no such contracts and indeed is not even involved at all in borrowing or lending! This is because in P2P, lending contracts are directly between borrower and lenders and the P2P company does not take ‘deposits’ on to its own balance sheet or keep the loans its customers make on its balance sheet.