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Specialisms

Ning obtained her MSc in Financial Engineering with Distinction from ICMA Centre, University of Reading in 2016. Before that, she graduated from Sichuan University with a BA degree in Finance in 2015.

Ning obtained her MSc in Financial Engineering with Distinction from ICMA Centre, University of Reading in 2016. Before that, she graduated from Sichuan University with a BA degree in Finance in 2015.

She is currently pursuing her PhD in Finance (year 4) under the joint supervision of Dr. Emese Lazar and Dr. Simone Varotto. Her research interest includes market risk, volatility forecasting and model risk, with a particular focus on the model risk of risk measures (e.g. Value-at-Risk and Expected Shortfall), in which the accuracy of the risk estimates computed based on various methods are of great importance for practitioners and regulators.

Publications

Lazar, E. and Zhang, N. (2019) Model risk of expected shortfall. Journal of Banking and Finance, 105. pp. 74-93. ISSN 0378-4266 doi: https://doi.org/10.1016/j.jbankfin.2019.05.017