Professor Frank Skinner

Professor of Corporate Finance
Economics and Finance

Room: Marie Jahoda Room 241
Brunel University
Uxbridge, UB8 3PH
United Kingdom
Tel: +44 (0)1895 267948
Email: frank.skinner@brunel.ac.uk

Biography

Qualifications

  • PhD (Toronto)
  • MBA (Toronto)
  • B. Com (MUN)

Personal Biography

Professor Frank S. Skinner completed a PhD and a MBA in Finance from the University of Toronto and a B. Com in Finance from Memorial University of Newfoundland in Canada. He has held full time appointments in Canada (York University, Dalhousie University), in the US (New York University), and the UK (University of Reading and the University of Surrey). He has published books and articles in leading academic and practitioner journals on topics related to interest and credit risk including The Journal of Banking and Finance, Area, The Journal of Financial Research and the Review of Quantitative Finance and Accounting. Recent PhD students include Yanli Cheng (2012): Mortgage Backed Securities and Ahmed Abdellatif (2009): Corporate Governance Mechanisms and Asymmetric Information.

Research

Research Overview

Professor Skinner’s research interest centres around fixed interest securities, broadly defined. This means Frank can be working on topics of valuation (Contingent Capital Securities is a recent example) investment strategies (such as active vs. passive strategies) and financial contracting (such as the use of 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 currencies subject to credit risk. Many of Professor Skinner’s working papers can be downloaded from the FEN section of the SSRN.

 

Teaching

Postgraduate Programmes

Module convenor

  • Capital Markets and Security Valuation
  • Business Finance Workshop

Module contributor

  • MSc Dissertation

Administration

  • Dept Convenor, CFA University Recognition Programme
  • REF Coordinator

External Activity

Publications

Publications

Journal Papers

(2012) de la O González, M., Skinner, FS. and Agyei-Ampomah, S., Term structure information and bond strategies, Review of Quantitative Finance and Accounting 1- 22

(2011) Skinner, FS. and Mason, A., Covered interest rate parity in emerging markets, International Review of Financial Analysis 20 (5) : 355- 363

(2009) Diaz, A., Gonzalez, MDLO., Navarro, E. and Skinner, FS., An evaluation of contingent immunization, Journal of Banking and Finance 33 (10) : 1874- 1883

(2008) Skinner, F. and Halsworth, A., Visibly in trouble: Northern Rock, a post-mortem on a financial crisis, Area 40 (2) : 278- 283

Book Chapters

(2012) Skinner, F. and Ionnides, M., CoCos, Problems and Solutions. In: Batten, J. and Wagner, N. eds. Derivative Securities Pricing and Modelling. Emerald Group Publishing Limited (94) : 71- 92

Page last updated: Monday 23 July 2012