Research Topics

There is a range of interesting topics to research in structured finance. Below is a list of topics researched by students in my classes. To make things easier for you to get started, a link to a so-called 'spider' of the research topic with key sub-topics is provided.

  • covered bonds (spider), or an in-depth comparision of covered bonds and securitisation
  • securitisation (spider), for instance securitisation in Asia, or securitisation of a specific asset class, such as government claims, mortgage backed securities or collateralised loan obligations
  • hybrid bonds
  • (regulation, reform and liability of) rating agencies (spider)
  • derivatives law (documentation, clearing reform)
  • credit derivatives and credit-linked notes (spider), with special attention for the role of the ISDA Determination Committee
  • weather derivatives and catastrophe bonds
  • repos and securities lending transactions
  • CDO of CDOs (or 'squared' securitisations, for an analysis of the rise of the synthetic product see this link for one of my articles), potentially focusing on CDOs which have dominated the news such as ABACUS and Delphinus.
  • mis-selling of complex products (spider)
  • trustee liability in structured finance
  • regulatory reform (in the US, EU and Asia)
  • money market funds
  • shadow banking
  • hedge funds
  • re-characterisation in structured finance
  • Mini-bonds in Asia
  • regulator liability in the wake of the global financial crisis
  • project bonds
  • sukuks
  • investor protection reform
  • how does the Frank-Dodd Act impact on non-American banks (from a capital market perspective / too big too fail)?
  • the use of collective action clauses in the sovereign debt crisis.