Journal of Credit Risk
Advances in Mathematical Economics
Journal of Financial Economics
Mathematics and Financial Economics
International Journal of Central Banking
Private Equity Review
Risk Advisory Council, Global Risk Institute, Canada.
Institute for Global Finance, University of New South Wales, Senior Fellow.
P.R.I.M.E. Finance Foundation, Panel of Recognized International Market Experts in Finance.
Stanford University, Financial Institution Resolution Group, Member.
Stanford University, Financial and Risk Modeling Institute, Co-Director.
Asian Bureau of Finance and Economics Research, Senior Academic Fellow.
Member, World Economic Forum’s Global Agenda Council on the Global Financial System.
World Economic Forum, The Role of Financial Services in Society, Steering Committee.
American Academy of Arts and Sciences, Fellow.
Econometric Society, Fellow and Member of Council, member of Finance Committee, and Advisory Board.
National Bureau of Economic Research, Research Associate.
Financial Economists Roundtable.
Pacific Institute of Mathematical Sciences, Board of Directors.
Working Group on Global Markets, Stanford University.
Squam Lake Group, Member.
Stanford Institute of Economic Policy Research (SIEPR), Senior Fellow.
Society of Financial Econometrics (SoFiE), Fellow.
Hausdorff Research Institute for Mathematics, University of Bonn, Stochastic Dynamics in Economics and Finance, Advisory Board.
Swiss Finance Institute, Scientific Council.
Och-Ziff Management LP (consultation on hedge fund risk management).
Federal Reserve Bank of Chicago, central clearing.
Incisive Media, public speaking.
Rothwell, Figg, Ernst & Manbeck, Washington DC, Consultation (intellectual property rights).
Lehman Estate (New York), Consulting on litigation-related issues.
Matterhorn Investment Management (hedge fund), Consultation.
Kepos Capital (hedge fund), Academic Advisory Board.
Moody's Corporation, Board of Directors.
PayNet Inc. (estimation of default probabilities).
Quinn Emanuel (consultation on derivatives markets).
Sansome Capital (consultation on capital markets).
(Includes activities with at least $5000 in total compensation over the past 3 years)
Past professional and business activities: see Curriculum Vitae.