Akhtar Siddique
Akhtar Siddique taught at the McDonough School of Business at Georgetown University after his Ph.D. in Finance from Duke University. His research has spanned financial econometrics, financial institutions, capital adequacy, stress testing, asset pricing, corporate finance and numerical methods/optimization. He has authored numerous papers published in peer-reviewed journals such as the Journal of Finance, Review of Financial Studies, Management Science, Journal of Accounting Research, Naval Research Logistics, etc. and has been cited in the New York Times, Forbes, USA Today, etc. He has edited (and written several chapters of) a book on stress testing published by Risk books, Stress Testing: Approaches Methods and Applications, parts of which are used as readings for certification programs in risk management such as the FRM. Currently he works at the Office of the Comptroller of the Currency (OCC), where he helps manage a staff of Ph.D. financial economists who work on bank supervision, research and policy along with his own work in the same areas. He has continued to be involved in research and teaching in finance for example as a Research Professor at University College Dublin. His current research interests include methods to analyze big data such as machine learning and new methodologies in financial econometrics.
Follow Akhtar
Book contributions by Akhtar Siddique
Stress Testing (2nd Edition)
Edited by Akhtar Siddique, Iftekhar Hasan and David Lynch
Stress Testing
Edited by Akhtar Siddique and Iftekhar Hasan
Articles by Akhtar Siddique
Issuer bias in corporate ratings toward financially constrained firms
This paper considers whether the rating agency attempts to mitigate the feedback effect through its rating actions. Using Moody’s issuer ratings over 1982–2009, the paper shows that firms with greater external financing constraints are less likely to be…