Rupesh Tailor

Rupesh Tailor is a banking and investment specialist with more than 26 years of experience across leading sell-side and buy-side financial institutions, including Goldman Sachs, Barclays Capital, Merrill Lynch, Auriga Investors, Morgan Stanley, and Nordea Asset Management.

His expertise spans bank asset and liability management (ALM), capital and liquidity management, ICAAP and ILAAP stress testing, and the analysis and management of investments across high yield, leveraged finance, and distressed debt. He has extensive experience across credit and equity markets, including analysis, trading, and portfolio management.

Rupesh has advised major European banks on stress-testing and regulatory capital requirements, including work related to the 2014 European Central Bank and European Banking Authority stress test of euro-area banks. He has also developed proprietary stress-testing models for banks and institutional investors, with a particular focus on identifying financial vulnerabilities and businesses in structural decline at an early stage.

He holds a First Class MA in Economics from the University of Cambridge.

Teaches:

Strategic Asset Liability Management
Bank Stress Testing
Convertible Bonds: Issuing, Pricing and Investing
Distressed Debt Investing
Fixed Income Attribution
Advanced Bank Liquidity Management
Volatility: Trading and Managing Risk
Credit Products and Derivatives
Equity Derivatives
Equity Derivatives 2: Exotics and Structures
Commodity Markets & Derivatives: Trading & Managing Risk