Rupesh Tailor

Rupesh Tailor is a banking sector specialist with over 25 years’ experience in areas including Asset & Liability Management (ALM) and capital and liquidity management and stress testing (both ICAAP and ILAAP). He has worked for sell-side and buy-side financial institutions such as Goldman Sachs, Barclays, Bank of America Merrill Lynch, Morgan Stanley and Nordea Asset Management. He specialized in other institutional investors on their credit, equity and commodity investing, particularly across high yield and distressed debt markets, high growth companies and energy companies and commodities.

Rupesh has consulted for two of Europe’s Global Systemically Important Banks (GSIBs) regarding their stress test modelling - as part of the 2014 European Central Bank/European Banking Authority stress test of euro area banks - and has also developed stress test models for a variety of other banks’ ICAAP and ILAAP needs. His proprietary stress-testing models are widely recognized as having accurately predicted the failures of various US, Irish, Spanish and Icelandic banks; as well as being highly successful at identifying businesses in structural decline at an early stage.

At LFS, he delivers expert-led courses in ALM, Bank Liquidity Management, Bank Stress Testing, Credit, Equity and Commodity Derivatives, Distressed Debt, as well as Fixed Income Attribution, helping financial professionals and institutions succeed.

Rupesh received a MA in Economics from Cambridge University and achieved First Class Honours.

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