Dr. Kwamie Dunbar is an Assistant Professor of Finance and Assistant Dean of the
Welch College of Business. Prior to his former position as Director of Credit Risk
Research at MasterCard Int'l, Professor Dunbar spent several years at GE Capital and
GE Asset Management in various capacities. He has also worked at ING Bank where he led a
research team in Asset Liability Management. Professor Dunbar has also held teaching
positions at the University of Connecticut and Fordham University in New York City.

Articles

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The Nature and Impact of the Market Forecasting Errors in the Federal Funds Futures Market (with Abu S. Amin), WCOB Faculty Publications (2014)

In this paper we examine the impact of the forecasting errors arising from a monetary...

 

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Credit Risk Dynamics in Response to Changes in the Federal Funds Target: The Implication for Firm Short-Term Debt (with Abu S. Amin), Business Faculty Publications (2012)

The recent credit crisis has raised a number of interesting questions regarding the role of...

 

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Forecasting And Stress-Testing The Risk-Based Capital Requirements For Revolving Retail Exposures, WCOB Working Papers (2012)

This paper presents a tractable and empirically sound technique for generating stressed probabilities of default...

 

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Effectively Hedging the Interest Rate Risk of Wide Floating Rate Coupon Spreads (with Thomas Schröder), WCOB Working Papers (2010)

Bond issuers frequently immunize/hedge their interest rate exposure by means of interest rate swaps (IRS)....

 

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Stochastic Business Cycle Volatilities, Capital Accumulation and Economic Growth: Lessons from the Global Credit Market Crisis, WCOB Faculty Publications (2009)

The recent global economic downturn in a number of economies was preceded by rising credit...

 

Dissertation

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An Empirical Review of US Corporate Default Swap Valuation: The Implications of Functional Forms, Business Faculty Publications (2005)

This paper first develops a reduced form three-factor model for valuing credit default premia that...

 

Popular Press

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Faculty Share Views on Importance of Creative Thinking in the Workplace, Sacred Heart University News Story (2014)

University Commons was filled Wednesday with students eager to gain insights from “Creativity In The...

 

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SHU Announces New Master’s in Finance and Investment Management Degree, Sacred Heart University News Story (2014)

Sacred Heart University’s John F. Welch College of Business will be launching a new master’s...

 

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Program is Win-Win for Businesses and Students, Sacred Heart University News Story (2014)

The Sacred Heart University (SHU) Problem-Based Learning Lab (PBL) – launched in January through the...