Latest Publications

Credit and Uncertainty

Research cluster staff: Rasha Alsakka, Owain ap Gwilym, Saverio Lopes, Noemi Mantovan, Valantis Vasilakis, Gwion Williams.

PhD students associated with the cluster: Irfan Sahibzada, Bouchra Benzennou, Patrycja Klusak, Livia Pancotto

Our interests

This research cluster focuses on economic modelling of credit and uncertainty. This group incorporates staff across the economics, banking and finance areas. The group intends to build on existing research in the School and to encourage new synergies and interdisciplinary research. Three members of the group have an established reputation in credit ratings research at Bangor over a period of recent years, along with an active PhD group. The cluster incorporates staff with cognate research interests in areas such as default probability, structural estimation, uncertainties and beliefs, and dynamical methods in macroeconomics.

Topic areas

  • Credit rating and debt pricing
  • Credit risk and default probability
  • Structural estimation and dynamic modelling
  • Probabilities, uncertainties and beliefs
  • Dynamical methods with applications to macroeconomics

Cluster contact

If you would like more information about our current research projects or our cluster, please email Owain ap Gwilym: