Dr Handy Tan

Dr Handy Tan

Dr Handy Tan is a Senior Lecturer in Finance. He has acquired academic and professional knowledge in finance and accounting based on his studies at the University of Southern California, University of Saint Andrews and University of Essex. He has previously worked for KPMG as an External Auditor and HSBC as a Regulatory and Risk Analyst within HSBC’s Risk Management Department.

His primary interests are in the area of empirical financial modelling and forecasting whilst maintaining a good balance with theoretical aspects of econometrics. He is also keen on studying and implementing risk management models following Basel Committee’s framework on Banking Supervision as well as for Basel III framework.

He has worked with many students from A-level to PhD level on interdisciplinary research in applying econometric models covering the fields of Finance, Accounting, Political Science, Sociology, Economics, Statistics and Risk Management to demonstrate the ubiquity of econometric methods and models in various disciplines.

  • Time series econometrics (theory and applied)
  • Cross sectional and panel data econometrics (theory and applied)
  • Neoclassical finance and behavioural finance
  •  Survival analysis (duration) modelling
  •  Fractals and chaos theory
  •  Volatility modelling (simulations and forecasting)
  • Risk management modelling
  •  Banking regulation
  • Monetary policy
  • International banking

These research interests are geared towards the ultimate goal of understanding how the financial world (including banking) works. To some extent, this involves capturing quotidian phenomena of how financial information is disseminated through the 'transmission mechanism'. This 21st century mechanism still represents a 'black box' to most Academics and Practitioners. The trajectory of contemporary research in finance precisely tries to capture this elusive box. Financial stakeholders, markets, assets and regulators form the intricate process with which this mechanism intersects. Other areas of research interests examine how such a process works.

In brief

Research areas

Time series econometrics (theory and applied), Cross sectional and panel data econometrics (theory and applied), Neoclassical finance and behavioural finance, Survival analysis (duration) modelling, Fractals and chaos theory, Volatility modelling (simulations and forecasting), Risk management modelling, Banking regulation, Monetary policy and International Banking