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Finance, Accounting and Control



Molla Ramizur Rahman

Assistant Professor

PhD (Indian Institute of Technology Kharagpur)

+91.79.61911345

[email protected]

 


Research Interests: Financial Analytics, FinTech, Financial Contagion, Financial Networks, Systemic Risk, Banking


Profile

Professor Molla Ramizur Rahman obtained his PhD in Finance from Vinod Gupta School of Management, Indian Institute of Technology Kharagpur. He received his Bachelor of Engineering in Electrical and Electronics securing First Class with Distinction from Visvesvaraya Technological University, and a Master of Management Studies in Finance from the University of Mumbai. His research interest includes financial stability, banking, stock market integration, systemic risk, financial network, etc. 

He has published papers in Finance Research Letters (ABDC-A), Journal of Risk and Financial Management (ABDC-B), and Cogent Economics and Finance (ABDC-B). He has been a finalist in the AFAANZ (Accounting & Finance Association of Australia and New Zealand) Finance SIG and InSPiR2eS 2021 SHARK TANK PITCH Event. In this event, six teams across the globe qualified first two rounds representing the final. He has been awarded the “Outstanding Student Award” for MBA class 2015-2017. He also won the “Best Paper Award” at ICIMIA Conference 2017 by IEEE Bangalore, AIMS Silver Medal for “Best Paper” by Association of Indian Management School at 28th AIMS Convention 2016, Ranchi, and “Best Paper Presenter” award at INDIA Conference 2016. 

His paper with the title “Systemic Risk Sharing Framework of Cryptocurrencies” was selected for presentation at the Cryptocurrency Research Conference 2021 organized by The Centre of Digital Finance, University of Southampton, and The ICMA Centre, University of Reading”.
 

Research

  • Systemic Risk, Systemic Tolerance, and Network Structure of Banks
  • Capital Shortfall of Banks
  • Bank Competition
  • Payment Systems
  • Stock Market Integration
  • Corporate Governance and Systemic Risk
  • Risk Sharing Framework of Cryptocurrencies
     

Publications

  • Misra, A. K., Rahman, M. R., & Tiwari, A. K. (2023). A risk-neutral approach to the RAROC method of loan pricing using account-level data. The Journal of Risk Finance, (ahead-of-print) Scopus Indexed, ABDC: B.
  • Prasad, S., Mohapatra, S., Rahman, M. R., & Puniyani, A. (2022). Investor Sentiment Index: A Systematic Review. International Journal of Financial Studies, 11(1), 6, Scopus Indexed, ABDC: B.
  • Akhtaruzzaman, M., Boubaker, S., Nguyen, D. K., & Rahman, M. R. (2022). Systemic risk-sharing framework of cryptocurrencies in the COVID–19 crisis. Finance Research Letters, 102787, Scopus Indexed, ABDC: A. 
  • Rahman, M. R., & Misra, A. K. (2021). Bank Competition Using Networks: A Study on an Emerging Economy. Journal of Risk and Financial Management, 14(9), 402. Web of Science Indexed, ABDC: B.
  • Kumar, G., Misra, A. K., Pant, A., & Rahman, M. R. (2020). Assessing Commonality in Liquidity: Evidence from an Emerging Market’s Index Stocks. Global Business Review. Scopus Indexed, ABDC: C. 
  • Roy, S., Misra, A. K., Padhan, P. C., & Rahman, M. R. (2019). Interrelationship among Liquidity, Regulatory Capital and Profitability-A Study on Indian Banks. Cogent Economics & Finance, 7(1). Scopus Indexed, ABDC: B.

Book Chapters:

  • Rahman, M. R., Bharadwaj, A., & Mitra, P. (2022). Knowledge Extraction from Abnormal Stock Returns: Evidence from Indian Stock Market. Machine Learning, Blockchain Technologies and Big Data Analytics, Publisher: IET (Accepted).
  • Rahman, M. R. (2021). Algorithmic Trading Using Trend Following Strategy: Evidence from Indian Information Technology Stocks. Data Science and Data Analytics: Opportunities and Challenges, CRC Press, 293. 
  • Rahman, M. R. (2017, February). Analysis of portfolio with public and private banking stocks in India—A study from 2011 to 2016. Innovative Mechanisms for Industry Applications (ICIMIA), 2017 International Conference on (pp. 671-675). IEEE. Scopus Indexed.
     

Teachings

  • Banking and Financial Analytics
  • Corporate Finance
  • Commercial Banking
     

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Amrut Mody School of Management

Ahmedabad University
Central Campus
Navrangpura, Ahmedabad 380009
Gujarat, India

[email protected]
+91.79.61911300

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