TEACHING AND RESEARCH AREAS

Teaching Courses: Fixed Income Securities, Financial Time Series Analysis, Financial Economics

Research Fields: Risk Management, Green Finance, Financial Engineering

Student Advising: Master's (Finance, Financial Engineering, Professional Master's in Finance)

ACADEMIC EXPERIENCE

·Associate Professor, Department of Finance, School of Economics and Management, Wuhan University (January 2013 - Present)

·Lecturer, Department of Finance, School of Economics and Management, Wuhan University (January 2008 - December 2012)

·Teaching Assistant, Department of Finance, School of Economics and Management, Wuhan University (July 2004 - December 2007)

MANAGERAL AND PRACTICAL EXPERIENCE

Senior Researcher, Guosen Securities Corporation, Shenzhen, 2000-2003

CONSULTING AND TRAINING EXPERIENCE (GOVERNMENT OR CORPORATE)

Senior Consultant for Changsha Resident of National Auditing Office, 2012-2013

SELECTED PUBLICATIONS

Journal Papers (International)

Hu Liqin, Gan Yiran, Wen Huailing. Do we need to consider multiple inter-bank linkages for systemic risk in China's banking industry? Analysis based on the multiplayer network, Financial Research Letters, 2023 (51).

Hu Liqin, Zheng Qiuyan, Chang Tsangyao. Risk spillover effect of global financial markets in the context of novel coronavirus epidemic, Applied Economics, 2023.

Hu Liqin, Wang Zimeng, Hu Shuiqing, Shi Wanqing, Wang Si, Wang Yi. A study on the Transnational Spillover effects of the bank risk and sovereign risk---From the Perspective of Covid-19 Epidemic Situation, Frontiers in Public Health, 2022 (6).         

Journal Papers (Domestic)       

Hu Liqin, Wang Yi, Gan Yiran. Market Competition, Financial Innovation, and Systemic Risk-Taking of Listed Financial Institutions [J]. International Finance Research, 2024 (02).

ŸHu Liqin, Wang Yi, Guo Weiwei. Evolution and Regulation of Financial Systemic Risk---Based on the Perspective of the Real Economy [J]. Contemporary Economic Science, 2022, 44(05):39-53.

ŸHu Liqin, Wen Huailing, Huang Kun. Monetary Policy, Shadow Banking Expansion, and Financial Stability [J]. Statistics and Decision, 2021, 37(24).

ŸHu Liqin, Chen Siqi. Shadow Banking Development and Risk Effects under the Background of Interest Rate Marketization Reform---Based on the Analysis of Commercial Bank Risk-Taking, Journal of Central University of Finance & Economics, 2020 (1):34-44.

ŸHu Liqin, Wang Andong, Chang Yue. Shadow Banking, Macroprudential Policy, and Financial Regulation, Journal of Financial Economics Research, 2018, 33(06):24-37.

ŸHu Liqin, Hu Die, Peng Hongfeng. Institutional Connections, Network Structure, and Systemic Risk Contagion in the Banking Industry---An Empirical Analysis Based on the VAR-NETWORK Model, International Finance Research, 2018 (06):53-64.

ŸHu Liqin, Chang Yue, Chen Rui, Huang Kun. Research on the Evolution of Shadow Banking Channels and Risk Formation Mechanism in China---Based on the Perspective of Institutional Connections, Insurance Studies, 2017 (10):29-41.

ŸHu Liqin, Chen Rui, Ban Ruoyu. Monetary Policy, Shadow Banking Development, and Asymmetric Effects of Risk-Taking Channels, Journal of Financial Research, 2016 (02):154-162.

ŸLi Yanli, Peng Hongfeng, Hu Liqin. The Pass-Through Effect of Exchange Rate Expectations on Export Prices---An Analysis Based on Structural Change Cointegration Test [J]. International Finance Research, 2015, (11):77-87.

ŸHu Liqin, Peng Hongfeng, Li Yanli. China's Foreign Exchange Market Pressure and Monetary Policy---An Empirical Study Based on the TVP-VAR Model [J]. International Finance Research, 2014, (07):87-96.

ŸHu Liqin, Peng Hongfeng, Peng Yi. Research on the Coordination of Macroprudential and Microprudential Regulation in China's Banking Industry [J]. Management World, 2012, (11).

ŸHu Yan, Hu Liqin. Reflection on Asset Securitization: Macro and Micro Perspectives [J]. New Finance, 2012, (04):48-52.

ŸHu Liqin, Tang Luqiao, Chen Rui. Assessment analysis of financial stability in central China considering the asset bubble situation - Based on the empirical analysis of financial sector in Hubei province, Advanced Materials Research, 2011, 219-220:1253-1257.

ŸHu Liqin, Li Shen, Liang Meng. Research on Risk Integration and Capital Allocation of Chinese Commercial Banks Based on Portfolio Theory [J]. Journal of Financial Research, 2009, (03):119-134.

ŸAn Jun, Hu Liqin. Application of Extreme Value Theory in Operational Risk Measurement of Commercial Banks [J]. Investment Research, 2008, (12):40-44.

ŸHu Liqin, Peng Hongfeng. Application of Bayesian Inference in the Structural Modelling of Operational Risk of Chinese Commercial Bank, The 2008 International Conference on Wireless Communications, Networking and Mobile Computing, Dalian, 2008.10.12-2008.10.14.

ŸLiang Wei, Hu Liqin, Hu Yan. Research on Operational Risk Rating of Chinese Commercial Banks [J]. Journal of Financial Research, 2007, (12):135-141.

ŸPeng Hongfeng, Hu Liqin. Research on the Pricing Power of RMB Forward [J]. Economic Management, 2007, (20):28-33.

ŸHu Liqin, Li Shuqi. Estimation of Optimal Hedging Ratio Based on Cointegration [J]. Journal of Wuhan University of Technology, 2007, (08):201-204.

ŸPeng Hongfeng, Hu Liqin. Analysis of Commercial Bank Loan Pricing Theory [J]. Economic Issues, 2006, (10).

ŸYe Yonggang, Hu Liqin, Huang Bin. The Relationship between RMB Real Effective Exchange Rate and Foreign Trade Balance---An Empirical Study on Sino-US and Sino-Japan Bilateral Trade Balance [J]. Journal of Financial Research, 2006, (04):1-11.

ŸHu Liqin, Zeng Zilan. From VaR to ES---New Developments in Modern Financial Risk Measurement Models [J]. Statistics and Decision, 2003, (12):19-20.

Textbooks

ŸHu Liqin, Financial Engineering Experimental Textbook, Wuhan University Press, 2008.

ŸHu Liqin, Financial Time Series Analysis Experimental Tutorial, Wuhan University Press, 2012.

RESEARCH GRANTS

Government-funded grants

ŸMinistry of Education Planning Fund Project: "Research on the Network Effect of 'Green Swan' Risk Contagion under Green Transformation: Empirical Identification and Policy Coordination", 2024, Host.

ŸNanjing Green Manufacturing Industry Innovation Research Institute, Chinese Academy of Sciences Project: "Research on the Development Model of China's Crayfish Ecological Industry Chain", 2021, Host.

ŸWuhan University First-Class "Financial Engineering National First-Class Undergraduate Major Construction Research" Project: "Exploration of the Effective Integration of Multiple Teaching Methods in Financial Professional Courses", 2020-2023, Host.

ŸWuhan University Information-Based Teaching Research Project: "Research on Professional Course Teaching Methods Based on the Flipped Classroom", 2018, Host.

ŸHubei Transportation Investment Crayfish Industry Development Co., Ltd. Consulting Project: "Feasibility Study Report of Hubei Crayfish Trading Center", 2018, Host.

ŸNational Natural Science Foundation of China Project: "Shadow Banking Expansion and Credit Transmission under Conventional and Unconventional Monetary Policies: Mechanism and Macro Effects", 2017-2019, Host.

ŸWuhan University Youth Independent Research Project: "Financial Innovation, Asset Price Volatility, and Financial Stability under the Dual Financial System of 'Formal' and 'Informal'", 2017-2019, Host.

ŸSouthwest University of Finance and Economics Financial Security Collaborative Innovation Center Project: "Asset Price Volatility, Systemic Risk, and Financial Stability", 2016, Host.

ŸMinistry of Education Humanities and Social Sciences Youth Fund Project: "Research on the Interaction Mechanism of Multi-Dimensional Risks in the Risk Integration of Chinese Commercial Banks: Theoretical Models and Statistical Inference", 2012-2014, Host.

ŸHubei Soft Science Project: "Research on the Risk Integration of Chinese Commercial Banks from a Global Perspective", 2010-2012, Host.

ŸExperimental Teaching Reform Research Project: "Financial Time Series Analysis Experimental Tutorial", 2010-2011, Host.

Corporate-funded grants

Wuhan Stratosphere Private Fund Management Co., Ltd. Project: "Stock Market Factor Investment Strategy Analysis---Based on Machine Learning and Stock-Bond Linkage Perspective", 2023, Host.

Hubei Transportation Investment Crayfish Industry Development Co., Ltd. Consulting Project: "Feasibility Study Report of Hubei Crayfish Trading Center", 2018, Host.

AWARDS AND HONORS

2023: Federated Learning-Based NFT Suspicious Transaction Monitoring and Security Assessment Platform (Guided National "Citibank Cup" Financial Innovation Application Competition Second Prize).

2023: Wuhan University Undergraduate Education Quality Construction Comprehensive Reform Project (Project "Financial Data Analysis Practice Teaching Reform").

2023: Guided College Students' Innovation and Entrepreneurship Training Program Provincial Project ("Exploration of China's Carbon Finance Development Path under the Carbon Neutrality Goal").

2023: Guided Students to Win the M Award (First Prize) in the American Mathematical Contest in Modeling.

2012: e-Shidai---Intelligent Loan System for Cluster Small and Micro Enterprises (Guided National "Citibank Cup" Financial Innovation Application Competition First Prize).

2011: Jiedaitong---Loan Support System for Cluster Small and Micro Enterprises in Business Districts (Guided National "Citibank Cup" Financial Innovation Application Competition Third Prize).

2010: Rural Microfinance Integrated Management System (Guided National "Citibank Cup" Financial Innovation Application Competition Third Prize).

2009: Commercial Bank Interest Rate Derivatives Economic Capital Management System (Guided National "Citibank Cup" Financial Innovation Application Competition Third Prize).

2009: Third Prize of the Ministry of Education's Outstanding Scientific Research Achievements Award (Paper "The Relationship between RMB Real Effective Exchange Rate and Foreign Trade Balance---An Empirical Study on Sino-US and Sino-Japan Bilateral Trade Balance").

2009: Third Prize of the Sixth Hubei Province Social Science Outstanding Achievement Award (Series of Papers "Financial Markets and Risk Management Research Series").

2008: Commercial Bank Personal Credit Risk Integrated Management System (Guided National "Citibank Cup" Financial Innovation Application Competition Second Prize).

2007: Active Commercial Bank Comprehensive Risk Management System (Guided National "Citibank Cup" Financial Innovation Application Competition First Prize).

2006: Bayesian Network for Operational Risk Management in Chinese Commercial Banks (Guided National "Citibank Cup" Financial Innovation Application Competition Third Prize).