Kjell Bjørn Nordal
Researcher
Contact:
Norges Bank
P.O. Box 1179 Sentrum
0107 Oslo
Norway
Research interests
Corporate finance, asset pricing, risk management, and credit risk
Kjell Bjørn Nordal is a Special Adviser in the Financial Stability Department. Nordal received his PhD at the Norwegian School of Economics and Business Administration (NHH) in 1998. Nordal has been with Norges Bank since 2001.
Education and degrees
1998 | Dr.Oecon., Norwegian School of Economics and Business Administration (NHH) |
1989 | Høyere Avdelings Eksamen (HAE), Norwegian School of Economics and Business Administration (NHH) |
1987 | Master of Management (Siviløkonom), Norwegian School of Economics and Business Administration (NHH) |
Employment
2011- | Senior Adviser and Special Adviser, Financial Stability Department, Norges Bank |
2010-2011 | Visiting expert, Directorate General Financial Stability, ECB |
2005-2010 | Senior Adviser, Research department, Norges Bank |
2001-2004 | Senior Adviser, Financial Stability Wing, Norges Bank |
1999-2001 | Researcher, Institute for Research in Economics and Business Administration (SNF) |
1997-1998 | Assistant and associate professor, Stavanger University |
1992-1994 | Project and Liner manager, Wilhelmsen Lines |
1989-1992 | Project broker, Norse Partners |
Fields of Specialization
- Primary: Corporate finance, capital budgeting
- Secondary: Asset Pricing, credit risk
Publications
Refereed
- "Mean reversion in profitability for non-listed firms", European Financial Management, 2012, Vol 18, 5 November, pp. 929-949, with Randi Næs
- "A real options approach for evaluating the implementation of a risk-sensitive capital rule in banks", Review of Financial Economics, 2009, pp. 132-141
- "Investing without credible inter-period regulations: a bargaining approach with application to investments in natural resources", Energy Economics, 2002, pp. 167-182
- "Country risk, country risk indices and valuation of FDI: a real options approach", Emerging Markets Review, 2001, pp. 197-217
- "Political risk: valuation and decision making with a focus on oil investments", dissertation submitted for the degree of dr.oecon., NHH, Bergen, 1998
Other
- "Bankenes tilpasning til reguleringer: en modellbasert analyse", Staff Memo 11/2016, Norges Bank, with Per Atle Aronsen and Lars-Tore Turtveit
- "Contingent convertible bonds (cocos) issued by European banks", Staff Memo 19/2014, Norges Bank, with Nicolas Stefano
- "Norwegian banks' adjustment to stricter capital and liquidity regulation", Staff Memo 18/2014, Norges Bank, with Per Atle Aronsen, Monique Erard and Lars-Tore Turtveit
- "Pensjonsinnretningenes tilpasning til Solvens II", Penger og Kreditt, 2012, Nr 1, Norges Bank, pp. 22-30
- "A model for predicting aggregated corporate credit risk", Economic Bulletin, 2010, Vol 81, pp. 20-29, Norges Bank, with Haseeb Syed
- "Solvensavstand og andre risikoindikatorer for banker", Staff Memo nr. 6 2009, Norges Bank, med Per Atle Aronsen
- "The IMF's stress testing of the Norwegian financial sector", with J. Hagen, A. Lund, and E. Steffensen, Economic Bulletin, No. 4, 2005, pp. 202-211
- "Monetary and financial stability in Norway: what can we learn from macroeconomic stress tests?", with S. Evjen, A. Lund, K. Haare Morka, and I. Svendsen, in BIS Papers No. 22 - Investigating the relationship between the financial and real economy, 2005, pp. 409-430
- Country risk - valuation and risk management, SNF report 54, 1999, Institute for research in economics and business administration
Working papers
- "Banks' optimal implementation strategies for a risk sensitive regulatory capital rule: a real options and signalling approach".
Working Paper, ANO 2006/12, Norges Bank - "Foreign direct investment and local cooperation: a contingent claims approach".
Discussion Paper 2000/26, Department of finance and management science, Norwegian School of Economics and Business Administration (NHH)
Presentations
12th Annual International Conference on Real Options 2008; Australasian Finance and Banking Conference 2006; Fagkonferanse i bedriftsøkonomiske emner (FIBE) 2007, 2008
Visits
- Boston University, School of Management, 1999-2000
- Columbia University, Graduate School of Business, 1995-1996
Personal
- Born 1962