• Assistant Professor- IIM Visakhapatnam(2021-till date] 

• Highest Qualification: PhD, Financial Risk Management, Faculty of Management Studies, University of Delhi(DU) 

• Total Experience: 10 years  

• Research Interests: [Banking, market microstructures, Financial Risk] 

• Teaching Areas: [Financial Risk Management, Quantitative Finance, Financial Modelling, Financial Markets, Fixed Income Securities and Markets, Financial Derivatives] 

• Academic Profile:  Shalini Agnihotri is an Assistant Professor at IIM Vishakhapatnam. Her broad research interest lies in the area of Quantitative finance, Market and credit risk modelling, Investment Management, Portfolio optimization, and market microstructures.  

PGP/MBA (Graduate) 

• [Corporate Finance] |  [Core] | [ Term 2, 2021–25] 

• [Fixed Income Securities] | [Elective] | Term- 4 Year-2022-2023] 

• [Financial Risk Management & Banking] | [Elective] | Term- 5 Year-2023-2025] 

• [Financial Institutions & Markets] | Role: [Elective] | Term- 4 Year-2023-2025] 

• [Financial Simulation & Modeling ] | [Elective] | Term- 5 Year-2023-2025] 

PhD/Doctoral 

• [Advanced Research Methods in Finance] | Year(s): [ 2022-2024] | [Instructor] 

Executive Education / MDP / FDP 

• [Financial Risk Management Batch 1-5] | open | Duration: [6 months  ] |  [Lead Faculty] 

• [Investment Banking & Capital Markets | open | Duration: [1  year ] |  [Lead Faculty] 

• [Advanced Financial Management | open | Duration: [1  year ] |  [Lead Faculty] 

• [Chief Financial Officer | open | Duration: [1  year ] |  [Lead Faculty] 

• Dynamic panel data models using GMM at DMS, IIT-Delhi on 28th December 2019- FDP 

Journal Articles 

• Bedi, P., Shankar, D., Agnihotri, S., & Kalra, J. K., (2018) Comparison of VaR Methods: The Case of Indian Equities. Indian Journal of Finance, 12(1), 24-36. 

• Sinha, P., & Agnihotri, S. (2018) Bayesian and EVT Value-at-Risk estimates of Indian non-financial firms. Journal of International Business and Economy 19(1),50-75. (ABDC indexed) 

• Agnihotri S. & Nagpal A.,(2019) Has Technological Advancement Changed the Trading Ecosystem? An Empirical Evidence from High-Frequency Trading in India Emerging Perspectives in FinTech. IUP Journal of Applied Finance.  (Scopus) 

• Agnihotri, S., & Chauhan, K. (2022). Modeling tail risk in Indian commodity markets using conditional EVT-VaR and their relation to the stock market. Investment Management & Financial Innovations, 19(3), 1. (ABDC B) 

• Patel, R., Kumar, S., & Agnihotri, S. (2024). Unveiling the crypto-green nexus: A risk management and investment strategy approach through the lens of NFTs, DeFis, green cryptocurrencies, and green investments. The North American Journal of Economics and Finance, 102289. (ABDC B) 

Executive Education / MDPs / FDPs 

• [Financial Risk Management Batch 1-5] | open |  [6 months  ] |  [Lead Faculty] 

• [Investment Banking & Capital Markets | open |  [1  year ] |  [Lead Faculty] 

• [Advanced Financial Management | open |  [1  year ] |  [Lead Faculty] 

• [Chief Financial Officer | open |  [1  year ] |  [Lead Faculty] 

Institutional Administrative Roles 

• [Chair International Relations], [Indian Institute of Management Visakhapatnam ] — [2022–2026]  

Committees / Academic Governance 

• ECIP 

• LAC 

• ITRAC 

Academic Service (External) 

• Reviewer for Journal of Forecasting((Wiley), A rated as per ABDC. 

• Journal of International Business and Economy (San Francisco State University journal) 

• Journal of Banking, Accounting and Finance (Inderscience) 

• Applied Economic (A, ABDC Ranking)