Carol Alexander is Professor of Finance at Sussex University Business School, Visiting Professor at Peking University HSBC Business School and Co-Editor of the Journal of Banking and Finance. Her current research focusses on practical and regulatory issues with cryptocurrency derivatives markets, such as information flows to and from unregulated exchanges, their novel market mechanisms such as auto deleveraging, and the design of tradable indexes. With Douglas Cumming (Florida University) she edited the book 'Corruption and Fraud in Financial Markets: Malpractice, Misconduct and Manipulation (Wiley, 2020). She also publishes widely on a broad range of other topics in quantitative finance, including risk management, asset pricing, benchmarking and indexing. She is sole author of the best-selling 4-volume text 'Market Risk Analysis' (Wiley, 2008). She holds two patents (with NYSE) for pricing and hedging active ETFs. From 2010 – 2012 Carol was Chair of the Board of the Professional Risk Manager's International Association. She holds degrees from the University of Sussex and the London School of Economics and she has held several positions in financial institutions: Fixed Income Trader at UBS/Phillips and Drew (UK); Academic Director of Algorithmics (Canada); Director of Nikko Global Holdings and Head of Market Risk Modeling (UK); Risk Research Advisor, SAS (USA). Recently, she designed and implemented the first live-streamed bitcoin implied volatility index (for CryptoCompare, the cryptocurrency data provider).