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Kenyon, Chris


 SSRN Author Rank: 4,480 by Downloads
 

Lloyds Banking Group


 10 Gresham Street
 London, EC2V 7AE
 United Kingdom
 email address

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. Kenyon, Chris's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
5,821
Total
Citations
12
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Kenyon, Chris
Lloyds Banking Group
Posted:
24 Feb 10
Last Revised:
13 Aug 14
965
(13,035)
1

2.  
KVA: Capital Valuation Adjustment | Show Abstract | Download This Paper |
Risk, December 2014
Number of Pages in PDF File: 25
Green, Andrew David
Lloyds Banking Group
Kenyon, Chris
Lloyds Banking Group
Dennis, Chris R
Lloyds Banking Group
Posted:
24 Feb 14
Last Revised:
06 Nov 14
887
(14,837)
3

3.  
Pricing Covered Bonds | Show Abstract | Download This Paper |
In Proceedings: C.R.E.D.I.T. 2009.
Number of Pages in PDF File: 20
Kenyon, Chris
Lloyds Banking Group
Posted:
16 May 09
Last Revised:
13 Aug 14
667
(22,533)
 

4.  
Inflation is Normal | Show Abstract | Download This Paper |
Risk, July 2008
Number of Pages in PDF File: 15
Kenyon, Chris
Lloyds Banking Group
Posted:
23 Apr 08
Last Revised:
13 Aug 14
561
(28,704)
4

5.  
Kenyon, Chris
Lloyds Banking Group
Posted:
26 Aug 08
381
(46,948)
 

6.  
Green, Andrew David
Lloyds Banking Group
Kenyon, Chris
Lloyds Banking Group
Posted:
04 May 14
Last Revised:
13 Jan 15
362
(49,976)
 

7.  
Gallagher, Donal A.
Eudaemon Consulting
Gleeson, James P.
University of Limerick, Ireland
Kenyon, Chris
Lloyds Banking Group
Lichters, Roland
IKB Deutsche Industriebank AG
Posted:
16 Sep 09
359
(50,469)
 

8.  
Kenyon, Chris
Lloyds Banking Group
Posted:
17 Sep 10
259
(73,165)
3

9.  
CDS Pricing Under Basel III: Capital Relief and Default Protection | Show Abstract | Download This Paper |
Risk (shortened version appeared October 2013)
Number of Pages in PDF File: 16
Kenyon, Chris
Lloyds Banking Group
Green, Andrew David
Lloyds Banking Group
Posted:
27 Nov 12
Last Revised:
13 Aug 14
245
(77,727)
 

10.  
Green, Andrew David
Lloyds Banking Group
Kenyon, Chris
Lloyds Banking Group
Posted:
06 Nov 14
149
(125,162)
 

11.  
Will Central Counterparties Become the New Rating Agencies? | Show Abstract | Download This Paper |
Risk (shortened version appeared September 2013)
Number of Pages in PDF File: 6
Kenyon, Chris
Lloyds Banking Group
Green, Andrew David
Lloyds Banking Group
Posted:
27 Nov 12
Last Revised:
13 Aug 14
143
(129,576)
 

12.  
A Short Note on Market-Consistent Calibration of Static Recovery Rates | Show Abstract | Download This Paper |
In proceedings: International Conference on Operations Research, 2011.
Number of Pages in PDF File: 9
Kenyon, Chris
Lloyds Banking Group
Werner, Ralf
Hochschule München
Posted:
12 Feb 10
Last Revised:
13 Aug 14
113
(156,002)
 

13.  
DVA for Assets | Show Abstract | Download This Paper |
Risk, February 2013
Number of Pages in PDF File: 16
Kenyon, Chris
Lloyds Banking Group
Kenyon, Richard David
Birmingham City University
Posted:
23 Jan 13
105
(164,562)
 

14.  
Kenyon, Chris
Lloyds Banking Group
Green, Andrew David
Lloyds Banking Group
Posted:
18 Dec 14
Last Revised:
23 Dec 14
102
(167,988)
 

15.  
Kenyon, Chris
Lloyds Banking Group
Green, Andrew David
Lloyds Banking Group
Posted:
03 Nov 13
Last Revised:
13 Aug 14
98
(172,670)
 

16.  
Kenyon, Chris
Lloyds Banking Group
Green, Andrew David
Lloyds Banking Group
Posted:
31 Jan 13
86
(188,081)
 

17.  
Provably Linkable Trading | Show Abstract | Download This Paper |
Quantitative Finance, online 2009, in print 2010
Number of Pages in PDF File: 20
Kenyon, Chris
Lloyds Banking Group
Camenisch, Jan
IBM - IBM Zurich Research Laboratory
Posted:
26 Oct 09
Last Revised:
13 Aug 14
83
(192,270)
 

18.  
Warehousing Credit (CVA) Risk, Capital (KVA) and Tax (TVA) Consequences | Show Abstract | Download This Paper |
Risk, February 2015 (shortened version)
Number of Pages in PDF File: 15
Kenyon, Chris
Lloyds Banking Group
Green, Andrew David
Lloyds Banking Group
Posted:
12 Jul 14
Last Revised:
16 Jan 15
76
(204,331)
 

19.  
Kenyon, Chris
Lloyds Banking Group
Green, Andrew David
Lloyds Banking Group
Posted:
31 May 14
68
(216,022)
1

20.  
Regulatory-Optimal Funding | Show Abstract | Download This Paper |
Risk (shortened version appeared April 2014)
Number of Pages in PDF File: 20
Kenyon, Chris
Lloyds Banking Group
Green, Andrew David
Lloyds Banking Group
Posted:
03 Nov 13
Last Revised:
13 Aug 14
47
(260,742)
 

21.  
Kenyon, Chris
Lloyds Banking Group
Green, Andrew David
Lloyds Banking Group
Posted:
11 Apr 15
Last Revised:
17 Apr 15
33
(305,104)
 

22.  
Kenyon, Chris
Lloyds Banking Group
Green, Andrew David
Lloyds Banking Group
Posted:
13 Jan 15
32
(298,633)
 


Records 1 - 22 of 22 matches
[ 1 ]
. Kenyon, Chris's Other Papers Note: the statistics on these "Other Papers" are not used in determining an Author's rank.
Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
6
Total
Citations
0
Authors Date Downloads
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts     Legend
1.  
Exit Prices as Quantum States | Show Abstract | Download This Paper |
Risk (shortened version appeared September 2014)
Number of Pages in PDF File: 3
Kenyon, Chris
Lloyds Banking Group
Green, Andrew David
Lloyds Banking Group
Posted:
22 Aug 14
6
 


Records 1 - 1 of 1 matches
[ 1 ]

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