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Kenyon, Chris


 SSRN Author Rank: 5,226 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
4,903
Total
Citations
9
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
933
(12,985)
1

2.  
Pricing Covered Bonds | Show Abstract | Download |
In Proceedings: C.R.E.D.I.T. 2009.
Accepted Paper Series
Kenyon, Chris
Lloyds Banking Group
Posted:
16 May 09
Last Revised:
13 Aug 14
629
(23,110)
 

3.  
KVA: Capital Valuation Adjustment | Show Abstract | Download |
Risk, December 2014
Accepted Paper Series
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
565
(27,242)
 

4.  
Inflation is Normal | Show Abstract | Download |
Risk, July 2008
Accepted Paper Series
Kenyon, Chris
Lloyds Banking Group
Posted:
23 Apr 08
Last Revised:
13 Aug 14
548
(28,015)
4

5.  
Kenyon, Chris
Lloyds Banking Group
Posted:
26 Aug 08
374
(45,571)
 

6.  
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
347
(49,913)
 

7.  
Kenyon, Chris
Lloyds Banking Group
Posted:
17 Sep 10
252
(71,793)
3

8.  
Green, Andrew David
Lloyds Banking Group
Kenyon, Chris
Lloyds Banking Group
Posted:
04 May 14
242
(75,275)
 

9.  
CDS Pricing Under Basel III: Capital Relief and Default Protection | Show Abstract | Download |
Risk (shortened version appeared October 2013)
Accepted Paper Series
Kenyon, Chris
Lloyds Banking Group
Green, Andrew David
Lloyds Banking Group
Posted:
27 Nov 12
Last Revised:
13 Aug 14
230
(79,127)
 

10.  
Will Central Counterparties Become the New Rating Agencies? | Show Abstract | Download |
Risk (shortened version appeared September 2013)
Accepted Paper Series
Kenyon, Chris
Lloyds Banking Group
Green, Andrew David
Lloyds Banking Group
Posted:
27 Nov 12
Last Revised:
13 Aug 14
133
(131,435)
 

11.  
A Short Note on Market-Consistent Calibration of Static Recovery Rates | Show Abstract | Download |
In proceedings: International Conference on Operations Research, 2011.
Accepted Paper Series
Kenyon, Chris
Lloyds Banking Group
Werner, Ralf
Hochschule München
Posted:
12 Feb 10
Last Revised:
13 Aug 14
108
(154,095)
 

12.  
DVA for Assets | Show Abstract | Download |
Risk, February 2013
Accepted Paper Series
Kenyon, Chris
Lloyds Banking Group
Kenyon, Richard David
Birmingham City University
Posted:
23 Jan 13
94
(169,692)
 

13.  
Kenyon, Chris
Lloyds Banking Group
Green, Andrew David
Lloyds Banking Group
Posted:
03 Nov 13
Last Revised:
13 Aug 14
83
(183,772)
 

14.  
Provably Linkable Trading | Show Abstract | Download |
Quantitative Finance, online 2009, in print 2010
Accepted Paper Series
Kenyon, Chris
Lloyds Banking Group
Camenisch, Jan
IBM - IBM Zurich Research Laboratory
Posted:
26 Oct 09
Last Revised:
13 Aug 14
82
(185,214)
 

15.  
Green, Andrew David
Lloyds Banking Group
Kenyon, Chris
Lloyds Banking Group
Posted:
06 Nov 14
75
(195,357)
 

16.  
Kenyon, Chris
Lloyds Banking Group
Green, Andrew David
Lloyds Banking Group
Posted:
31 Jan 13
75
(195,357)
 

17.  
Kenyon, Chris
Lloyds Banking Group
Green, Andrew David
Lloyds Banking Group
Posted:
31 May 14
49
(242,801)
1

18.  
Kenyon, Chris
Lloyds Banking Group
Green, Andrew David
Lloyds Banking Group
Posted:
12 Jul 14
Last Revised:
14 Jul 14
45
(251,609)
 

19.  
Regulatory-Optimal Funding | Show Abstract | Download |
Risk (shortened version appeared April 2014)
Accepted Paper Series
Kenyon, Chris
Lloyds Banking Group
Green, Andrew David
Lloyds Banking Group
Posted:
03 Nov 13
Last Revised:
13 Aug 14
36
(274,096)
 

20.  
Kenyon, Chris
Lloyds Banking Group
Green, Andrew David
Lloyds Banking Group
Posted:
18 Dec 14
3
 


Records 1 - 20 of 20 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
4
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 |
Risk (shortened version appeared September 2014)
Accepted Paper Series
Kenyon, Chris
Lloyds Banking Group
Green, Andrew David
Lloyds Banking Group
Posted:
22 Aug 14
4
 


Records 1 - 1 of 1 matches
[ 1 ]

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