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Chris Kenyon

SSRN Author Rank: 2,877 by Downloads and 25,270 by Citations

 

Lloyds Banking Group


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

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. Chris Kenyon's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
9,552
Total
Citations
10
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Green, Andrew David
Scotiabank
Kenyon, Chris
Lloyds Banking Group
Dennis, Chris R
Lloyds Banking Group
Posted:
24 Feb 14
Last Revised:
06 Nov 14
1,388
(3,327)
2

2.  
Kenyon, Chris
Lloyds Banking Group
Posted:
24 Feb 10
Last Revised:
13 Aug 14
998
(13,762)
1

3.  
Pricing Covered Bonds | Show Abstract | Download This Paper | Open PDF in Browser |
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
685
(22,635)
 

4.  
Inflation is Normal | Show Abstract | Download This Paper | Open PDF in Browser |
Risk, July 2008
Number of Pages in PDF File: 15
Kenyon, Chris
Lloyds Banking Group
Posted:
23 Apr 08
Last Revised:
13 Aug 14
572
(32,794)
3

5.  
Green, Andrew David
Scotiabank
Kenyon, Chris
Lloyds Banking Group
Posted:
04 May 14
Last Revised:
13 Jan 15
520
(21,306)
 

6.  
Kenyon, Chris
Lloyds Banking Group
Posted:
26 Aug 08
390
(53,705)
 

7.  
Gallagher, Donal A.
Quaternion Risk Management
Gleeson, James P.
University of Limerick, Ireland
Kenyon, Chris
Lloyds Banking Group
Lichters, Roland
Quaternion Risk Management
Posted:
16 Sep 09
378
(51,071)
 

8.  
Kenyon, Chris
Lloyds Banking Group
Posted:
17 Sep 10
263
(83,120)
3

9.  
CDS Pricing Under Basel III: Capital Relief and Default Protection | Show Abstract | Download This Paper | Open PDF in Browser |
Risk (shortened version appeared October 2013)
Number of Pages in PDF File: 16
Kenyon, Chris
Lloyds Banking Group
Green, Andrew David
Scotiabank
Posted:
27 Nov 12
Last Revised:
13 Aug 14
262
(79,016)
 

10.  
Green, Andrew David
Scotiabank
Kenyon, Chris
Lloyds Banking Group
Posted:
06 Nov 14
220
(60,471)
 

11.  
Kenyon, Chris
Lloyds Banking Group
Green, Andrew David
Scotiabank
Posted:
18 Dec 14
Last Revised:
23 Dec 14
160
(82,788)
 

12.  
Will Central Counterparties Become the New Rating Agencies? | Show Abstract | Download This Paper | Open PDF in Browser |
Risk (shortened version appeared September 2013)
Number of Pages in PDF File: 6
Kenyon, Chris
Lloyds Banking Group
Green, Andrew David
Scotiabank
Posted:
27 Nov 12
Last Revised:
13 Aug 14
147
(135,862)
 

13.  
A Short Note on Market-Consistent Calibration of Static Recovery Rates | Show Abstract | Download This Paper | Open PDF in Browser |
In proceedings: International Conference on Operations Research, 2011.
Number of Pages in PDF File: 9
Kenyon, Chris
Lloyds Banking Group
Werner, Ralf
Universität Augsburg
Posted:
12 Feb 10
Last Revised:
13 Aug 14
119
(172,742)
 

14.  
DVA for Assets | Show Abstract | Download This Paper | Open PDF in Browser |
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
112
(178,241)
 

15.  
Kenyon, Chris
Lloyds Banking Group
Green, Andrew David
Scotiabank
Posted:
03 Nov 13
Last Revised:
13 Aug 14
106
(169,659)
 

16.  
Accounting for KVA under IFRS 13 | Show Abstract | Download This Paper | Open PDF in Browser |
Risk, March 2016 (shortened version)
Number of Pages in PDF File: 15
Kenyon, Richard David
Birmingham City University
Kenyon, Chris
Lloyds Banking Group
Posted:
20 Jun 15
Last Revised:
29 Feb 16
101
(66,418)
 

17.  
Kenyon, Chris
Lloyds Banking Group
Green, Andrew David
Scotiabank
Posted:
12 Jul 14
Last Revised:
16 Jan 15
101
(139,479)
 

18.  
Kenyon, Chris
Lloyds Banking Group
Green, Andrew David
Scotiabank
Posted:
31 Jan 13
91
(193,939)
 

19.  
Kenyon, Chris
Lloyds Banking Group
Green, Andrew David
Scotiabank
Posted:
11 Apr 15
Last Revised:
17 Apr 15
84
(171,711)
 

20.  
Provably Linkable Trading | Show Abstract | Download This Paper | Open PDF in Browser |
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
84
(221,463)
 

21.  
Kenyon, Chris
Lloyds Banking Group
Green, Andrew David
Scotiabank
Posted:
31 May 14
80
(186,388)
1

22.  
Kenyon, Chris
Lloyds Banking Group
Green, Andrew David
Scotiabank
Posted:
13 Jan 15
54
(216,784)
 

23.  
Regulatory-Optimal Funding | Show Abstract | Download This Paper | Open PDF in Browser |
Risk (shortened version appeared April 2014)
Number of Pages in PDF File: 20
Kenyon, Chris
Lloyds Banking Group
Green, Andrew David
Scotiabank
Posted:
03 Nov 13
Last Revised:
13 Aug 14
53
(262,212)
 

24.  
Kenyon, Chris
Lloyds Banking Group
Green, Andrew David
Scotiabank
Posted:
27 Jul 16
Last Revised:
24 Sep 16
0
(308,638)
 

25.  
Green, Andrew David
Scotiabank
Kenyon, Chris
Lloyds Banking Group
Posted:
27 Jul 16
Last Revised:
08 Aug 16
0
(305,891)
 

26.  
Kenyon, Chris
Lloyds Banking Group
Green, Andrew David
Scotiabank
Berrahoui, Mourad
Lloyds Banking Group
Posted:
17 Dec 15
0
(177,134)
 


Records 1 - 26 of 26 matches
[ 1 ]
. Chris Kenyon'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
13
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 | Open PDF in Browser |
Risk (shortened version appeared September 2014)
Number of Pages in PDF File: 3
Kenyon, Chris
Lloyds Banking Group
Green, Andrew David
Scotiabank
Posted:
22 Aug 14
8
 


Records 1 - 1 of 1 matches
[ 1 ]

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