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Kenyon, Chris


 SSRN Author Rank: 4,654 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
5,560
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
959
(12,962)
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
803
(17,066)
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
651
(22,962)
 

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
556
(28,604)
4

5.  
Kenyon, Chris
Lloyds Banking Group
Posted:
26 Aug 08
378
(46,726)
 

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
355
(50,451)
 

7.  
Green, Andrew David
Lloyds Banking Group
Kenyon, Chris
Lloyds Banking Group
Posted:
04 May 14
Last Revised:
13 Jan 15
334
(54,296)
 

8.  
Kenyon, Chris
Lloyds Banking Group
Posted:
17 Sep 10
257
(72,825)
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
239
(78,772)
 

10.  
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
142
(128,793)
 

11.  
Green, Andrew David
Lloyds Banking Group
Kenyon, Chris
Lloyds Banking Group
Posted:
06 Nov 14
133
(135,977)
 

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
111
(156,243)
 

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
101
(167,147)
 

14.  
Kenyon, Chris
Lloyds Banking Group
Green, Andrew David
Lloyds Banking Group
Posted:
03 Nov 13
Last Revised:
13 Aug 14
94
(175,528)
 

15.  
Kenyon, Chris
Lloyds Banking Group
Green, Andrew David
Lloyds Banking Group
Posted:
31 Jan 13
85
(187,252)
 

16.  
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
(190,049)
 

17.  
Kenyon, Chris
Lloyds Banking Group
Green, Andrew David
Lloyds Banking Group
Posted:
18 Dec 14
Last Revised:
23 Dec 14
82
(191,443)
 

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
64
(220,497)
 

19.  
Kenyon, Chris
Lloyds Banking Group
Green, Andrew David
Lloyds Banking Group
Posted:
31 May 14
62
(224,274)
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
43
(264,937)
 

21.  
Kenyon, Chris
Lloyds Banking Group
Green, Andrew David
Lloyds Banking Group
Posted:
13 Jan 15
28
(308,650)
 


Records 1 - 21 of 21 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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