Peter Went

CLS Bank International

Director

32 Old Slip

New York, NY 10005

United States

SCHOLARLY PAPERS

15

DOWNLOADS
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SSRN RANKINGS

Top 5,929

in Total Papers Downloads

7,151

CITATIONS
Rank 40,528

SSRN RANKINGS

Top 40,528

in Total Papers Citations

8

Scholarly Papers (15)

1.

Basel III Accord: Where Do We Go From Here?

Number of pages: 12 Posted: 18 Oct 2010
Peter Went
CLS Bank International
Downloads 3,428 (2,833)
Citation 2

Abstract:

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Basel III Accord, Risk Management, Financial Institutions, Regulations

2.

Lessons from the Swedish Bank Crisis

Number of pages: 11 Posted: 14 Feb 2009 Last Revised: 20 Mar 2009
Peter Went
CLS Bank International
Downloads 1,011 (20,970)
Citation 1

Abstract:

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Systemic crisis, Sweden, subprime, real estate, bad bank, asset management

3.

Bubbles in Commodities Markets

Number of pages: 42 Posted: 14 Feb 2009
CLS Bank International, University of the Pacific (UOP) - Eberhardt School of Business and Robert Morris University
Downloads 668 (37,518)
Citation 2

Abstract:

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commodities markets, commodities futures, duration dependence, non-parametric methods, convenience yield, speculative bubble

4.

The Incremental Risk Capital Charge - A Challenge for Risk Managers

Number of pages: 8 Posted: 22 Dec 2010
Peter Went
CLS Bank International
Downloads 502 (54,335)

Abstract:

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Risk-based capital regulation, Modeling, Basel III

5.

Securitization and its Discontents

Risk Professional, August 2011
Number of pages: 15 Posted: 20 Jul 2011
Peter Went
CLS Bank International
Downloads 224 (134,618)

Abstract:

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Securitization, Capital Requirements Directive, Volcker Rule, Risk-Based Capital Requirements, Credit Risk Retention Requirements, Dodd-Frank Act, Asset-Based Se- curities, Mortgage Backed Securities, RMBS, CMBS

6.

The Impact of the Extreme Events on Commodity Market Volatility

Number of pages: 31 Posted: 16 Feb 2009
Jian Hua and Peter Went
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and CLS Bank International
Downloads 221 (136,366)

Abstract:

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Commodity markets, Outliers, Asset Pricing, Risk Management, Time series, Volatility Forecasts

7.

Creating Continuous Futures Price Series

Number of pages: 3 Posted: 18 Oct 2010
Peter Went
CLS Bank International
Downloads 194 (154,211)

Abstract:

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Commodities, time-series

8.

Rational Speculative Bubbles and Commodities Markets: Application of Duration Dependence Test

Applied Financial Economics, Forthcoming
Number of pages: 33 Posted: 25 Aug 2011
CLS Bank International, University of the Pacific (UOP) - Eberhardt School of Business and Robert Morris University
Downloads 193 (154,983)

Abstract:

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commodities markets, commodities futures, duration dependence, non-parametric methods, convenience yield, speculative bubble

9.

Credit Crisis: Actions and Lessons

Number of pages: 3 Posted: 14 Feb 2009 Last Revised: 15 Feb 2009
Peter Went
CLS Bank International
Downloads 127 (220,487)

Abstract:

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Credit crisis, resolution

10.

Peering into Our Regulatory Future: Where Do We Go from Here?

Risk Professional, pp. 36-43, December 2010
Number of pages: 3 Posted: 15 Nov 2010
Peter Went
CLS Bank International
Downloads 121 (228,715)

Abstract:

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11.

Analyzing Risks and Returns in Emerging Equity Markets

Number of pages: 23 Posted: 14 Feb 2009 Last Revised: 07 Jul 2009
Peter Went
CLS Bank International
Downloads 118 (233,011)

Abstract:

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Performance measurement, emerging markets, portfolio risk

12.

Rational Speculative Bubbles and Duration Dependence in Exchange Rates: An Analysis of Five Currencies

Applied Financial Economics, Vol. 16, 2006
Number of pages: 12 Posted: 14 Feb 2009
University of the Pacific (UOP) - Eberhardt School of Business, Robert Morris University and CLS Bank International
Downloads 116 (236,018)
Citation 1

Abstract:

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13.

Large Shocks and Commodity Market Volatility

Number of pages: 30 Posted: 19 Mar 2010
Jian Hua and Peter Went
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and CLS Bank International
Downloads 111 (243,484)
Citation 2

Abstract:

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Commodity markets, Volatility, Outliers, News, Risk Management, Time series

14.

Fundamental Value Hypothesis and Return Behavior: Evidence from Emerging Equity Markets

Review of Pacific Basin Financial Markets and Policies (RPBFMP), Vol. 9, No. 1, 2006
Number of pages: 32 Posted: 14 Feb 2009
University of the Pacific (UOP) - Eberhardt School of Business, Robert Morris University and CLS Bank International
Downloads 73 (317,681)

Abstract:

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Fundamental value hypothesis; rational bubbles; emerging markets

15.

Control and Compensation in Financial Institutions

Number of pages: 44 Posted: 14 Feb 2009
Peter Went
CLS Bank International
Downloads 44 (404,038)

Abstract:

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