Christopher L. Culp

Johns Hopkins University - Institute for Applied Economics, Global Health, and Study of Business Enterprise

Research Fellow

3400 N. Charles Street

Baltimore, MD 21218

United States

Swiss Finance Institute

Adjunct Professor

c/o University of Geneva

40, Bd du Pont-d'Arve

CH-1211 Geneva 4

Switzerland

Compass Lexecon

Senior Advisor

332 South Michigan Avenue

Suite 1300

Chicago, IL 60604

United States

Risk Management Consulting Services, Inc.

Managing Director

1501 N. State Pkwy., No. 7A

#7A

Chicago, IL Illinois 60610

United States

http://www.rmcsinc.com

SCHOLARLY PAPERS

15

DOWNLOADS
Rank 20,745

SSRN RANKINGS

Top 20,745

in Total Papers Downloads

1,887

CITATIONS

2

Scholarly Papers (15)

1.

Naked Shorting

Regulation, 2008
Number of pages: 30 Posted: 30 Apr 2007 Last Revised: 21 Dec 2014
Christopher L. Culp and J.B. Heaton
Johns Hopkins University - Institute for Applied Economics, Global Health, and Study of Business Enterprise and Bartlit Beck Herman Palenchar & Scott LLP
Downloads 818 (22,222)
Citation 1

Abstract:

Naked Shorting, Short Selling, Manipulation

2.
Downloads 401 ( 60,395)

Option-Based Credit Spreads

Chicago Booth Research Paper No. 15-49, Fama-Miller Working Paper
Number of pages: 44 Posted: 17 Dec 2014 Last Revised: 12 Sep 2017
Christopher L. Culp, Yoshio Nozawa and Pietro Veronesi
Johns Hopkins University - Institute for Applied Economics, Global Health, and Study of Business Enterprise, Federal Reserve Board of Governors and University of Chicago - Booth School of Business
Downloads 390 (61,827)

Abstract:

credit spreads, credit risk, default, bonds, Merton model

Option-Based Credit Spreads

NBER Working Paper No. w20776
Number of pages: 45 Posted: 22 Dec 2014
Christopher L. Culp, Yoshio Nozawa and Pietro Veronesi
Johns Hopkins University - Institute for Applied Economics, Global Health, and Study of Business Enterprise, Federal Reserve Board of Governors and University of Chicago - Booth School of Business
Downloads 10 (525,477)
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Abstract:

Option-Based Credit Spreads

CEPR Discussion Paper No. DP10318
Number of pages: 67 Posted: 23 Jan 2015
Christopher L. Culp and Pietro Veronesi
Johns Hopkins University - Institute for Applied Economics, Global Health, and Study of Business Enterprise and University of Chicago - Booth School of Business
Downloads 1 (583,418)
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Abstract:

credit spreads, default, Merton model, options

3.

Interest Rate Derivatives Products and Recent Market Activity in the New Regulatory Framework

Forthcoming: Handbook of Fixed-Income Securities, First Edition, Edited by Pietro Veronesi
Number of pages: 97 Posted: 23 Dec 2014
Christopher L. Culp
Johns Hopkins University - Institute for Applied Economics, Global Health, and Study of Business Enterprise
Downloads 181 (92,683)

Abstract:

derivatives, regulation, swaps, cleared swaps, non-cleared swaps, interest rate derivatives, Dodd-Frank, EMIR

4.

Derivative Dingbats

International Economy, July/August 1994
Number of pages: 5 Posted: 25 Jan 2013
Christopher L. Culp and Steve H. Hanke
Johns Hopkins University - Institute for Applied Economics, Global Health, and Study of Business Enterprise and Johns Hopkins University - Department of Economics
Downloads 59 (245,981)

Abstract:

Hanke, Culp, international economy, Metallgesellschaft fiasco, Derivative Dingbats

5.

Empire of the Sun: An Economic Interpretation of Enron's Energy Business

Cato Institute Policy Analysis, No. 470, February 2003
Number of pages: 19 Posted: 23 Jan 2013
Steve H. Hanke and Christopher L. Culp
Johns Hopkins University - Department of Economics and Johns Hopkins University - Institute for Applied Economics, Global Health, and Study of Business Enterprise
Downloads 30 (365,007)
Citation 1

Abstract:

Steve Hanke, Cato Institute, Enron, Corporation, Collapse

6.

Derivative Diagnosis

The International Economy, Vol. XIII, No. 3, May/June 199
Number of pages: 3 Posted: 23 Jan 2013
Steve H. Hanke, Christopher L. Culp and Andrea Neves
Johns Hopkins University - Department of Economics, Johns Hopkins University - Institute for Applied Economics, Global Health, and Study of Business Enterprise and Chicago Partners, LLC
Downloads 24 (361,551)

Abstract:

Derivatives, Disasters, Diagnosis, Hanke, Steve, Culp, Neves, International Economy

7.

Pummeling Derivatives

International Economy, September/October 1994
Number of pages: 3 Posted: 23 Jan 2013
Christopher L. Culp and Steve H. Hanke
Johns Hopkins University - Institute for Applied Economics, Global Health, and Study of Business Enterprise and Johns Hopkins University - Department of Economics
Downloads 16 (403,040)

Abstract:

Steve Hanke, International Economy, Christopher Culp, Derivatives, Pummeling, Risk, Legislation

8.

The Hong Kong Linked Rate Mechanism: Monetary Lessons for Economic Development

Johns Hopkins University Department of Economics Working Paper
Number of pages: 57 Posted: 26 Jan 2013
Christopher L. Culp and Steve H. Hanke
Johns Hopkins University - Institute for Applied Economics, Global Health, and Study of Business Enterprise and Johns Hopkins University - Department of Economics
Downloads 15 (446,732)

Abstract:

Steve Hanke, Christopher Culp, Hong Kong Dollar, Linked Exchange Rate Mechanism, Johns Hopkins Economics

9.

Financial Transaction Taxes: Benefits and Cost

Number of pages: 45 Posted: 22 Mar 2010 Last Revised: 21 Dec 2014
Christopher L. Culp
Johns Hopkins University - Institute for Applied Economics, Global Health, and Study of Business Enterprise
Downloads 7 (342,364)

Abstract:

10.

Single-Name Credit Default Swaps: A Review of the Empirical Academic Literature

Johns Hopkins Institute for Applied Economics, AF/No.11/September 2016
Number of pages: 138 Posted: 12 Oct 2016
Christopher L. Culp, Andria van der Merwe and Bettina J. Staerkle
Johns Hopkins University - Institute for Applied Economics, Global Health, and Study of Business Enterprise, Compass Lexecon and Risk Management Consulting Services, Inc.
Downloads 0 (244,225)

Abstract:

Credit Default Swaps, Systemic Risk, Hedging, Event Studies, Price Discovery

11.

Returns, Risk, and Financial Due Diligence

FINANCE ETHICS, J. R. Boatright, ed., New York: Wiley, 2010
Posted: 04 Aug 2009 Last Revised: 21 Dec 2014
Christopher L. Culp and J.B. Heaton
Johns Hopkins University - Institute for Applied Economics, Global Health, and Study of Business Enterprise and Bartlit Beck Herman Palenchar & Scott LLP

Abstract:

12.

Catastrophe Reinsurance and Risk Capital in the Wake of the Credit Crisis

Journal of Risk Finance Vol. 10, No. 5 (2009), Chicago Booth Research Paper No. 09-31, CRSP Working Paper
Posted: 03 Aug 2009 Last Revised: 21 Dec 2014
Christopher L. Culp and Kevin O'Donnell
Johns Hopkins University - Institute for Applied Economics, Global Health, and Study of Business Enterprise and Independent

Abstract:

13.

Structured Financing Techniques in Oil & Gas Project Finance: Future Flow Securitizations, Prepaids, Volumetric Production Payments, and Project Finance Collateralized Debt Obligations

ENERGY & ENVIRONMENTAL PROJECT FINANCE LAW & TAXATION: NEW INVESTMENT TECHNIQUES, A. S. Kramer & P. C. Fusaro, eds., Oxford University Press, Forthcoming
Posted: 16 Jul 2009
Christopher L. Culp and J. Paul Forrester
Johns Hopkins University - Institute for Applied Economics, Global Health, and Study of Business Enterprise and Mayer Brown LLP

Abstract:

14.

The Treasury Department's Proposed Regulation of OTC Derivatives Clearing & Settlement

Journal of Applied Finance, Vol. 2 (2010)
Posted: 07 Jul 2009 Last Revised: 21 Dec 2014
Christopher L. Culp
Johns Hopkins University - Institute for Applied Economics, Global Health, and Study of Business Enterprise

Abstract:

15.

The Uses and Abuses of Finite Risk Reinsurance

Journal of Applied Corporate Finance, Vol. 17, No. 3, 2005
Posted: 27 Jul 2005 Last Revised: 21 Dec 2014
Christopher L. Culp and J.B. Heaton
Johns Hopkins University - Institute for Applied Economics, Global Health, and Study of Business Enterprise and Bartlit Beck Herman Palenchar & Scott LLP

Abstract:

Structured finance, risk management, insurance, finite, financial reinsurance