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

16

DOWNLOADS
Rank 18,071

SSRN RANKINGS

Top 18,071

in Total Papers Downloads

2,101

CITATIONS

2

Scholarly Papers (16)

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 (21,624)
Citation 1

Abstract:

Naked Shorting, Short Selling, Manipulation

2.
Downloads 364 ( 65,253)

Option-Based Credit Spreads

Fama-Miller Working Paper, Chicago Booth Research Paper No. 15-49
Number of pages: 43 Posted: 17 Dec 2014 Last Revised: 03 Nov 2016
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 353 (66,995)

Abstract:

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

Option-Based Credit Spreads

NBER Working Paper No. w20776
Number of pages: 44 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 (510,848)

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 (564,552)

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 (92,193)

Abstract:

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

4.

Have Pre-Crisis Levels of Risk Returned in U.S. Structured Products? Evidence from U.S. Subprime Auto ABS, CLOs, and Insurance-Linked Securities Markets

Journal of Structured Finance, Vol. 21, No. 1, Spring 2015, Forthcoming
Number of pages: 61 Posted: 19 Mar 2015
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
Downloads 172 (82,836)

Abstract:

5.

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 (248,617)

Abstract:

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

6.

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 (353,453)
Citation 1

Abstract:

Steve Hanke, Cato Institute, Enron, Corporation, Collapse

7.

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 (356,794)

Abstract:

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

8.

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 (408,381)

Abstract:

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

9.

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 (433,325)

Abstract:

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

10.

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 (343,707)

Abstract:

11.

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 (258,160)

Abstract:

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

12.

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:

13.

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:

14.

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:

15.

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:

16.

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