Elizabeth A. Sheedy

Macquarie University Department of Applied Finance

Associate Professor

Room 739, 4 Eastern Road

Macquarie University

North Ryde, NSW 2109

Australia

Financial Research Network (FIRN)

C/- University of Queensland Business School

St Lucia, 4071 Brisbane

Queensland

Australia

http://www.firn.org.au

Macquarie University, Macquarie Business School

New South Wales 2109

Australia

  • Macquarie University Department of Applied Finance

    • Email
    • Tel: 61-2-9850 7755
    • Fax: 61-2-9850 7281

  • Macquarie University, Macquarie Business School

SCHOLARLY PAPERS

26

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8,039

SSRN CITATIONS
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Top 27,550

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4

CROSSREF CITATIONS

28

Scholarly Papers (26)

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1.

Model-Based Stress Tests: Linking Stress Tests to VaR for Market Risk

MAFC Research Paper No. 33
Number of pages: 49 Posted: 21 May 2007 Last Revised: 25 Jul 2008
Carol Alexander and Elizabeth A. Sheedy
University of Sussex Business School and Macquarie University Department of Applied Finance
Downloads 1,618 (17,409)
Citation 4

Abstract:

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Value-at-Risk models, stress testing, market risk, exchange rates, GARCH

2.

Corporate Use of Derivatives in Hong Kong and Singapore: A Survey

Macquarie Applied Finance Centre Research Paper No. 23
Number of pages: 50 Posted: 08 Nov 2002
Elizabeth A. Sheedy
Macquarie University Department of Applied Finance
Downloads 917 (39,947)
Citation 14

Abstract:

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derivatives, risk management, non-financial corporations, Asia, Hong Kong, Singapore, hedging, speculation

3.

Final Report: Risk Management Maturity in Large Australian Superannuation Funds

Macquarie University Faculty of Business & Economics Research Paper
Number of pages: 39 Posted: 03 May 2018 Last Revised: 17 Sep 2018
Elizabeth A. Sheedy and Denise Jepsen
Macquarie University Department of Applied Finance and Macquarie University
Downloads 784 (49,446)
Citation 1

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risk management, superannuation, pension funds, risk culture

4.

Is Correlation Constant after All? (A Study of Multivariate Risk Estimation for International Equities)

Number of pages: 45 Posted: 20 May 1999
Elizabeth A. Sheedy
Macquarie University Department of Applied Finance
Downloads 635 (65,330)

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5.

Why VAR Models Fail and What Can Be Done

Number of pages: 30 Posted: 29 Aug 2008
Elizabeth A. Sheedy
Macquarie University Department of Applied Finance
Downloads 625 (66,656)
Citation 7

Abstract:

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Value-at-Risk models, market risk, GARCH

6.

Evaluating the Risk of Portfolios with Options

Number of pages: 39 Posted: 08 Feb 1999
Elizabeth A. Sheedy and Robert G. Trevor
Macquarie University Department of Applied Finance and Macquarie University - Department of Applied Finance and Actuarial Studies
Downloads 556 (77,129)

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7.

The Influence of Risk Governance on Risk Outcomes - International Evidence

Macquarie Applied Finance Centre Research Paper No. 37, November 2012, Systemic Risk: Liquidity Risk, Governance and Financial Stability
Number of pages: 53 Posted: 10 Dec 2012 Last Revised: 29 Mar 2013
Anna Lingel and Elizabeth A. Sheedy
Technical University Munich and Macquarie University Department of Applied Finance
Downloads 400 (114,456)
Citation 16

Abstract:

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governance, financial institutions, risk, CRO

8.

Behaviour of Finance Professionals Under the Balanced Scorecard

Macquarie University Faculty of Business & Economics Research Paper
Number of pages: 20 Posted: 26 Nov 2018
Elizabeth A. Sheedy, Le Zhang and Le Zhang
Macquarie University Department of Applied Finance and Macquarie University, Macquarie Business SchoolMacquarie University - Macquarie Graduate School of Management
Downloads 304 (154,537)

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9.

Can Risk Modeling Work?

Macquarie University Applied Finance Centre Research Paper No. 35
Number of pages: 13 Posted: 08 May 2009 Last Revised: 11 Jun 2009
Elizabeth A. Sheedy
Macquarie University Department of Applied Finance
Downloads 301 (156,118)
Citation 1

Abstract:

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Value-at-Risk models, market risk, GARCH

10.

Do Attitudes to Risk Vary by Country?

Number of pages: 32 Posted: 04 Dec 2004
Elizabeth A. Sheedy
Macquarie University Department of Applied Finance
Downloads 298 (157,721)

Abstract:

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Derivatives, speculation, corporate risk management, Hong Kong, Singapore

11.

How to Measure Risk Culture in Australian Superannuation Funds

Macquarie University Faculty of Business & Economics Research Paper
Number of pages: 13 Posted: 27 Feb 2018 Last Revised: 28 Feb 2018
Elizabeth A. Sheedy and Denise Jepsen
Macquarie University Department of Applied Finance and Macquarie University
Downloads 293 (160,597)

Abstract:

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Risk, Culture, Finance, Management, Governance

12.

The Effect of Risk Governance in the Insurance Sector During the Financial Crisis - Empirical Evidence from an International Sample

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 51 Posted: 18 Aug 2014
Shane Magee, C. Schilling and Elizabeth A. Sheedy
Macquarie University Department of Applied Finance and Actuarial Studies, Technische Universität München (TUM) - Chair of Mathematical Finance and Macquarie University Department of Applied Finance
Downloads 226 (207,795)

Abstract:

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Risk Governance, Global Insurance Firms, Financial Crisis

13.

Governance of Financial Institutions: A Cross-Country Evaluation of National Codes Following Basel (2010)

Downloads 223 (210,464)

Governance of Financial Institutions: A Cross-Country Evaluation of National Codes Following Basel (2010)

Number of pages: 45 Posted: 07 Nov 2013 Last Revised: 24 Apr 2014
Shane Magee, Elizabeth A. Sheedy and Sue Wright
Macquarie University Department of Applied Finance and Actuarial Studies, Macquarie University Department of Applied Finance and UTS Business School
Downloads 152 (295,347)

Abstract:

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governance, regulation, financial institutions, Basel

Governance of Financial Institutions: A Cross-Country Evaluation of National Codes Following Basel (2010)

26th Australasian Finance and Banking Conference 2013
Number of pages: 45 Posted: 17 Aug 2013 Last Revised: 09 Dec 2013
Shane Magee, Elizabeth A. Sheedy and Sue Wright
Macquarie University Department of Applied Finance and Actuarial Studies, Macquarie University Department of Applied Finance and UTS Business School
Downloads 71 (499,511)

Abstract:

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governance, regulation, financial institutions, Basel

14.

Scorecards, Rankings and Gateways: Remuneration and Conduct in Financial Services

2019 Financial Markets & Corporate Governance Conference
Number of pages: 41 Posted: 17 Jan 2019 Last Revised: 23 Jul 2019
Elizabeth A. Sheedy, Le Zhang, Le Zhang and Dominik Steffan
Macquarie University Department of Applied Finance, Macquarie University, Macquarie Business SchoolMacquarie University - Macquarie Graduate School of Management and Technical University of Munich
Downloads 189 (244,862)

Abstract:

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performance pay, balanced scorecard, rankings, experiment

15.

Reform Where It Is Least Needed: Diffusion of Post Crisis Risk Governance Regulation

Number of pages: 31 Posted: 21 Jun 2014
Shane Magee, Elizabeth A. Sheedy and Sue Wright
Macquarie University Department of Applied Finance and Actuarial Studies, Macquarie University Department of Applied Finance and UTS Business School
Downloads 185 (249,426)

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risk governance, international banking regulation, Basel Committee, jurisdictional competition, post-financial crisis reform

16.

Diversity in Financial Risk Management: Revisiting the Lehman Sisters Hypothesis

Number of pages: 36 Posted: 10 May 2017
Elizabeth A. Sheedy and Martin Lubojanski
Macquarie University Department of Applied Finance and Technische Universität München (TUM)
Downloads 169 (269,842)
Citation 1

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Risk management, gender, age, banking

17.

Governance of Cyber Security: State of Play

Number of pages: 22 Posted: 28 Nov 2021 Last Revised: 18 Jan 2022
Vincent McGrath, Elizabeth A. Sheedy and Fan Yu
Macquarie Business School, Macquarie University Department of Applied Finance and Macquarie University, Macquarie Business School
Downloads 160 (282,567)

Abstract:

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governance, cyber security, disclosure, executive compensation, Equifax

18.

Are Profit-Based Incentives Compatible with a Risk Culture?

Macquarie University Faculty of Business & Economics Research Paper No. 2/2017
Number of pages: 12 Posted: 29 Aug 2017
Elizabeth A. Sheedy, Le Zhang, Le Zhang and Kenny Tam
Macquarie University Department of Applied Finance, Macquarie University, Macquarie Business SchoolMacquarie University - Macquarie Graduate School of Management and Macquarie University
Downloads 83 (451,381)
Citation 2

Abstract:

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19.

Under the Hood of ESG Investing

Number of pages: 20 Posted: 17 Nov 2022
Vincent McGrath and Elizabeth A. Sheedy
Macquarie Business School and Macquarie University Department of Applied Finance
Downloads 73 (486,010)

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ESG, institutional investors, active ownership, greenwashing

20.

Deferred Variable Remuneration - A Solution for the Financial Services Industry?

Posted: 29 Mar 2021
Elizabeth A. Sheedy, Le Zhang, Le Zhang, Yin Liao and Yin Liao
Macquarie University Department of Applied Finance, Macquarie University, Macquarie Business SchoolMacquarie University - Macquarie Graduate School of Management and Australian National University - The Centre for Applied Macroeconomic Analysis (CAMA)Macquarie University - Department of Applied Finance and Actuarial Studies

Abstract:

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deferred pay, self selection, experiment, compliance, productivity

21.

Regulating Accountability: An Early Look at the Banking Executive Accountability Regime (BEAR)

Posted: 02 Feb 2021 Last Revised: 17 Nov 2021
Elizabeth A. Sheedy and Dominic Canestrari-Soh
Macquarie University Department of Applied Finance and Macquarie University

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22.

Deferred Pay in Financial Services: Compliance, Productivity and Attracting Talent

Macquarie Business School Research Paper No. February 2020
Posted: 12 Feb 2020 Last Revised: 24 Nov 2021
Elizabeth A. Sheedy, Le Zhang, Le Zhang, Yin Liao and Yin Liao
Macquarie University Department of Applied Finance, Macquarie University, Macquarie Business SchoolMacquarie University - Macquarie Graduate School of Management and Australian National University - The Centre for Applied Macroeconomic Analysis (CAMA)Macquarie University - Department of Applied Finance and Actuarial Studies

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performance pay, self-selection, experiment, compliance, multi-task

23.

The Role of Risk Climate and Ethical Self-interest Climate in Predicting Unethical Pro-Organisational Behaviour

Macquarie Business School Research Paper
Posted: 25 Jul 2019
Elizabeth A. Sheedy, Patrick Garcia and Denise Jepsen
Macquarie University Department of Applied Finance, Macquarie University - Department of Marketing and Management and Macquarie University

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ethical climate, financial services, risk climate, risk culture, misconduct, multiple climates, unethical pro-organisational, behaviour

24.

Incentives and Culture in Risk Compliance

30th Australasian Finance and Banking Conference 2017
Posted: 16 Aug 2017 Last Revised: 27 Aug 2019
Elizabeth A. Sheedy, Le Zhang, Le Zhang and Kenny Tam
Macquarie University Department of Applied Finance, Macquarie University, Macquarie Business SchoolMacquarie University - Macquarie Graduate School of Management and Macquarie University

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Risk Culture, Compliance, Variable Remuneration

25.

Risk Governance, Structures, Culture and Behaviour: A View from the Inside

FIRN Research Paper No. 2529803
Posted: 25 Nov 2014 Last Revised: 12 May 2016
Elizabeth A. Sheedy and Barbara Griffin
Macquarie University Department of Applied Finance and Macquarie University - Department of Psychology

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risk culture, risk governance, financial institutions, remuneration

26.

Asset Allocation Decisions When Risk is Changing

Posted: 08 Feb 1999
Elizabeth A. Sheedy, Robert G. Trevor and Justin Wood
Macquarie University Department of Applied Finance, Macquarie University - Department of Applied Finance and Actuarial Studies and Sydney Office

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