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

SCHOLARLY PAPERS

24

DOWNLOADS
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6,476

CITATIONS
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Top 19,605

in Total Papers Citations

34

Scholarly Papers (24)

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 1,516 (11,314)
Citation 3

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 850 (27,157)
Citation 13

Abstract:

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

3.

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 624 (41,391)

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4.

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 541 (49,789)

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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 536 (50,376)
Citation 5

Abstract:

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Value-at-Risk models, market risk, GARCH

6.

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 288 (104,774)
Citation 1

Abstract:

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Value-at-Risk models, market risk, GARCH

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 283 (106,718)
Citation 4

Abstract:

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governance, financial institutions, risk, CRO

8.

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 265 (114,391)

Abstract:

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

9.

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 and Le Zhang
Macquarie University Department of Applied Finance and Macquarie University - Macquarie Graduate School of Management
Downloads 246 (123,532)

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10.

Incentives and Culture in Risk Compliance

30th Australasian Finance and Banking Conference 2017
Number of pages: 27 Posted: 16 Aug 2017 Last Revised: 11 Nov 2017
Elizabeth A. Sheedy, Le Zhang and Kenny Tam
Macquarie University Department of Applied Finance, Macquarie University - Macquarie Graduate School of Management and Macquarie University
Downloads 216 (140,457)
Citation 1

Abstract:

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Risk Culture, Compliance, Variable Remuneration

11.

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 206 (147,494)
Citation 1

Abstract:

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risk management, superannuation, pension funds, risk culture

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 University of Newcastle
Downloads 136 (211,103)

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 University of Newcastle
Downloads 60 (359,688)

Abstract:

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governance, regulation, financial institutions, Basel

13.

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 177 (168,768)

Abstract:

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Risk Governance, Global Insurance Firms, Financial Crisis

14.

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 University of Newcastle
Downloads 156 (188,122)

Abstract:

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

15.

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 140 (205,593)

Abstract:

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Risk, Culture, Finance, Management, Governance

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 107 (251,719)

Abstract:

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Risk management, gender, age, banking

17.

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 and Kenny Tam
Macquarie University Department of Applied Finance, Macquarie University - Macquarie Graduate School of Management and Macquarie University
Downloads 58 (360,737)

Abstract:

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18.

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 and Dominik Steffan
Macquarie University Department of Applied Finance, Macquarie University - Macquarie Graduate School of Management and Technical University of Munich
Downloads 56 (370,102)

Abstract:

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performance pay, balanced scorecard, rankings, experiment

19.

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

Macquarie Business School Research Paper
Number of pages: 27 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
Downloads 11 (572,836)

Abstract:

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

20.

Risk Governance in the Insurance Sector—Determinants and Consequences in an International Sample

Journal of Risk and Insurance, Vol. 86, Issue 2, pp. 381-413, 2019
Number of pages: 33 Posted: 11 May 2019
Shane Magee, Cornelia Schilling and Elizabeth A. Sheedy
Macquarie University, Macquarie Business School, Independent and Macquarie University Department of Applied Finance
Downloads 2 (636,219)
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21.

International Compliance with New Basel Accord Principles for Risk Governance

Accounting & Finance, Vol. 58, Issue 1, pp. 279-311, 2018
Number of pages: 33 Posted: 28 Mar 2018
Sue Wright, Shane Magee and Elizabeth A. Sheedy
University of Newcastle, Macquarie University, Macquarie Business School and Macquarie University Department of Applied Finance
Downloads 1 (648,804)
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Corporate governance, Regulation, International, Banks

22.

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

Corporate Governance: An International Review, Vol. 26, Issue 1, pp. 4-22, 2018
Number of pages: 19 Posted: 12 Jan 2018
Elizabeth A. Sheedy and Barbara Griffin
Macquarie University Department of Applied Finance and Macquarie University - Department of Psychology
Downloads 1 (648,804)
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Corporate Governance, Split‐share Structure, Non‐tradable Shares, Stock Price Crash Risk, Principal‐Principal Agency Problems

23.

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

Abstract:

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risk culture, risk governance, financial institutions, remuneration

24.

Asset Allocation Decisions When Risk is Changing

Journal of Financial Research
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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