Ka Kei Chan

Brunel University London

Kingston Lane

Uxbridge, Middlesex UB8 3PH

United Kingdom

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 14,158

SSRN RANKINGS

Top 14,158

in Total Papers Downloads

4,009

SSRN CITATIONS
Rank 41,468

SSRN RANKINGS

Top 41,468

in Total Papers Citations

6

CROSSREF CITATIONS

11

Scholarly Papers (5)

1.

Basel III: Is the Cure Worse than the Disease?

Number of pages: 53 Posted: 09 Oct 2010 Last Revised: 18 Oct 2010
National Institute of Economic and Social Research, Brunel University London, Loughborough University - School of Business and Economics and City University London - Sir John Cass Business School
Downloads 3,533 (3,397)
Citation 15

Abstract:

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asset liability management, bank capital, bank regulation, cost of bank capital, liquidity requirements

2.

The Global Legal Entity Identifier System: Will It Deliver?

Number of pages: 56 Posted: 15 Sep 2013
Ka Kei Chan and Alistair Milne
Brunel University London and Loughborough University - School of Business and Economics
Downloads 315 (112,634)
Citation 3

Abstract:

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Legal Entity Identifiers, Regulation, Risk Management, Dodd-Frank Act, Operational Efficiency, Systemic Risk

3.

A Theoretical Comparison of Banking Structures

Number of pages: 18 Posted: 20 Dec 2014
Ka Kei Chan and Alistair Milne
Brunel University London and Loughborough University - School of Business and Economics
Downloads 84 (343,285)

Abstract:

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Bank Structure, Bank Regulation, Ring Fencing, Systemic Crisis

4.

What Drives the Price Convergence between Credit Default Swap and Put Option: New Evidence

Number of pages: 51 Posted: 16 Jul 2018 Last Revised: 19 Apr 2019
Brunel University London, University of Manchester - Alliance Manchester Business School, University of Essex and Alliance Manchester Business School, University of Manchester
Downloads 52 (440,712)

Abstract:

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Credit Default Swap (CDS), Deep Out-of-the-Money Put Option, Trading Strategy

5.

Corporate Credit Default Swap Systematic Factors

Number of pages: 49 Posted: 21 Dec 2020
Ka Kei Chan, Ming-Tsung Lin and Qinye Lu
Brunel University London, University of Essex and De Montfort University
Downloads 25 (568,977)

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Credit Default Swap (CDS), CDS Systematic Factors