Kevin R. James

London School of Economics

Research Fellow, Systemic Risk Centre

Houghton Street

London, WC2A 2AE

United Kingdom

Financial Conduct Authority

Economist

25 The North Colonnade

London, E14 5HS

United Kingdom

SCHOLARLY PAPERS

5

DOWNLOADS
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1,348

CITATIONS
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SSRN RANKINGS

Top 23,020

in Total Papers Citations

12

Scholarly Papers (5)

1.

Model Risk of Risk Models

Journal of Financial Stability, Forthcoming, FEDS Working Paper No. 2014-34
Number of pages: 33 Posted: 18 Apr 2014 Last Revised: 01 Jun 2017
London School of Economics - Systemic Risk Centre, London School of Economics, University of Chile and Federal Reserve Board
Downloads 955 (18,676)
Citation 3

Abstract:

Value-at-Risk, systemic risk, CoVaR, MES, financial stability, Basel III

2.

Can We Prove a Bank Guilty of Creating Systemic Risk? A Minority Report

Journal of Money, Credit, and Banking, Forthcoming
Number of pages: 27 Posted: 19 Nov 2015 Last Revised: 16 Feb 2016
London School of Economics - Systemic Risk Centre, London School of Economics, University of Chile and Federal Reserve Board
Downloads 191 (133,050)

Abstract:

Systemic risk, macroprudential policy, financial stability, risk management

3.

The Price of Retail Investing in the UK

Financial Services Authority Occasional Paper 6
Number of pages: 76 Posted: 17 Oct 2003
Kevin R. James
London School of Economics
Downloads 176 (126,318)
Citation 9

Abstract:

Retail investors, Financial Services Authority, Comparative tables, investment funds

4.

IPO Pricing and Share Allocation: The Importance of Being Ignorant

Journal of Finance, Vol. 63, No. 1, February 2008
Posted: 14 Apr 2011
CĂ©line Gondat-Larralde and Kevin R. James
Bank of England, Centre for Central Banking Studies and London School of Economics

Abstract:

Initial public offerings, underpricing, book-building, asymmetric information, investment banking

5.

No Fable This: A Theory of ESOPs

Posted: 31 Oct 2000
Paul Clyde and Kevin R. James
Ross School of Business and London School of Economics

Abstract: