William Perraudin

Imperial College London - Accounting, Finance, and Macroeconomics

Head

South Kensington campus

London SW7 2AZ

United Kingdom

SCHOLARLY PAPERS

17

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Top 7,508

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9,181

SSRN CITATIONS
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SSRN RANKINGS

Top 14,628

in Total Papers Citations

23

CROSSREF CITATIONS

55

Scholarly Papers (17)

1.

Bank Capital and Value at Risk

Bank of England Working Paper No. 79
Number of pages: 37 Posted: 03 Oct 1998
Patricia Jackson, David Maude and William Perraudin
Bank of England, Bank of England - Monetary Analysis and Imperial College London - Accounting, Finance, and Macroeconomics
Downloads 3,226 (5,704)
Citation 9

Abstract:

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2.

Liquidity and Bond Market Spreads

Number of pages: 37 Posted: 01 Aug 2003
William Perraudin and Alex P. Taylor
Imperial College London - Accounting, Finance, and Macroeconomics and Alliance Manchester Business School
Downloads 2,225 (10,304)
Citation 44

Abstract:

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Credit Spreads, Liquidity, Asset Pricing, Bond Yields

3.

The Impact of Capital Requirements on U.K. Bank Behaviour

Economic Policy Review, Vol. 4, No. 3, October 1998
Number of pages: 8 Posted: 29 Oct 2007
Tolga Ediz, Ian Michael and William Perraudin
affiliation not provided to SSRN, affiliation not provided to SSRN and Imperial College London - Accounting, Finance, and Macroeconomics
Downloads 1,296 (23,829)
Citation 21

Abstract:

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capital regulation

4.

Ratings-Based Credit Risk Modelling: An Empirical Analysis

International Review of Financial Analysis, Forthcoming
Number of pages: 33 Posted: 16 Oct 2007
Pamela Nickell, William Perraudin and Simone Varotto
Moody's KMV - New York Office, Imperial College London - Accounting, Finance, and Macroeconomics and ICMA Centre - Henley Business School, University of Reading
Downloads 730 (53,516)

Abstract:

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Credit risk models, Value-at-Risk

5.

On the Consistency of Ratings and Bond Market Yields

Number of pages: 32 Posted: 25 Mar 2002
William Perraudin and Alex P. Taylor
Imperial College London - Accounting, Finance, and Macroeconomics and Alliance Manchester Business School
Downloads 634 (64,233)
Citation 4

Abstract:

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Credit Spreads, Risky Debt Yields, Term Structure

6.

Determinants of Asset-Backed Security Prices in Crisis Periods

Number of pages: 31 Posted: 10 Feb 2009 Last Revised: 19 Mar 2009
William Perraudin and Shi Wu
Imperial College London - Accounting, Finance, and Macroeconomics and affiliation not provided to SSRN
Downloads 413 (108,385)
Citation 4

Abstract:

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Asset-Backed Security, Financial Crisis, Structured Product, Liquidity

7.

Dynamic Pricing of Synthetic Collateralized Debt Obligations

Number of pages: 23 Posted: 17 Feb 2009
William Perraudin, Robert Lamb and Astrid Van Landschoot
Imperial College London - Accounting, Finance, and Macroeconomics, affiliation not provided to SSRN and Single Resolution Board
Downloads 170 (264,090)
Citation 1

Abstract:

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Dynamic pricing, CDO, Default correlation, Loss distribution

8.

Regulatory and 'Economic' Solvency Standards for Internationally Active Banks

Bank of England Working Paper No. 161
Number of pages: 34 Posted: 24 Nov 2003
Patricia Jackson, William Perraudin and Victoria Saporta
Bank of England, Imperial College London - Accounting, Finance, and Macroeconomics and Bank of England
Downloads 168 (266,890)
Citation 13

Abstract:

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9.

Credit Cycles: A Frailty Approach

Number of pages: 28 Posted: 28 Feb 2011
Adam Iqbal and William Perraudin
Imperial College London and Imperial College London - Accounting, Finance, and Macroeconomics
Downloads 142 (306,358)

Abstract:

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Hazard Rates, Portfolio Credit Risk, Default Risk

10.

The Impact of Inflation Upon Portfolio Choice: A Duality Approach Using U.K. Data

IMF Working Paper No. 87/30
Number of pages: 38 Posted: 15 Feb 2006
William Perraudin
Imperial College London - Accounting, Finance, and Macroeconomics
Downloads 88 (428,669)

Abstract:

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11.

A Framework for the Analysis of Pension and Unemployment Benefit Reform in Poland

IMF Working Paper No. 94/40
Number of pages: 46 Posted: 15 Feb 2006
William Perraudin
Imperial College London - Accounting, Finance, and Macroeconomics
Downloads 58 (537,062)

Abstract:

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12.

Commentary

Economic Policy Review, Vol. 4, No. 3, October 1998
Number of pages: 3 Posted: 13 Nov 2007
William Perraudin
Imperial College London - Accounting, Finance, and Macroeconomics
Downloads 31 (683,532)

Abstract:

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capital regulation

13.

Pricing Deposit Insurance in the United Kingdom

Bank of England Working Paper No. 29
Posted: 06 Nov 2003
David Maude and William Perraudin
Bank of England - Monetary Analysis and Imperial College London - Accounting, Finance, and Macroeconomics

Abstract:

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14.

The Timing of Multilateral Lending

Posted: 03 Nov 2000
Anne Sibert and William Perraudin
Birkbeck, University of London and Imperial College London - Accounting, Finance, and Macroeconomics

Abstract:

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15.

Value at Risk for Derivatives

Posted: 31 Mar 1999
Lina El-Jahel, William Perraudin and Peter Sellin
University of Auckland Business School, Imperial College London - Accounting, Finance, and Macroeconomics and Sveriges Riksbank

Abstract:

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16.

Strategic Debt Service

J. OF FINANCE, Vol. 50 No. 2, June 1997
Posted: 14 Apr 1997
Pierre Mella-Barral and William Perraudin
Toulouse Business School and Imperial College London - Accounting, Finance, and Macroeconomics

Abstract:

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17.

Debt in Industry Equilibrium

REVIEW OF FINANCIAL STUDIES, Vol. 10, No. 1
Posted: 31 Mar 1997
Steven Fries, Marcus H. Miller and William Perraudin
European Bank for Reconstruction and Development (EBRD), University of Warwick - Department of Economics and Imperial College London - Accounting, Finance, and Macroeconomics

Abstract:

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