William Perraudin

Imperial College London - Accounting, Finance, and Macroeconomics

Head

South Kensington campus

London SW7 2AZ

United Kingdom

  • Imperial College London - Accounting, Finance, and Macroeconomics

SCHOLARLY PAPERS

17

DOWNLOADS
Rank 4,947

SSRN RANKINGS

Top 4,947

in Total Papers Downloads

8,300

CITATIONS
Rank 10,127

SSRN RANKINGS

Top 10,127

in Total Papers Citations

77

Scholarly Papers (17)

Actions:
Email selected abstracts
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 3,000 (3,602)
Citation 9

Abstract:

Loading...

2.

Liquidity and Bond Market Spreads

EFA 2003 Annual Conference Paper No. 879
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 2,019 (7,022)
Citation 39

Abstract:

Loading...

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 1,094 (18,797)
Citation 17

Abstract:

Loading...

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 670 (37,622)

Abstract:

Loading...

Credit risk models, Value-at-Risk

5.

On the Consistency of Ratings and Bond Market Yields

EFA 2002 Berlin Meetings Presented Paper
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 607 (42,907)
Citation 1

Abstract:

Loading...

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 341 (86,996)
Citation 4

Abstract:

Loading...

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 153 (191,201)
Citation 1

Abstract:

Loading...

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 152 (192,245)
Citation 4

Abstract:

Loading...

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 119 (233,157)

Abstract:

Loading...

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 74 (317,469)

Abstract:

Loading...

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 48 (392,978)

Abstract:

Loading...

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 23 (501,538)

Abstract:

Loading...

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:

Loading...

14.

The Timing of Multilateral Lending

The Economic Journal, Vol. 110, Issue 460, January 2000
Posted: 03 Nov 2000
Anne Sibert and William Perraudin
Birkbeck, University of London and Imperial College London - Accounting, Finance, and Macroeconomics

Abstract:

Loading...

15.

Value at Risk for Derivatives

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

Abstract:

Loading...

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:

Loading...

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:

Loading...