Levent Guntay

Federal Deposit Insurance Corporation (FDIC)

Federal Deposit Insurance Corporation (FDIC)

550 17th Street NW

Washington, DC 20429

United States

SCHOLARLY PAPERS

10

DOWNLOADS
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3,411

CITATIONS
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SSRN RANKINGS

Top 9,347

in Total Papers Citations

47

Scholarly Papers (10)

1.

Corporate Bond Credit Spreads and Forecast Dispersion

EFA 2007 Ljubljana Meetings Paper
Number of pages: 53 Posted: 21 Mar 2006 Last Revised: 01 Mar 2010
Levent Guntay and Dirk Hackbarth
Federal Deposit Insurance Corporation (FDIC) and Boston University Questrom School of Business
Downloads 1,137 (13,727)
Citation 13

Abstract:

Analyst forecasts, Corporate bonds, Credit risk, Earnings volatility

2.

Blockholders, Debt Agency Costs and Legal Protection

FRB International Finance Discussion Paper No. 908
Number of pages: 51 Posted: 22 Mar 2005 Last Revised: 12 May 2014
Andrew Ellul, Levent Guntay and Ugur Lel
Indiana University - Kelley School of Business - Department of Finance, Federal Deposit Insurance Corporation (FDIC) and University of Georgia - Department of Banking and Finance
Downloads 564 (34,130)
Citation 6

Abstract:

ownership structure, family firms, agency costs, corporate governance

3.

Callable Bonds, Interest-Rate Risk, and the Supply Side of Hedging

Number of pages: 57 Posted: 09 Mar 2004
Levent Guntay, Nagpurnanand Prabhala and Haluk Unal
Federal Deposit Insurance Corporation (FDIC), University of Maryland - Robert H. Smith School of Business and University of Maryland - Robert H. Smith School of Business
Downloads 333 (64,036)
Citation 5

Abstract:

Hedging, Risk Management, Callable Bonds

4.

Inside Debt, Bank Default Risk and Performance during the Crisis

FDIC Center for Financial Research Working Paper No. 2012-3
Number of pages: 54 Posted: 03 Aug 2012 Last Revised: 14 Sep 2014
Rosalind L. Bennett, Levent Guntay and Haluk Unal
FDIC, Division of Insurance and Research, Federal Deposit Insurance Corporation (FDIC) and University of Maryland - Robert H. Smith School of Business
Downloads 297 (67,162)
Citation 2

Abstract:

Executive compensation, financial crises, bank risk

Pricing the Risk of Recovery in Default with APR Violation

Number of pages: 41 Posted: 14 Apr 2002
Haluk Unal, Levent Guntay and Dilip B. Madan
University of Maryland - Robert H. Smith School of Business, Federal Deposit Insurance Corporation (FDIC) and University of Maryland - Robert H. Smith School of Business
Downloads 269 (94,056)
Citation 17

Abstract:

Recovery rates, APR violation, Risky debt pricing, Credit risk, Credit derivatives

Pricing the Risk of Recovery in Default with APR Violation

Journal of Banking and Finance, Forthcoming
Posted: 26 Jun 2002
Haluk Unal, Levent Guntay and Dilip B. Madan
University of Maryland - Robert H. Smith School of Business, Federal Deposit Insurance Corporation (FDIC) and University of Maryland - Robert H. Smith School of Business

Abstract:

Recovery rates, APR violation, Risky debt pricing, Credit risk, Credit derivatives

6.

A Simple Approach to Infer Recovery Rates with APR Violation from Debt Spreads

EFA 2001 Barcelona Meetings
Number of pages: 27 Posted: 10 Jul 2001
Haluk Unal, Levent Guntay and Dilip B. Madan
University of Maryland - Robert H. Smith School of Business, Federal Deposit Insurance Corporation (FDIC) and University of Maryland - Robert H. Smith School of Business
Downloads 246 (99,598)
Citation 4

Abstract:

7.

Testing for Systemic Risk Using Stock Returns

Number of pages: 52 Posted: 22 Jan 2015
Paul H. Kupiec and Levent Guntay
American Enterprise Institute and Federal Deposit Insurance Corporation (FDIC)
Downloads 116 (143,376)

Abstract:

systemic risk, conditional value at risk, CoVaR, marginal expected shortfall, MES, systemically important financial institutions, SIFIs

8.

Taking the Risk Out of Systemic Risk Measurement

Number of pages: 42 Posted: 08 Jan 2014 Last Revised: 14 Aug 2014
Levent Guntay and Paul H. Kupiec
Federal Deposit Insurance Corporation (FDIC) and American Enterprise Institute
Downloads 60 (203,372)

Abstract:

systemic risk, conditional value at risk, CoVaR, marginal expected shortfall, MES, systemically important financial institutions, SIFIs

9.

Proving Approval: Dividend Regulation and Capital Payout Incentives

FDIC Center for Financial Research Paper No. 2015-05
Number of pages: 37 Posted: 30 Nov 2015
Levent Guntay, Stefan Jacewitz and Jonathan Pogach
Federal Deposit Insurance Corporation (FDIC), FDIC, Division of Insurance and Research and FDIC, Division of Insurance and Research
Downloads 0 (308,848)

Abstract:

Dividends, Banking, Capital Regulation, Risk-Shifting, Signaling

10.

A Simple Approach to Estimate Recovery Rates with APR Violation from Debt Spreads

Wharton Financial Institutions Center Working Paper No. 01-07
Posted: 14 May 2001
Haluk Unal, Levent Guntay and Dilip B. Madan
University of Maryland - Robert H. Smith School of Business, Federal Deposit Insurance Corporation (FDIC) and University of Maryland - Robert H. Smith School of Business

Abstract: