Richard J. Herring

University of Pennsylvania - Finance Department

The Wharton School

3620 Locust Walk

Philadelphia, PA 19104

United States

SCHOLARLY PAPERS

9

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CITATIONS
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in Total Papers Citations

73

Scholarly Papers (9)

1.

Why and How to Design a Contingent Convertible Debt Requirement

Number of pages: 58 Posted: 21 Apr 2011
Richard J. Herring and Charles W. Calomiris
University of Pennsylvania - Finance Department and Columbia University - Columbia Business School
Downloads 893 (15,174)
Citation 15

Abstract:

2.

Common Liquidity Risk and Market Collapse: Lessons from the Market for Perps

AFA 2002 Atlanta Meetings, Forthcoming
Number of pages: 50 Posted: 03 Dec 2004
Chitru S. Fernando, Richard J. Herring and Avanidhar Subrahmanyam
University of Oklahoma - Michael F. Price College of Business, University of Pennsylvania - Finance Department and University of California, Los Angeles (UCLA) - Finance Area
Downloads 860 (21,039)
Citation 3

Abstract:

ownership structure, monitoring, market liquidity, common liquidity risk, market collapse

3.

Capital Regulation for Position Risk in Banks, Securities Firms and Insurance Companies

Wharton Financial Institutions Working Paper No. 04-11
Number of pages: 108 Posted: 26 Jul 2004
Richard J. Herring and Til Schuermann
University of Pennsylvania - Finance Department and Oliver Wyman
Downloads 483 (43,463)
Citation 10

Abstract:

Risk management, Value-at-Risk, Capital Regulation, Market Risk

Real Estate Booms and Banking Busts: An International Perspective

The Wharton School Research Paper No. 99-27
Number of pages: 110 Posted: 09 Jan 2015
Richard J. Herring and Susan M. Wachter
University of Pennsylvania - Finance Department and University of Pennsylvania - Wharton School, Department of Real Estate
Downloads 465 (49,763)
Citation 39

Abstract:

Real Estate Booms and Banking Busts: An International Perspective

Working Paper No. 99-27
Posted: 18 Oct 1999
Richard J. Herring and Susan Watcher
University of Pennsylvania - Finance Department and University of Pennsylvania - The Wharton School

Abstract:

5.

Common Liquidity Shocks and Market Collapse: Lessons from the Market for Perps

Journal of Banking and Finance, Forthcoming
Number of pages: 30 Posted: 13 Mar 2008
Chitru S. Fernando, Richard J. Herring and Avanidhar Subrahmanyam
University of Oklahoma - Michael F. Price College of Business, University of Pennsylvania - Finance Department and University of California, Los Angeles (UCLA) - Finance Area
Downloads 272 (93,001)
Citation 3

Abstract:

ownership concentration, intermediation, market liquidity, common liquidity shocks, market collapse

6.

Implementing Basel II: Is the Game Worth the Candle?

Financial Markets, Institutions & Instruments, Vol. 14, No. 5, pp. 267-287, December 2005
Number of pages: 22 Posted: 03 Jan 2006
Richard J. Herring
University of Pennsylvania - Finance Department
Downloads 36 (375,401)
Citation 2
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Abstract:

7.

Making Bankruptcy Work: Living Wills & the Liquidity Challenge (Presentation Slides)

Presentation at conference on Systemic Risk and the Organization of the Financial System, Chapman University, May 12, 2017
Number of pages: 31 Posted: 06 Oct 2017
Richard J. Herring
University of Pennsylvania - Finance Department
Downloads 0 (518,288)

Abstract:

Bank resolution, Living Wills, Liquidity

8.

How to Design a Contingent Convertible Debt Requirement that Helps Solve Our Too‐Big‐To‐Fail Problem

Journal of Applied Corporate Finance, Vol. 25, Issue 2, pp. 39-62, 2013
Number of pages: 26 Posted: 13 Sep 2013
Charles W. Calomiris and Richard J. Herring
Columbia University - Columbia Business School and University of Pennsylvania - Finance Department
Downloads 0 (568,632)
Citation 1
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Abstract:

9.

The Role of the Financial Sector in Economic Performance

95-08
Posted: 30 Apr 1998
Richard J. Herring and Anthony M. Santomero
University of Pennsylvania - Finance Department and University of Pennsylvania - The Wharton School

Abstract: