Richard J. Herring

University of Pennsylvania - Finance Department

The Wharton School

3620 Locust Walk

Philadelphia, PA 19104

United States

SCHOLARLY PAPERS

12

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SSRN CITATIONS
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Top 10,164

in Total Papers Citations

14

CROSSREF CITATIONS

100

Scholarly Papers (12)

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 1,206 (18,689)
Citation 12

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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 899 (28,747)

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

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 804 (33,082)
Citation 1

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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

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4.

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 538 (57,130)
Citation 9

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

5.

Objectives and Challenges for Stress Testing

Forthcoming in J. Doyne Farmer, Alissa Kleinnijenhuis, Til Schuermann, Thom Wetzer (eds.), Handbook of Financial Stress Testing, Cambridge University Press
Number of pages: 35 Posted: 01 Jan 2020
Richard J. Herring and Til Schuermann
University of Pennsylvania - Finance Department and Oliver Wyman
Downloads 339 (99,126)

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risk measurement, risk management, capital adequacy, macroprudential policy

6.

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 279 (122,383)

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

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 66 (377,072)

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Bank resolution, Living Wills, Liquidity

8.

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 37 (483,873)
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9.

Meeting the Liquidity Challenge in Resolution: the US Approach (Presentation Slides)

Proceedings of the 4th Chapman Conference on Money & Finance on Liquidity: Pricing, Management and Financial Stability
Number of pages: 33 Posted: 15 Jan 2020
Richard J. Herring
University of Pennsylvania - Finance Department
Downloads 36 (488,362)

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Bank Resolution, Banking Crisis, Liquidity, Dodd-Frank

10.

Financial Policymaking in the Context of the Known, the Unknown and the Unknowable

Journal of Financial Perspectives, Vol. 1, No. 3, 2013
Number of pages: 19 Posted: 30 Nov 2017
Richard J. Herring
University of Pennsylvania - Finance Department
Downloads 10 (646,709)

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11.

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 (739,267)
Citation 7
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12.

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

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