Richard J. Herring

University of Pennsylvania - Finance Department

The Wharton School

3620 Locust Walk

Philadelphia, PA 19104

United States

  • University of Pennsylvania - Finance Department

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    • Tel: 215-898-5613
    • Fax: 215-898-2067
SCHOLARLY PAPERS

10

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12

CROSSREF CITATIONS

49

Scholarly Papers (10)

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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 1,323 (26,537)
Citation 12

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2.

Real Estate Booms and Banking Busts: An International Perspective

Downloads 1,292 (27,503)
Citation 4

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 1,292 (27,043)
Citation 4

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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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3.

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 1,027 (38,305)
Citation 2

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risk measurement, risk management, capital adequacy, macroprudential policy

4.

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 931 (43,961)
Citation 1

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

5.

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 568 (84,064)
Citation 9

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

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 282 (186,549)

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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 79 (522,830)

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Bank resolution, Living Wills, Liquidity

8.

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 78 (526,822)

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Bank Resolution, Banking Crisis, Liquidity, Dodd-Frank

9.

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 38 (735,693)

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10.

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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