William Perraudin

William Perraudin

William Perraudin
Website http://www.riskcontrollimited.com/
M. Ishaq Nadiri
Doctoral
advisor		 Dale W. Jorgenson[1]


William R. M. Perraudin is a British economist. He is an Adjunct Professor and former Chair of Finance at Imperial College London,[2] specialising in the fields of risk and pricing of debt instruments. He is a Director of the risk management software and consultancy firm Risk Control Limited.[3]

As an expert in the field of risk as applied to financial regulation, Perraudin has been a special advisor to the Bank of England.[4] He has long taken the position that the financial models in use by major institutions are insufficiently conservative.[5]

Education

From 1977 to 1981 William Perraudin studied French and History at the University of Oxford. From 1981 to 1983 he studied for a MSc in Economics at London School of Economics, before gaining a PhD in Economics from Harvard University.[6] He earned an M.S. in Applied Mathematics - 1987 to 1988 - also from Harvard.

Career

Before moving to Imperial,[7] Professor Perraudin headed the finance group of Birkbeck College, University of London.[8] He also taught at Cambridge University

He is an associate editor of Quantitative Finance, the Journal of Banking and Finance and the Journal of Credit Risk.

Selected Publications

References

  1. ↑ Ph.D. Thesis Advisees(Accessed September 2016)
  2. 1 2 "NBER Publications by William Perraudin". NBER. Retrieved 2010-04-17.
  3. ↑ http://www.riskcontrollimited.com
  4. ↑ "Quarterly Bulletins (Financial Stability)". Bank of England. 2001-01-16. Retrieved 2010-04-17.
  5. ↑ "The Reliability of Credit Risk Models". CEPR. Retrieved 2010-04-17.
  6. ↑ "About the Speakers". ICMA Centre. Retrieved 2010-04-17.
  7. ↑ http://www3.imperial.ac.uk/people/w.perraudin
  8. ↑ http://www.moodys.com/cust/content/Content.ashx?source=staticcontent/Free%20Pages/CreditRiskConference/Conf07/conf07files/MAARC_Formation_Announcement.pdf
  9. ↑ Capital Floors, the Revised SA and the Cost of Loans in Switzerland
  10. ↑ http://www.riskcontrollimited.com/insights/default-probability-risk-and-securitisation-capital/
  11. ↑ http://www.riskcontrollimited.com/insights/comment-on-antoniades-and-tarashev/
  12. ↑ http://www.riskcontrollimited.com/insights/how-to-revive-the-european-securitisation-market-a-proposal-for-a-european-ssfa/
  13. ↑ http://www.riskcontrollimited.com/insights/calibration-of-the-simplified-supervisory-formula-approach/
  14. ↑ http://www.riskcontrollimited.com/insights/securitisation-purchases-by-the-ecb-what-is-senior-enough/
  15. ↑ http://www.afme.eu/WorkArea/DownloadAsset.aspx?id=10360
  16. ↑ http://www.riskcontrollimited.com/insights/high-quality-securitisation-an-empirical-analysis-of-the-pcs-definition/
  17. ↑ http://www.riskcontrollimited.com/insights/quantitative-impacts-of-bcbs-269-securitisation-capital-approaches/
  18. ↑ "Wilmott: Serving The Quantitative Finance Community". Global Investor. Retrieved 2010-04-17.
  19. ↑ "Apocalypse" (PDF). Imperial College. Retrieved 2010-04-17.
  20. ↑ http://www3.imperial.ac.uk/pls/portallive/docs/1/48761701.PDF
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