William Perraudin
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William R. M. Perraudin is a British economist. He is Professor and Chair of Finance at Imperial College London,[1] specialising in the fields of risk and pricing of debt instruments.
As an expert in the field of risk as applied to financial regulation, Perraudin has been a special advisor to the Bank of England.[2] He has long taken the position that the financial models in use by major institutions are insufficiently conservative.[3]
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.[4] He earned an M.S. in Applied Mathematics - 1987 to 1988 - also from Harvard.
Career
Before moving to Imperial,[5] Professor Perraudin headed the finance group of Birkbeck College, University of London.[6] 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.
Publications
- Structured Credit Products: Pricing, Rating, Risk Management and Basel II, 2004. ISBN 1-904339-26-3, ISBN 978-1-904339-26-7.[7]
- After the Apocalypse: Lessons from the Global Financial Crisis, Demos.[8]
- (with Robert Lamb) Dynamic Default Rates.[9]
- (with Paolo Vitale) Interdealer Trade and Information Flows in a Decentralized Foreign Exchange Market.[1]
References
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<references />, or <references group="..." />External links
- BBC interview
- http://uk.linkedin.com/pub/william-perraudin/7/3b4/777
- Risk Management Laboratory, Imperial College
- http://www.cepr.org/Pubs/new-dps/dplist.asp?dpno=753
- Academic homepage at Imperial
- http://www.cepr.org/Pubs/new-dps/dplist.asp?dpno=753
- http://en.scientificcommons.org/43940082
- Risk Control Ltd
- Works by or about William Perraudin in libraries (WorldCat catalog)
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- ↑ http://www3.imperial.ac.uk/people/w.perraudin
- ↑ http://www.moodys.com/cust/content/Content.ashx?source=staticcontent/Free%20Pages/CreditRiskConference/Conf07/conf07files/MAARC_Formation_Announcement.pdf
- ↑ Lua error in package.lua at line 80: module 'strict' not found.
- ↑ Lua error in package.lua at line 80: module 'strict' not found.
- ↑ http://www3.imperial.ac.uk/pls/portallive/docs/1/48761701.PDF
