William Perraudin

William R. M. Perraudin is a British economist. He is an adjunct professor and former Chair of Finance at Imperial College London,[1] 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.

William Perraudin
Perraudin in 2015
Academic career
Doctoral
advisor		Dale W. Jorgenson

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.

Selected publications

References
  1. "NBER Publications by William Perraudin". NBER. Retrieved 2010-04-17.
  2. "Quarterly Bulletins (Financial Stability)". Bank of England. 2001-01-16. Retrieved 2010-04-17.
  3. "The Reliability of Credit Risk Models". CEPR. Retrieved 2010-04-17.
  4. "About the Speakers". ICMA Centre. Retrieved 2010-04-17.
  5. "Professor William Perraudin". Imperial College London. 16 June 2011. Archived from the original on 16 June 2011. Retrieved 26 July 2017.
  6. http://www.moodys.com/cust/content/Content.ashx?source=staticcontent/Free%20Pages/CreditRiskConference/Conf07/conf07files/MAARC_Formation_Announcement.pdf%5B%5D
This article is issued from Wikipedia. The text is licensed under Creative Commons - Attribution - Sharealike. Additional terms may apply for the media files.