Conference Paper
Value-at-risk techniques: an empirical study
Jackson, Patricia; Maude, David J.; Perraudin, William (1995)
Proceedings

Journal Article
Commentary on four papers on credit risk modeling
Perraudin, William (1998-10)
Economic Policy Review , Volume 4 , Issue Oct , Pages 95-97

Journal Article
The impact of capital requirements on U.K. bank behaviour
Ediz, Tolga; Michael, Ian; Perraudin, William (1998-10)
This paper was presented at the conference "Financial services at the crossroads: capital regulation in the twenty-first century" as part of session 1, "Impact of capital requirements on bank risk taking: empirical evidence." The conference, held at the Federal Reserve Bank of New York on February 26-27, 1998, was designed to encourage a consensus between the public and private sectors on an agenda for capital regulation in the new century.
Economic Policy Review , Volume 4 , Issue Oct , Pages 15-22