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researcher

Chris M. Kenyon

25 papers hereh-index 15631 citations82 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author2
  • first author19
  • last author3

Across the 24 of 25 papers where every author was matched, so the position is known.

fields
  • q-fin.PR16
  • q-fin.RM6
  • q-fin.GN2
  • q-fin.CP1

identity via Semantic Scholar / OpenAlex

activity
20102022
most citedMVA: Initial Margin Valuation Adjustment by Replication and Regression

19 citations · 32 across the 21 of their papers we have counts for

collaborators
Showing q-fin.GNShow all

2 papers · 1 filter

q-fin.GN2021

Sustainability Manifesto for Financial Products: Carbon Equivalence Principle

Chris Kenyon, Mourad Berrahoui, Andrea Macrina

Sustainability is a key point for financial markets and the label "Green" is an attempt to address this. Acquisition of the label "Green" for financial products carries potential b…

q-fin.GN2012

Will Central Counterparties become the New Rating Agencies?

Chris Kenyon, Andrew Green

Central Counterparties (CCPs) are widely promoted as a requirement for safe banking with little dissent except on technical grounds (such as proliferation of CCPs). Whilst CCPs can…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.