Richard B. Sowers

Finance · 2011

A researcher in the Science corpus: 2 papers; trusts 5 researchers and is trusted by 6 researchers here, as inferred from the citation graph.

Subfields

• Finance — 11 citations into it; #4,061 of 10,518 by trust here, #7,251 by citations
• Economics and Econometrics — 7 citations into it

Whom Richard B. Sowers trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Kay Giesecke
2. Paul Glasserman

Who trusts Richard B. Sowers overall

1. Justin A. Sirignano
2. Konstantinos Spiliopoulos
3. Sergey Nadtochiy

Papers from Richard B. Sowers's perspective

Ordered by how strongly the researchers Richard B. Sowers trusts endorse each paper. Same corpus, a different order for every researcher.

1. Markov Processes: Characterization and Convergence
2. Credit contagion and aggregate losses
3. A Risk-Factor Model Foundation for Ratings-Based Bank Capital Rules
4. On Default Correlation: A Copula Function Approach
5. An analytic approach to credit risk of large corporate bond and loan portfolios
6. Multi-Period Corporate Default Prediction With Stochastic Covariates
7. Financial economics: Fat-tailed distributions
8. Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights
9. Heavy-Tail Phenomena: Probabilistic and Statistical Modeling
10. Systemic Risk Contributions (Journal of financial services research)

Their papers

• Default clustering in large portfolios: Typical events. (2011) — 86 citations
• LARGE PORTFOLIO ASYMPTOTICS FOR LOSS FROM DEFAULT (2011) — 75 citations