Christopher L. Culp



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Selected Bibliography for Christopher L. Culp
Adjunct Professor of Finance



Naked Shorting; Christopher L. Culp and J.B. Heaton; SSRN Working Paper, 2007.

Structured Finance & Insurance : The ART of Managing Capital and Risk; Christopher L. Culp; New York: Wiley, 2006.

"The Uses and Abuses of Finite Risk Reinsurance." Christopher L. Culp and J. B. Heaton; Journal of Applied Corporate Finance, 2005, 17(3).

"Alternative Risk Transfer," Christopher L. Culp, in Risk Management : Challenge and Opportunity. Michael Frenkel, Ulrich Hommel and Markus Rudolf, ed. Berlin: Springer-Verlag, 2005.

Risk Transfer : Derivatives in Theory and Practice; Christopher L. Culp; New York: John Wiley, 2004.

"Demystifying Derivatives in Mortgage Markets and at Fannie Mae." Christopher L. Culp; Fannie Mae Papers, 2003, 2(4).

"Playing the Odds," Christopher L. Culp, Risk, Control and Performance New York: McKinsey & Co. for the World Economic Forum, August 12, 2003.

"Derivate können Unternehmensrisiken Begrenzen." Christopher L. Culp, Financial Times Deutschland, August 15, 2003.

"Derivatives Can Help Manage Risks." Christopher L. Culp, Financial Times, Aug 12, 2003.

"Equilibrium Asset Pricing and Discount Factors: Overview and Implications for Derivatives Valuation and Risk Management," Christopher L. Culp and John H. Cochrane, in Modern Risk Management : A History. Peter Field, ed. London: Risk Books, 2003.

"The Modigliani-Miller Propositions," Christopher L. Culp, in Modern Risk Management : A History. Peter Field, ed. London: Risk Books, 2003.

"Metallgesellschaft," Christopher L. Culp, in Modern Risk Management : A History. Peter Field, ed. London: Risk Books, 2003.

Credit Risk Management Lessons from Enron Christopher L. Culp,in Corporate Aftershock : The Public Policy Lessons from the Collapse of Enron and Other Major Corporations. Christopher L. Culp and William A. Niskanen, ed. New York: John Wiley, 2003.

"Structured Commodity Finance after Enron : Uses and Abuses of Pre-Paid Forwards and Swaps " Christopher L. Culp and Barbara T. Kavanaugh, in Corporate Aftershock : The Public Policy Lessons from the Collapse of Enron and Other Major Corporations. Christopher L. Culp and William A. Niskanen, ed. New York: John Wiley, 2003.

"Empire of the Sun : A Neo-Austrian Economic Interpretation of Enron's Energy Business " Christopher L. Culp and Steven H. Hanke, in Corporate Aftershock : The Public Policy Lessons from the Collapse of Enron and Other Major Corporations. Christopher L. Culp and William A. Niskanen, ed. New York: John Wiley, 2003.

Corporate Aftershock : The Public Policy Lessons from the Collapse of Enron and Other Major Corporations; Christopher L. Culp and William A. Niskanen; New York: John Wiley, 2003.

"Risk Management Challenges in Electricity Trading, Clearing and Settlement." Christopher L. Culp; Marsh Portal, 7 September 2002,.

"Contingent Capital: Integrating Corporate Financing and Risk Management Decisions." Christopher L Culp; Journal of Applied Corporate Finance, 2002, 15(1).

"Contingent Capital and the Art of Corporate Finance," Christopher L. Culp, in Alternative Risk Strategies. Morton Lane, ed. London: Risk Books, 2002.

"Clearing: A Risk Assessment." Christopher L. Culp; Futures Industry, 2002, (July/August).

"The Revolution in Corporate Risk Management: A Decade of Innovations in Process and Products." Christopher L Culp; Journal of Applied Corporate Finance, 2002, 14(4).

The ART of Risk Management : Alternative Risk Transfer, Capital Structure, and the Convergence of Insurance Markets; Christopher L. Culp; New York: Wiley, 2002.

"Identifying and Exploiting "Real Options" In Banking." Christopher L. Culp; The RMA Journal, 2001, 84(1).

"Risk Management: A Formal Approach in a Risky Business." Christopher L. Culp, Financial Times, June 11, 2001.

"The Risk Management Value Proposition." Christopher L. Culp; @Markets, June, 2001, 1(3).

"The Use and Abuse of Derivatives." Christopher L. Culp, Financial Times, May 14 , 2001.

"Real Options: A Case Study and Primer." Christopher L. Culp, Derivatives Week, May 13, 2001.

The Risk Management Process : Business Strategy and Tactics; Christopher Culp; New York: John Wiley, 2001.

"Ex Ante Versus Ex Post RAROC." Christopher L. Culp; Derivatives Quarterly, 2000, 7(1).

"New Risk Culture: An Opportunity for Business Growth and Innovation." Christopher L. Culp and Philippe Planchat; Derivatives Quarterly, 2000, 6(4).

"RAROC Revisited: Ex Ante Versus Ex Post RAROC." Christopher L. Culp; The Journal of Lending & Credit Risk Management, 2000, 82(6).

"The Case for an Indonesian Currency Board." Christopher L Culp, Steve H Hanke and Merton H Miller; Journal of Applied Corporate Finance, 1999, 11(4).

"Measuring Risk for Asset Allocation, Performance Evaluation, and Risk Control: Different Problems, Different Solutions." Christopher L. Culp and Ron Mensink; Journal of Performance Management, 1999, (Fall).

"Wettbewerbsnachteile Für Schweizer Banken? Konsultativpapier Des Basler Ausschusses Mit Schwächen." Christopher L. Culp, Neue Zürcher Zeitung, 15 Oktober 1999.

A Primer on Securities and Multi-Currency Settlement Systems: Systemic Risk and Risk Management; Christopher L. Culp and Andrea M.P. Neves; Competitve Enterprise Institute White Paper; Washington, DC: Competitve Enterprise Institute, 1999.

"Review of 'Worldwide Asset and Liability Modeling'." Christopher L. Culp; Financial Engineering News, 1999, (10).

"Derivative Diagnosis." Christopher L. Culp and Steve H. Hanke; The International Economy, 1999, 13(3).

Corporate Hedging in Theory and Practice : Lessons from Metallgesellschaft; Christopher L. Culp and Merton H. Miller; London: Risk Books, 1999.

"Value at Risk for Asset Managers." Christopher L. Culp, Ron Mensink and Andrea M. P. Neves; Derivatives Quarterly, 1998, 5(2).

"Credit and Interest Rate Risk in the Business of Banking." Christopher L. Culp and Andrea M. P. Neves; Derivatives Quarterly, 1998, 4(4).

"Use and Misuse of a Risk Management Tool." Christopher L. Culp and Ron Mensink; Pensions & Investments, 1998, 26(17).

"Financial Innovations in Leveraged Commercial Loan Markets." Christopher L Culp and Andrea M P Neves; Journal of Applied Corporate Finance, 1998, 11(2).

"Derivatives Regulation: Problems and Prospects." Christopher L. Culp; Derivatives Use, Trading & Regulation, 1998, 4(2).

"Value at Risk: Uses and Abuses." Christopher L Culp, Merton H Miller and Andrea M P Neves; Journal of Applied Corporate Finance, 1998, 10(4).

"Risk Management by Securities Settlement Agents." Christopher L Culp and Andrea M P Neves; Journal of Applied Corporate Finance, 1997, 10(3).

The Role of Eurodeposit Futures in Swap Rate Determination: An Empirical Analysis; Christopher Lee Culp; Ph.D. Dissertation, The University of Chicago, 1997.

"Risk, Returns and Retirement." Christopher L. Culp, Kamaryn Tanner and Ron Mensink; Risk, 1997, 10(10).