William Perraudin

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William Perraudin
William Perraudin (cropped).jpeg
Perraudin in 2015
Dale W. Jorgenson

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.

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]


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.


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[edit]


  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[dead link]

External links[edit]