Levent Guntay

Federal Deposit Insurance Corporation (FDIC)

Federal Deposit Insurance Corporation (FDIC)

550 17th Street NW

Washington, DC 20429

United States

  • Federal Deposit Insurance Corporation (FDIC)

SCHOLARLY PAPERS

10

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3,886

SSRN CITATIONS
Rank 16,908

SSRN RANKINGS

Top 16,908

in Total Papers Citations

32

CROSSREF CITATIONS

32

Scholarly Papers (10)

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1.

Corporate Bond Credit Spreads and Forecast Dispersion

EFA 2007 Ljubljana Meetings Paper
Number of pages: 53 Posted: 21 Mar 2006 Last Revised: 01 Mar 2010
Levent Guntay and Dirk Hackbarth
Federal Deposit Insurance Corporation (FDIC) and Boston University - Department of Finance & Economics
Downloads 1,243 (22,907)
Citation 10

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Analyst forecasts, Corporate bonds, Credit risk, Earnings volatility

2.

Blockholders, Debt Agency Costs and Legal Protection

FRB International Finance Discussion Paper No. 908
Number of pages: 51 Posted: 22 Mar 2005 Last Revised: 12 May 2014
Andrew Ellul, Levent Guntay and Ugur Lel
Indiana University - Kelley School of Business - Department of Finance, Federal Deposit Insurance Corporation (FDIC) and University of Georgia - Department of Banking and Finance
Downloads 687 (52,435)
Citation 4

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ownership structure, family firms, agency costs, corporate governance

3.

Callable Bonds, Interest-Rate Risk, and the Supply Side of Hedging

Number of pages: 57 Posted: 09 Mar 2004
Levent Guntay, Nagpurnanand Prabhala and Haluk Unal
Federal Deposit Insurance Corporation (FDIC), The Johns Hopkins Carey Business School and University of Maryland - Robert H. Smith School of Business
Downloads 472 (83,953)
Citation 9

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Hedging, Risk Management, Callable Bonds

4.

Inside Debt, Bank Default Risk and Performance during the Crisis

FDIC Center for Financial Research Working Paper No. 2012-3
Number of pages: 54 Posted: 03 Aug 2012 Last Revised: 14 Sep 2014
Rosalind L. Bennett, Levent Guntay and Haluk Unal
FDIC, Division of Insurance and Research, Federal Deposit Insurance Corporation (FDIC) and University of Maryland - Robert H. Smith School of Business
Downloads 421 (95,985)
Citation 22

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Executive compensation, financial crises, bank risk

5.

Pricing the Risk of Recovery in Default with Apr Violation

Downloads 285 (147,159)
Citation 12

Pricing the Risk of Recovery in Default with Apr Violation

Number of pages: 41 Posted: 14 Apr 2002
Haluk Unal, Levent Guntay and Dilip B. Madan
University of Maryland - Robert H. Smith School of Business, Federal Deposit Insurance Corporation (FDIC) and University of Maryland - Robert H. Smith School of Business
Downloads 285 (146,435)
Citation 12

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Recovery rates, APR violation, Risky debt pricing, Credit risk, Credit derivatives

Pricing the Risk of Recovery in Default with Apr Violation

Posted: 26 Jun 2002
Haluk Unal, Levent Guntay and Dilip B. Madan
University of Maryland - Robert H. Smith School of Business, Federal Deposit Insurance Corporation (FDIC) and University of Maryland - Robert H. Smith School of Business

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Recovery rates, APR violation, Risky debt pricing, Credit risk, Credit derivatives

6.

A Simple Approach to Infer Recovery Rates with Apr Violation from Debt Spreads

Number of pages: 27 Posted: 10 Jul 2001
Haluk Unal, Levent Guntay and Dilip B. Madan
University of Maryland - Robert H. Smith School of Business, Federal Deposit Insurance Corporation (FDIC) and University of Maryland - Robert H. Smith School of Business
Downloads 267 (157,210)
Citation 7

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7.

Testing for Systemic Risk Using Stock Returns

Number of pages: 52 Posted: 22 Jan 2015
Paul Kupiec and Levent Guntay
American Enterprise Institute and Federal Deposit Insurance Corporation (FDIC)
Downloads 203 (204,325)
Citation 5

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systemic risk, conditional value at risk, CoVaR, marginal expected shortfall, MES, systemically important financial institutions, SIFIs

8.

Taking the Risk Out of Systemic Risk Measurement

Number of pages: 42 Posted: 08 Jan 2014 Last Revised: 14 Aug 2014
Levent Guntay and Paul Kupiec
Federal Deposit Insurance Corporation (FDIC) and American Enterprise Institute
Downloads 194 (212,896)
Citation 13

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systemic risk, conditional value at risk, CoVaR, marginal expected shortfall, MES, systemically important financial institutions, SIFIs

9.

Proving Approval: Bank Dividends, Regulation, and Runs

FDIC Center for Financial Research Paper No. 2015-05
Number of pages: 46 Posted: 30 Nov 2015 Last Revised: 08 Feb 2022
Levent Guntay, Stefan Jacewitz and Jonathan Pogach
Federal Deposit Insurance Corporation (FDIC), FDIC, Division of Insurance and Research and FDIC, Division of Insurance and Research
Downloads 114 (325,292)
Citation 5

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Dividends, Banking, Capital Regulation, Wealth-Expropriation, Signaling, Bank runs

10.

A Simple Approach to Estimate Recovery Rates with Apr Violation from Debt Spreads

Wharton Financial Institutions Center Working Paper No. 01-07
Posted: 14 May 2001
Haluk Unal, Levent Guntay and Dilip B. Madan
University of Maryland - Robert H. Smith School of Business, Federal Deposit Insurance Corporation (FDIC) and University of Maryland - Robert H. Smith School of Business

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