Name: Ronald W. Anderson

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April 2016


Name: Ronald W. Anderson

Address: Department of Finance

London School of Economics and Political Science

Houghton Street

London WC21 2AE

Web page:

Communications: +44 20 7955 6204

Education: B.A. (1969) in Economics, Colgate University;

M.A. (l970) and Ph.D. (l976) in Economics, University of Michigan

Academic Positions: Emeritus Professor of Finance, London School of Economics (2011-present)

Professor of Finance, London School of Economics (2000-2011)

Department Head (2004-2008)

Director MSc Management and Regulation of Risk (2001-2014)
Visiting Professor, CERGE-EI (2001-2009)
Professeur Ordinaire, Université Catholique de Louvain, Belgium (1990- 2003)
Président of Institut des Recherches Economiques et Sociales, Louvain, (1998-2000)
Visiting Professor of Finance, Hong Kong University of Science and Technology (1997-98)
Wasserman Professor of Finance, Baruch College, City University of New York (1994-95)
Professor of Economics, City University of New York, Graduate Center, (1984-1993)

Associate Professor (1980-1984) and Assistant Professor (1976-1980), Graduate School of Business, Columbia University

Chargé de Cours, Invité, CORE, Catholic University of Louvain, Belgium, 1984.

Visitor, Nuffield College, Oxford University, 1983

Postdoctoral Fellow, Department of Economics,Catholic University of Louvain, Belgium, 1975-1976.

Lecturer, Utica College, 1971-1972.

Administrative Appointments:
Head Department of Finance (2007-2008) and Accounting and Finance (2004-2007), London School of Economics. During this period, I was responsible for transforming a combined department of accounting and finance into separate departments. This facilitated a considerable expansion of finance teaching at LSE including the introduction of a highly successful MSc in Finance and the growth of the finance faculty from 15 to 30 members.
Programme director, London School of Economics, MSc Management and Regulation of Risk. 2001-present. As director of the Deutsche Bank chair in risk management and regulation I have supervised all aspects of this inter-disciplinary master degree in risk management and regulation. This has involved student recruitment, coordination of the teaching of core faculty coming from several LSE departments, and the integration of practitioner seminars offered by managers from Deutsche Bank and other City firms.
Programme director, Fixed Income Markets and Risk Management, Financial Markets Group, LSE, (2000-2015)
Principal investor, Systemic Risk Centre (2013-present)
Institut des Recherches Economiques et Sociales (IRES), Université Catholique de Louvain. President, 1998-2000, Vice president for research, 1996-97. IRES is the research unit of the Catholic University of Louvain, oriented toward applied economic research and public policy. During my tenure as president it comprised some 70 academics, researchers and administrative staff.
Head, Doctoral Program, Université Catholique de Louvain (1991-1997)
Head, Financial Economics Unit, Université Catholique de Louvain (1990-1994)
Research and Teaching Interests:

Financial Economics, Financial Sector Development

Dissertation: Commodity Aggregation and Price Indices in Demand Analysis. (1976) Department of Economics, University of Michigan. Committee: H. Shapiro, P. Howrey, and L. Phlips.

Articles: "Perfect Price Aggregation and Empirical Demand Analysis," Econometrica. 47 (l979).

"Some Theory of Inverse Demand for Applied Demand Analysis," European Economic Review. 14 (l980).

“Hedging and Joint Production," Journal of Finance. 35 (1980) (with J.P. Danthine).

"Contribution of the Ocean Sector to the United States Economy," Science. (l980) (with G. Pontecorvo, M. Holdowsky, and M. Wilkinson).

"Cross Hedging," Journal of Political Economy. 89 (l98l) 1182-1196 (with J. P. Danthine)

"An Evaluation of Alternative Consumer Demand Systems within an Econometric Model of the U.S. Livestock Sector," in E.G. Charatis (ed.), Selected Papers on Contemporary Econometric Problems. (Athens l982) (with M. Wilkinson).

"The Time Pattern of Hedging and the Volatility of Futures Prices," Review of Economic Studies. (l983) (with J.P. Danthine).

"Hedger Diversity in Futures Markets," Economic Journal. 93 (l983) 370-389. (with J.P. Danthine).

"Consumer Welfare and the Livestock Economy in the United States", Canadian Journal of Agricultural Economics. (l983) (with M. Wilkinson).

"The Industrial Organization of Futures Markets: A Survey," in R. Anderson (ed), The Industrial Organization of Futures Markets. (l984) Lexington Books.

"Futures Markets and Monopoly," in R. Anderson (ed.), The Industrial Organization of Futures Markets. (l984) Lexington Books (with Mahadevan Sundaresan).

"The Regulation of Futures Contract Innovations in the United States," Journal of Futures Markets. (Fall l984).

"Some Determinants of the Volatility of Futures Prices," Journal of Futures Markets. (1985 ). {reprinted in A.G.Malliaris (ed.) Futures markets. Vol 1. (Elgar International Library of Critical Writings in Financial Economics, 1997) 329-46.}

"Consumer Demand for Meat and the Evaluation of Agricultural Policy," Empirical Economics. (1985) (with M. Wilkinson).

"A Model of Innovation with Application to New Financial Products," Oxford Economic Papers. (1986). (with C.J.Harris){reprinted in D. Morris (ed.) Strategic behaviour and industrial competition (Oxford University Press, 1986) pp.203-18}

"Regulation of Futures Trading in the United States and the United Kingdom," Oxford Review of Economic Policy. (1986).
"Commodity Agreements and Commodity Markets: Lessons from Tin," Economic Journal. (1988) (with C. Gilbert)

{Reprinted in D.Greenaway and C.W. Morgan (eds.) The Economics of Commodity Markets. (Elgar. International Library of Critical Writings in Economics, vol. 105, 1999).}

"Securitization and Commodity Contingency in International Lending," American Journal of Agricultural Economics. (1989) (with C. Gilbert and A. Powell).
"Futures Trading for Imperfect Cash Markets: A Survey," in L. Phlips (ed.) Commodity, Futures, and Financial Markets. (Kluwer, 1990).
"The Transformation of Grain Marketing," An Agricultural Strategy for Poland. The World Bank (Washington D.C., 1990)
"Securitizing Development Finance: The Role of Partial Guarantees and Commodity Contingency," (with C. Gilbert and A. Powell) in T. Priovolos and R. C. Duncan (eds.) Commodity Risk Management and Finance. (Oxford University Press, 1991).
"Cross Hedging," in P. Newman (eds) The New Palgrave Dictionary of Money and Finance. (Macmillan, 1992).
"Cornering the Market," in P. Newman (eds) The New Palgrave Dictionary of Money and Finance. (Macmillan, 1992).
"Commodity Agreements" in P. Newman (eds) The New Palgrave Dictionary of Money and Finance. (Macmillan, 1992). (joint with C.Gilbert)
"Markets, Stabilisation, and Structural Adjustment in Eastern European Agriculture" (with A.Powell) in I.Goldin and L.A.Winters (eds.) Open Economies: Structural Adjustment and Agriculture. (Cambridge University Press, 1992).
"Competition among European Financial Markets: The Case of Cross-listed Belgian Equities," (with Pierre Tychon) Revue de la Banque. (1993).
"The Hungarian Agricultural Commodity Exchange and Liberalization in Hungarian Agriculture," (with A.Powell) in S.Claessens and R.Duncan (eds.) Managing Commodity Price Risk in Developing Countries. (Johns Hopkins, 1993).
"Les Marchés Financiers," Nouvelles de la Science et de Technologies. (1994).
"The Development of Options Trading on Belfox," Revue de la Banque. (1994).
"La Finance dans une Economie en Transition vers le Marché: Le Cas de la Pologne" Croissance, Répartition, et Environment. (CIFP 1994).

"Market Stabilization and the Reform of the Common Agricultural Policy," European Economy. (1995 ).
“Transition Banking: Lessons and Prospects in Light of Czech and Hungarian Experience,” in E.Miklaszewsk (ed.) Competitive Banking in Central and Eastern Europe. (1995) Crakow: Jagiellonian University Press. (with Chantal Kegels)
“Trade and Storage,” in D.Martimort (ed.) Agricultural Markets: Mechanisms, Failures and Regulations. North-Holland, 1996.
“An Exploration of the Complementarity of Bank Lending and Securities Markets” in M.Pagano and A. Roell (eds.) The Decision to Go Public and the Stock Market as a Source of Capital. (1996) Quaderni di Ricerche 19, Rome.
"The Design and Valuation of Debt Contracts," (with S.Sundaresan). Review of Financial Studies. (1996) 9, 37-68.

{Reprinted in S.Grenadier (ed.) Game Choices; The Intersection of Real Options and Game Theory. (July 2000) and in B. Biais and M. Pagano (eds.) New Research in Financial Markets. (Oxford University Press, 2001)}
“Strategic Analysis of Contingent Claims,” (with S.Sundaresan and P.Tychon) European Economic Review. (1996) 40, 871-882.
“Numerical Analysis of Strategic Contingent Claims Models,” (with Cheng Tu) Journal of Computational Economics. 11 (1998) 3-19.
“The Value of Deposit Insurance in the Presence of Interest Rate and Credit Risk,” ( with N. Cakici) Financial-Markets,-Institutions-and-Instruments. 1999; 8(5): 45-62
" A Comparative Study of Structural Models of Corporate Bond Yields," Journal of Banking and Finance (joint with S.Sundaresan) 24 (2000) 255-269.
"Corporate Bond Yield Spreads and the Term Structure" Finance. 21 (2000) 15-37. (with Yonghua Pan and Suresh Sundaresan).
"The Next Ten Years of Monetary Relations in Asia," in A. Lamfalussy, B. Snoy and J. Wilson (eds.) Fragility of the International Financial System. P.I.E.-Peter Lang (2001) 61-72. (with Alfred Steinherr)
“Agency and the Pace of Adoption of New Techniques,” Louvain Economic Review. 68 (2002) 203-220. (with Kjell Nyborg)
“Enterprise restructuring and banking reform: lessons from Eastern Europe since 1990” in G. Dwyer, J-L Lin, J-D Shea and C-S Wu (eds.) Monetary Policy and Taiwan’s Economy. Edward Elgar (2002)
“Capital Structure, Firm Liquidity and Growth” in P. Butzen and C. Fuss (eds.) Firms’ Investment and Finance Decisions. Edward Elgar (2003).
“Derivatives Markets” (with Kenneth McKay) in X.Freixas, P. Hartmann, and C.Mayer (eds.) Handbook of European Financial Markets and Institutions. Oxford University Press (2008) 568-596.
“Credit Default Swaps: What are the social benefits and costs? Banque de France Financial Stability Review. July 2010
“Financing and Corporate Growth under Repeated Moral Hazard” Journal of Financial Intermediation. 2011 (with Kjell Nyborg) 20, 1-24 (lead article)
“Corporate Liquidity and Capital Structure” Review of Financial Studies. 2012, 25(3), 797-837 (with Andrew Carverhill)
“Quelles leçons tirer de la grande crise financière de notre temps ? ” Regards Economique, mai, 2012.
“Scale, scope and complexity: assessing banking business models” Journal of Financial Perspectives. November 2014, 2(3) (with Karin Jõeveer)
“Why Regulatory Reform Is Changing the Structure of Banking,” Banking Perspective. March 2016, Q1.
“Stress Testing and Macroprudential Regulation: A Transatlantic Assessment,” in R.W. Anderson (ed.) Stress Testing and Macroprudential Regulation: A Transatlantic Assessment.2016 forthcoming, VoxEU eBook.

Books The Industrial Organization of Futures Markets. (l984) Lexington Books (editor).

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