Professor William Perraudin's research interests include risk management, structured products, the pricing of defaultable debt, portfolio credit risk modelling and financial regulation.
For seven years, Professor Perraudin worked part-time as Special Advisor to the Bank of England and was deeply involved in the financial engineering behind the current Basel II proposals for bank capital. He has consulted with numerous banks and public bodies.
Professor Perraudin was formerly the head of the finance group in Birkbeck College. He is an Associate Editor of Quantitative Finance, the Journal of Banking and Finance and the Journal of Credit Risk.