Professor Simon Wolfe

Simon Wolfe

BA MSc PhD

Primary position:: Professor of Banking and Finance

Background
Publications
Research
Contact

Professor of Banking and Finance. I joined the Southampton Management School in 1994. Prior to becoming an academic I worked in industry for a number of years. Currently I am an Associate Advisor to the British Council. I am the programme director for the MSc International Banking and Financial Studies degree. My teaching interests lie in the areas of international banking, corporate finance and portfolio theory.

The University of Southampton's electronic library (e-prints)

Article

Sanya, Sarah and Wolfe, Simon (2011) Can banks in emerging economies benefit from revenue diversification? Journal of Financial Services Research, 40, (1-2), 79-101. (doi:10.1007/s10693-010-0098-z)

Mercieca, Steve, Schaeck, Klaus and Wolfe, Simon (2009) Bank market structure, competition, and SME financing relationships in European regions. Journal of Financial Services Research, 36, (2-3), 137-155. (doi:10.1007/s10693-009-0060-0)

Schaeck, Klaus, Cihak, Martin and Wolfe, Simon (2009) Are competitive banking systems more stable? Journal of Money, Credit and Banking, 41, (4), 711-734. (doi:10.1111/j.1538-4616.2009.00228.x)

Alegria, Carlos, McKenzie, George and Wolfe, Simon (2009) Earnings announcements by UK companies: evidence of extreme events? European Journal of Finance, 15, (2), 137-156. (doi:10.1080/13518470802466261)

Wolfe, S. and Odesanmi, S. (2008) Revenue diversification and insolvency risk: evidence from banks in emerging economics.

Wolfe, Simon (2007) Letter. Worrying reduction of capital levels. Financial Times. November 14 2007, p.14.

Mercieca, Steve, Schaeck, Klaus and Wolfe, Simon (2007) Small European banks: benefits from diversification? Journal of Banking and Finance, 31, (7), 1975-1998. (doi:10.1016/j.jbankfin.2007.01.004)

Edwards, Jonathan and Wolfe, Simon (2007) Ethical and compliance competence measurement: a key element of sound corporate governance. Corporate Governance: An International Review, 15, (2), 359-369. (doi:10.1111/j.1467-8683.2007.00566.x)

Edwards, Jonathan and Wolfe, Simon (2007) Ethical and compliance-competence evaluation: a key element of sound corporate governance. Corporate Governance: An International Review, 15, (2), 359-369. (doi:10.1111/j.1467-8683.2007.00566.x)

Sayar, Ceren and Wolfe, Simon (2007) Internet banking market performance: Turkey versus the UK. International Journal of Bank Marketing, 25, (3), 122-141. (doi:10.1108/02652320710739841)

Wolfe, S.C. and Alegria Medakova, A. (2007) Wealth effects of asset-backed securitisation: evidence from the UK market. Journal of Business Finance and Accounting (Submitted)

Wolfe, S. and Schaeck, K. (2006) Investigating the causes of bank fragility in the German co-operative and savings bank sectors. International Review of Financial Analysis, 1-38. (Submitted)

Wolfe, S. and Edwards, J. (2006) A Complience Competence Partnership Approach Model. Journal of Financial Regulation and Compliance, 14, (2), 140-150. (doi:10.1108/13581980610659459)

Edwards, Jonathan and Wolfe, Simon (2005) Compliance: A review. Journal of Financial Regulation and Compliance, 13, (1), 48-59.

Edwards, Jonathan and Wolfe, Simon (2004) The compliance function in banks. Journal of Financial Regulations and Compliance, 12, (3), 216-224. (doi:10.1108/13581980410810795)

McKenzie, George and Wolfe, Simon (2004) The impact of environmental risk on the UK banking sector. Applied Financial Economics, 14, (14), 1005-1016. (doi:10.1080/0960310042000261880)

Wolfe, S. and Dale, R. (2003) The UK financial services authority: unified regulation in the new market environment. Journal of International Banking Regulation, 4, (3), 200-224.

Wolfe, Simon (2000) Structural effects of asset -backed securitisation. The European Journal of Finance, 6, (4), 353-369. (doi:10.1080/13518470050195119)

Gwilym, Owain Ap, Wolfe, Simon and Daliakopolous, Stavros (1999) Equity valuation effects of the issuance of convertible bonds: UK evidence. The Journal of Fixed Income, 9, (4), 7-18.

Dale, R. and Wolfe, S. (1998) The structure of financial regulation. Journal of Financial Regulations and Compliance, 6, (4), 326-50.

Wolfe, Simon (1998) New framework for policy board meetings on monetary policy in Japan. Financial Times Financial regulation Report, 18-19.

Wolfe, S. (1998) Yasuda trust's rescue package. Financial Times Financial Regulation Report, 23-24.

McKenzie, G. and Wolfe, S. (1995) Limited liability and bank safety net procedures. European Journal of Finance, 1, (3), 219-235.

Book Section

Ward, Warrick and Wolfe, Simon (2003) Asset backed securtisation, collateralized loan obligations and credit derivatives. In, Mullineux, Andrew W. and Murinde, Victor (eds.) Handbook of International Banking. , Edward Elgar, 60-101.

Wolfe, S. and Dale, R. (2003) The regulation of International Banking: Structural Issues. In, Murinde, Victor and Mullineux, Andrew W. (eds.) Handbook of International Banking. , Edward Elgar, 572-611.

Wolfe, S. and Dale, R. (1999) The structure of financial regulation. In, Burki, Shahid Javed and Perry, Guillermo E. (eds.) Proceedings of the Annual World Bank Conference on Development in Latin America and the Caribbean 1998 : Banks and Capital Markets. Annual World Bank Conference on Development in Latin America and the Caribbean 1998 : Banks and Capital Markets Washington DC, USA, The World Bank, 211-240.

Wolfe, S. and Dale, R. (1996) Capital standards. In, Steil, Benn (ed.) European Equity Markets: The State of the Union and an Agenda for the Millennium. London, UK, Royal Institute of International Affairs, 225-258.

Wolfe, S. (1995) The evolution of EU accounting rules and the bank solvency directive. In, Mayes, David (ed.) The Evolution of Rules for a Single European Market, Part 1 - Industry and Finance. Brussels, Belgium, European Commission, 261-274.

Conference or Workshop Item

Wolfe, S. and McKenzie, G. (2009) The implications of risk transmission for depositor protection. In, 16th Annual Conference Multinational Finance Society, Crete, Jun 2009.

Odesanmi, S. and Wolfe, S. (2008) Revenue diversification and insolvency risk: evidence from banks in emerging economies. In, 2nd EMG Conference "Emerging markets finance", Sir John Cass Business School, London, 15 - 16 May 2008. London, UK,

Mercieca, Steve, Schaeck, Klaus and Wolfe, Simon (2007) Bank market structure, competition, and SME financing relationships in European Regions. In, Mergers and Acquisitions of Financial Institutions Conference, Arlington, USA, 30 Nov - 01 Dec 2007.

Wolfe, S. (2007) A tripartite primer on securitisation: a funding source, a source of leverage and subprime backed notes. In, Money Macro and Finance Research Group, Banking Crisis Workshop, Essex, UK, 09 Nov 2007. (Submitted)

Wolfe, Simon (2007) A tripartite primer on securitization: a funding source, a source of leverage and subprime backed notes. In, Money Macro and Finance Research Group / Essex Finance Centre Banking Crisis Workshop, Essex, UK, 09 Nov 2007.

Wolfe, Simon, Alegria, Carlos and Medakova, Anna (2007) Wealth effects of asset backed securitisation: evidence from the UK market. In, MMF2007: Money Macro and Finance Research Group 39th Annual Conference, Birmingham, UK, 12 - 14 Sep 2007.

Wolfe, S. and Sarkisyan, A. (2006) Just how effective is securitization as a risk management tool? In, 4th INFINITI Conference on International Finance, Dublin, Ireland, 12 - 13 Jun 2006. (Submitted)

Schaeck, Klaus, Čihák, Martin and Wolfe, Simon (2006) Are competitive banking systems more stable? In, The Architecture of Financial System Stability: From Market Micro Structure to Monetary Policy, Capri, Italy, 24 - 26 May 2005.

Wolfe, S., Alegria, C. and McKenzie, G. (2006) Analysis of extreme events occurring when interim and final results are announced by UK companies. In, PFN 2006: 4th Finance Conference, Porto, Portugal, 06 - 08 Jul 2006.

Schaeck, Klaus and Wolfe, Simon (2005) Identifying "problem banks" in the German co-operative and savings bank sector: an econometric analysis. In, MMF 2005: 37th annual conference of the Money, Macro and Finance Research Group, Crete, Greece, 01 - 03 Sep 2005. 39pp.

Wolfe, S. and Schaeck, K. (2005) An off-site surveillance system for predicting bank failures in Germany: a panel data approach. In, 12th Global Finance Conference, Dublin, Ireland, Trinity College.

Wolfe, S. (2005) Wealth effects of asset backed securitisation: evidence from the UK market. In, ISMA Centre, Reading University Seminar, Reading, UK,

Wolfe, Simon and Dale, R. (2003) The UK financial services authority: unified regulation in the new market environment. In, American Enterprise Institute Conference, Washington, US,

Monograph

Wolfe, S. and Odesamni, S. (2008) Ownership structure, revenue diversification and insolvency risk in European banks. Southampton, UK, University of Southampton (WorkingPaperSeries: Discussion Papers in Accounting & Finance)

Wolfe, S., Alegria, C. and Mckenzie, G. (2008) Earnings announcements by UK companies: evidence of extreme events? Southampton, UK, University of Southampton (University of Southampton Discussion Paper Series: Accounting and Finance)

Wolfe, S. and Amidu, M. (2008) What role do Indian banks play in monetary transmission? Southampton, UK, University of Southampton (University of Southampton Discussion Paper Series: Accounting and Finance)

Odesamni, Sarah and Wolfe, Simon (2007) Revenue diversification and insolvency risk: evidence from banks in emerging economies. Southampton, UK, University of Southampton (Working Paper Series: Discussion Papers in Accounting & Finance)

Schaeck, Klaus, Čihák, Martin and Wolfe, Simon (2006) Are competitive banking systems more stable? Washington D.C., USA, International Monetary Fund, 35pp. (WP/06/143)

Wolfe, Simon (2004) Equity toxic waste in asset-backed securitisation. Southampton, UK, University of Southampton (Discussion Papers in Accounting and Finance,(AF04-22))

Wolfe, S. (2002) Rock and roll backed securitisation. Southampton, UK, University of Southampton (Discussion Papers in Accounting & Finance,(AF02-06))

McKenzie, George and Wolfe, Simon (2001) Unification of financial regulatory structures: the case of the Russian Federation. Southampton, UK, University of Southampton, 50pp. (Discussion Papers in Accounting and Management Science,(01-170))

McKenzie, G. and Wolfe, S. (2001) Restructuring the Russian financial system. Moscow, RU, Bureau of Economic Affairs

Wolfe, S. (1996) The impact of securitisation on Banks' capital: an economic analysis. Southampton, UK, University of Southampton, 19pp. (Discussion Papers in Accounting and Management Science,(96-130))

Dale, R. and Wolfe, S. (1996) EU capital requirements and the level playing field. Southampton, UK, University of Southampton, 31pp. (Discussion Papers in Accounting and Management Science,(96-111))

Wolfe, S. (1996) A primer to asset backed securitisation (The transformation of risks). Southampton, UK, University of Southampton (Discussion Papers in Accounting and Management Science,(96-131))

Wolfe, S. (1994) The evolution of EU accounting rules and the bank solvency directive. Southampton, UK, University of Southampton (Discussion Papers in Accounting and Management Science,(94-93))

McKenzie, G. and Wolfe, S. (1993) Limited liability and bank safety net procedures. Southampton, UK, University of Southampton (Discussion Papers in Accounting and Management Science,(93-64))

Wolfe, S. (1992) Market value accounting procedures: innovative or insufficient? Southampton, UK, University of Southampton (Discussion Papers in Accounting and Management Science,(92-57))

Research Interests

My research interests include asset-backed securitisation, financial regulations, financial stability, and depositor protection systems.

Work in progress

I am currently working on the wealth effects of asset-backed securitisation and in a seperate project I am researching how bank market structure and competition impact SME financing relationships in two key European regions.

Primary research group: Finance and Banking Research Group

Affiliate research group: Centre for Risk Research

Professor Simon Wolfe
Southampton Management School
University of Southampton
Southampton
SO17 1BJ, UK.

Room Number: 2/6011

Telephone: (023) 8059 3118
Facsimile: (023) 8059 3844
Email: ssjw@soton.ac.uk

Southampton Management School, University of Southampton

Southampton Management School