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Gildas Lame

Personal Details

First Name:Gildas
Middle Name:
Last Name:Lame
Suffix:
RePEc Short-ID:pla664
[This author has chosen not to make the email address public]

Affiliation

(90%) Ministère de l'Économie, des Finances et de l'Industrie
Government of France

Paris, France
http://www.minefe.gouv.fr/

:


RePEc:edi:mefgvfr (more details at EDIRC)

(10%) Centre de Recherche en Économie et Statistique (CREST)

France
http://crest.science/

: 01 41 17 60 81

Bâtiment ENSAE, 5 rue Henry LE Chatelier, 91120 Palaiseau
RePEc:edi:crestfr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Labonne, C. & Lamé, G., 2014. "Credit Growth and Bank Capital Requirements: Binding or Not?," Working papers 481, Banque de France.
  2. Lamé, Gildas, 2013. "Was there a "Greenspan conundrum" in the Euro area ?," MPRA Paper 45870, University Library of Munich, Germany.
  3. Idier, J. & Lamé, G. & Mésonnier, J S., 2011. "How useful is the Marginal Expected Shortfall for the measurement of systemic exposure? A practical assessment," Working papers 348, Banque de France.

    repec:crs:wpdeee:g2013-10 is not listed on IDEAS
    repec:crs:wpdeee:g2013-05 is not listed on IDEAS
    repec:crs:wpdeee:g2014-07 is not listed on IDEAS

Articles

  1. Jean Boissinot & Doryane Huber & Gildas Lame, 2016. "Finance and climate: The transition to a low-carbon and climate-resilient economy from a financial sector perspective," OECD Journal: Financial Market Trends, OECD Publishing, vol. 2015(1), pages 7-23.
  2. Jean Boissinot & Doryane Huber & Isabelle Camilier-Cortial & Gildas Lame, 2016. "Le secteur financier face à la transition vers une économie bas-carbone résiliente au changement climatique," Economie & Prévision, La Documentation Française, vol. 0(1), pages 197-206.
  3. Idier, Julien & Lamé, Gildas & Mésonnier, Jean-Stéphane, 2014. "How useful is the Marginal Expected Shortfall for the measurement of systemic exposure? A practical assessment," Journal of Banking & Finance, Elsevier, vol. 47(C), pages 134-146.
  4. G. Lamé & M. Lequien & P.-A. Pionnier, 2014. "Interpretation and limits of sustainability tests in public finance," Applied Economics, Taylor & Francis Journals, vol. 46(6), pages 616-628, February.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Labonne, C. & Lamé, G., 2014. "Credit Growth and Bank Capital Requirements: Binding or Not?," Working papers 481, Banque de France.

    Cited by:

    1. Malgorzata Olszak & Mateusz Pipien & Iwona Kowalska & Sylwia Roszkowska, 2015. "Do regulations and supervision shape the capital crunch effect of large banks in the EU?," Faculty of Management Working Paper Series 32015, University of Warsaw, Faculty of Management.
    2. Malgorzata Olszak & Iwona Kowalska & Sylwia Roszkowska, 2016. "Do Macroprudential Policy Instruments Affect The Link Between Lending And Capital Ratio? – Cross-Country Evidence," Faculty of Management Working Paper Series 22016, University of Warsaw, Faculty of Management.
    3. Roulet, Caroline, 2018. "Basel III: Effects of capital and liquidity regulations on European bank lending," Journal of Economics and Business, Elsevier, vol. 95(C), pages 26-46.
    4. Malgorzata Olszak & Mateusz Pipien & Sylwia Roszkowska & Iwona Kowalska, 2014. "The effects of capital on bank lending in large EU banks – the role of procyclicality, income smoothing, regulations and supervision," Faculty of Management Working Paper Series 52014, University of Warsaw, Faculty of Management.
    5. Malgorzata Olszak & Iwona Kowalska & Sylwia Roszkowska, 2016. "Macroprudential policy instruments and procyclicality of loan-loss provisions – cross-country evidence," Faculty of Management Working Paper Series 42016, University of Warsaw, Faculty of Management.
    6. Kok, Christoffer & Gross, Marco & Żochowski, Dawid, 2016. "The impact of bank capital on economic activity - evidence from a mixed-cross-section GVAR model," Working Paper Series 1888, European Central Bank.
    7. Malgorzata Olszak & Mateusz Pipien & Sylwia Roszkowska, 2016. "The Impact Of Capital Ratio On Lending Of Eu Banks – The Role Of Bank Specialization And Capitalization," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 11(1), pages 43-59, March.
    8. Deli, Yota & Hasan, Iftekhar, 2017. "Real effects of bank capital regulations: Global evidence," MPRA Paper 79065, University Library of Munich, Germany.
    9. Malgorzata Olszak & Sylwia Roszkowska & Marcell Zoltán Végh, 2017. "Do Microprudential Regulations and Supervision Affect the Link Between Lending and Capital Ratio in Economic Downturns of Large Banks in the EU?," Problemy Zarzadzania, University of Warsaw, Faculty of Management, vol. 15(66), pages 11-36.
    10. Meeks, Roland, 2017. "Capital regulation and the macroeconomy: Empirical evidence and macroprudential policy," European Economic Review, Elsevier, vol. 95(C), pages 125-141.
    11. T. Duprey & M. Lé, 2014. "Bank Capital Adjustment Process and Aggregate Lending," Working papers 499, Banque de France.

  2. Idier, J. & Lamé, G. & Mésonnier, J S., 2011. "How useful is the Marginal Expected Shortfall for the measurement of systemic exposure? A practical assessment," Working papers 348, Banque de France.

    Cited by:

    1. Michal Skorepa & Jakub Seidler, 2014. "Capital Buffers Based on Banks' Domestic Systemic Importance: Selected Issues," Research and Policy Notes 2014/01, Czech National Bank, Research Department.
    2. S. Tavolaro & F. Visnovsky, 2014. "What is the information content of the SRISK measure as a supervisory tool?," Débats économiques et financiers 10, Banque de France.
    3. Mikhail Stolbov, 2017. "Assessing systemic risk and its determinants for advanced and major emerging economies: the case of ΔCoVaR," International Economics and Economic Policy, Springer, vol. 14(1), pages 119-152, January.
    4. Raffaella Calabrese & Johan A. Elkink & Paolo Giudici, 2014. "Measuring Bank Contagion in Europe Using Binary Spatial Regression Models," DEM Working Papers Series 096, University of Pavia, Department of Economics and Management.
    5. Mühlnickel, Janina & Weiß, Gregor N.F., 2015. "Consolidation and systemic risk in the international insurance industry," Journal of Financial Stability, Elsevier, vol. 18(C), pages 187-202.
    6. Eugenio M Cerutti & Stijn Claessens, 2014. "The Great Cross-Border Bank Deleveraging; Supply Constraints and Intra-Group Frictions," IMF Working Papers 14/180, International Monetary Fund.
    7. Natasha Agarwal et al, 2013. "A Systematic approach to identify systemically important firms," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2013-021, Indira Gandhi Institute of Development Research, Mumbai, India.
    8. Paola Cerchiello & Paolo Giudici, 2014. "Financial big data analysis for the estimation of systemic risks," DEM Working Papers Series 086, University of Pavia, Department of Economics and Management.
    9. Jon Danielsson & Kevin R. James & Marcela Valenzuela & Ilknur Zer, 2016. "Can We Prove a Bank Guilty of Creating Systemic Risk? A Minority Report," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(4), pages 795-812, June.
    10. Leroy, Aurélien & Lucotte, Yannick, 2017. "Is there a competition-stability trade-off in European banking?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 46(C), pages 199-215.
    11. Popescu, Alexandra & Turcu, Camelia, 2017. "Sovereign debt and systemic risk in the eurozone," Economic Modelling, Elsevier, vol. 67(C), pages 275-284.
    12. Olivier de Bandt & Jean-Cyprien Héam & Claire Labonne & Santiago Tavolaro, 2015. "La mesure du risque systémique après la crise financière," Revue économique, Presses de Sciences-Po, vol. 66(3), pages 481-500.
    13. O. de Bandt & J.-C. Héam & C. Labonne & S. Tavolaro, 2013. "Measuring Systemic Risk in a Post-Crisis World," Débats économiques et financiers 6, Banque de France.
    14. Martin Eling & David Antonius Pankoke, 2016. "Systemic Risk in the Insurance Sector: A Review and Directions for Future Research," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 19(2), pages 249-284, September.
    15. Pankoke, David, 2014. "Sophisticated vs. Simple Systemic Risk Measures," Working Papers on Finance 1422, University of St. Gallen, School of Finance.
    16. Shaw, Frances & Dunne, Peter G., 2017. "Investment Fund Risk: The Tale in the Tails," Research Technical Papers 01/RT/17, Central Bank of Ireland.
    17. Jokivuolle, Esa & Tunaru, Radu & Vioto, Davide, 2018. "Testing the systemic risk differences in banks," Research Discussion Papers 13/2018, Bank of Finland.
    18. Mikhail Stolbov & Maria Shchepeleva, 2018. "Systemic risk in Europe: deciphering leading measures, common patterns and real effects," Annals of Finance, Springer, vol. 14(1), pages 49-91, February.
    19. Paola Cerchiello & Paolo Giudici, 2014. "Conditional graphical models for systemic risk measurement," DEM Working Papers Series 087, University of Pavia, Department of Economics and Management.
    20. Asimit, Alexandru V. & Li, Jinzhu, 2016. "Extremes for coherent risk measures," Insurance: Mathematics and Economics, Elsevier, vol. 71(C), pages 332-341.
    21. Sylvain Benoit & Gilbert Colletaz & Christophe Hurlin & Christophe Pérignon, 2013. "A Theoretical and Empirical Comparison of Systemic Risk Measures," Working Papers halshs-00746272, HAL.
    22. Silva, Walmir & Kimura, Herbert & Sobreiro, Vinicius Amorim, 2017. "An analysis of the literature on systemic financial risk: A survey," Journal of Financial Stability, Elsevier, vol. 28(C), pages 91-114.

Articles

  1. Idier, Julien & Lamé, Gildas & Mésonnier, Jean-Stéphane, 2014. "How useful is the Marginal Expected Shortfall for the measurement of systemic exposure? A practical assessment," Journal of Banking & Finance, Elsevier, vol. 47(C), pages 134-146.
    See citations under working paper version above.
  2. G. Lamé & M. Lequien & P.-A. Pionnier, 2014. "Interpretation and limits of sustainability tests in public finance," Applied Economics, Taylor & Francis Journals, vol. 46(6), pages 616-628, February.

    Cited by:

    1. Andric, Vladimir & Arsic, Milojko & Nojkovic, Aleksandra, 2016. "Fiscal Pressure of Interest Payments in Serbia - a Time Series Exploration," EconStor Preprints 141322, ZBW - German National Library of Economics.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 8 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BAN: Banking (4) 2011-11-14 2013-08-23 2014-04-05 2015-09-05. Author is listed
  2. NEP-EEC: European Economics (3) 2013-04-13 2013-06-04 2014-01-17. Author is listed
  3. NEP-MON: Monetary Economics (3) 2013-04-13 2013-06-04 2014-01-17. Author is listed
  4. NEP-RMG: Risk Management (3) 2011-11-14 2013-08-23 2014-04-05. Author is listed
  5. NEP-CFN: Corporate Finance (2) 2014-04-05 2015-09-05. Author is listed
  6. NEP-CBA: Central Banking (1) 2014-04-05
  7. NEP-MAC: Macroeconomics (1) 2014-01-17

Corrections

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