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Thibaut Piquard

Personal Details

First Name:Thibaut
Middle Name:
Last Name:Piquard
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In ASCII letters:
RePEc Short-ID:ppi606
[This author has chosen not to make the email address public]
https://sites.google.com/view/thibautpiquard

Affiliation

Banque de France

Paris, France
http://www.banque-france.fr/
RePEc:edi:bdfgvfr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Tristan Jourde & Thibaut Piquard & Dilyara Salakhova, 2024. "French financial institutions facing the climate transition [Les acteurs financiers français face au défi de la transition climatique]," Eco Notepad 348, Banque de France.
  2. Dorian Henricot & Thibaut Piquard, 2024. "What is the purpose of CDSs? [À quoi servent les CDS ?]," Eco Notepad 338, Banque de France.
  3. Gabrielle Demange & Thibaut Piquard, 2022. "On the Choice of Central Counterparties in the EU," Working papers 868, Banque de France.
  4. Dorian Henricot & Thibaut Piquard, 2022. "Credit Default Swaps and Credit Risk Reallocation," Working papers 860, Banque de France.
  5. Gabrielle Demange & Thibaut Piquard, 2021. "On the market structure of central counterparties in the EU," PSE Working Papers halshs-03107812, HAL.
  6. Sydow, Matthias & Schilte, Aurore & Covi, Giovanni & Deipenbrock, Marija & Del Vecchio, Leonardo & Fiedor, Paweł & Fukker, Gábor & Gehrend, Max & Gourdel, Régis & Grassi, Alberto & Hilberg, Björn & Ka, 2021. "Shock amplification in an interconnected financial system of banks and investment funds," Working Paper Series 2581, European Central Bank.
  7. Thibaut Piquard & Dilyara Salakhova, 2019. "Secured and Unsecured Interbank Markets: Monetary Policy, Substitution and the Cost of Collateral," Working papers 730, Banque de France.
  8. Julien Idier & Thibaut Piquard, 2017. "Pandemic crises in financial systems: a simulation-model to complement stress-testing frameworks," Working papers 621, Banque de France.
  9. Taryk Bennani & Cyril Couaillier & Antoine Devulder & Silvia Gabrieli & Julien Idier & Pier Lopez & Thibaut Piquard & Valerio Scalone, 2017. "An analytical framework to calibrate macroprudential policy," Working papers 648, Banque de France.

Articles

  1. Sydow, Matthias & Schilte, Aurore & Covi, Giovanni & Deipenbrock, Marija & Del Vecchio, Leonardo & Fiedor, Pawel & Fukker, Gábor & Gehrend, Max & Gourdel, Régis & Grassi, Alberto & Hilberg, Björn & Ka, 2024. "Shock amplification in an interconnected financial system of banks and investment funds," Journal of Financial Stability, Elsevier, vol. 71(C).
  2. Demange, Gabrielle & Piquard, Thibaut, 2023. "On the choice of central counterparties in the EU," Journal of Financial Markets, Elsevier, vol. 64(C).
  3. Thibaut PIQUARD & Dilyara SALAKHOVA, 2018. "Macroprudential policy instruments: a bulwark against interbank contagion risk [Les instruments de politique macroprudentielle : un rempart contre les risques de contagion interbancaire]," Bulletin de la Banque de France, Banque de France, issue 218.

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. Tristan Jourde & Thibaut Piquard & Dilyara Salakhova, 2024. "French financial institutions facing the climate transition [Les acteurs financiers français face au défi de la transition climatique]," Eco Notepad 348, Banque de France.

    Cited by:

    1. Salakhova, Dilyara & Giuzio, Margherita & Kapadia, Sujit & Mazzolini, Giulio, 2025. "Sustainability labels vs. reality: how climate-friendly are green and ESG funds?," Working Paper Series 3121, European Central Bank.

  2. Dorian Henricot & Thibaut Piquard, 2022. "Credit Default Swaps and Credit Risk Reallocation," Working papers 860, Banque de France.

    Cited by:

    1. Martijn Boermans, 2022. "A literature review of securities holdings statistics research and a practitioner’s guide," Working Papers 757, DNB.

  3. Gabrielle Demange & Thibaut Piquard, 2021. "On the market structure of central counterparties in the EU," PSE Working Papers halshs-03107812, HAL.

    Cited by:

    1. Inaki Aldasoro & Luitgard A M Veraart, 2022. "Systemic Risk in Markets with Multiple Central Counterparties," BIS Working Papers 1052, Bank for International Settlements.

  4. Sydow, Matthias & Schilte, Aurore & Covi, Giovanni & Deipenbrock, Marija & Del Vecchio, Leonardo & Fiedor, Paweł & Fukker, Gábor & Gehrend, Max & Gourdel, Régis & Grassi, Alberto & Hilberg, Björn & Ka, 2021. "Shock amplification in an interconnected financial system of banks and investment funds," Working Paper Series 2581, European Central Bank.

    Cited by:

    1. Ruben Hipp & Javier Ojea-Ferreiro, 2026. "From Stress to Strategy: How Banks Balance the Scales," Staff Working Papers 26-26, Bank of Canada.
    2. Pablo Aguilar-Perez, 2025. "Monetary Policy and Life Insurance Profitability: Bancassurance’s Edge in a Low-Yield World," Working Papers 2025-22, CEPII research center.
    3. Giovanni di Iasio & Spyridon Alogoskoufis & Simon Kordel & Dominika Kryczka & Giulio Nicoletti & Nicholas Vause, 2022. "A model of system-wide stress simulation: market-based finance and the Covid-19 event," Questioni di Economia e Finanza (Occasional Papers) 687, Bank of Italy, Economic Research and International Relations Area.
    4. Hu, Zhao-Long & Jin, Qichao & Sun, Lei & Peng, Shuilin, 2025. "Source identification on financial networks with label propagation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 659(C).
    5. Giovanni Covi & Tihana Škrinjarić, 2025. "Measuring the stability of the banking system: capital and liquidity at risk with solvency-liquidity interactions," Bank of England Staff Working Paper series 1140, Bank of England.
    6. Abhisek Mahanta & Naresh Chandra Sahu & Pradeep Kumar Behera, 2026. "Sustainable Indices Outperforming Traditional Indices in India: A Comparative Study Pre and During COVID-19," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 33(1), pages 213-261, March.
    7. Fukker, Gábor & Kaijser, Michiel & Mingarelli, Luca & Sydow, Matthias, 2022. "Contagion from market price impact: a price-at-risk perspective," Working Paper Series 2692, European Central Bank.
    8. Yuki Konaka & Toshitaka Maruyama & Fumitaka Nakamura, 2025. "Exploratory Scenario Analysis Considering the Growing Presence of Domestic and Foreign Investment Funds," Bank of Japan Working Paper Series 25-E-11, Bank of Japan.
    9. Wiersema, Garbrand & Kleinnijenhuis, Alissa M. & Kemp, Esti & Wetzer, Thom, 2025. "Higher-order exposures," Working Paper Series 3091, European Central Bank.
    10. Gourdel, Régis & Sydow, Matthias, 2023. "Non-banks contagion and the uneven mitigation of climate risk," International Review of Financial Analysis, Elsevier, vol. 89(C).
    11. Giuzio, Margherita & Kapadia, Sujit & Kaufmann, Christoph & Storz, Manuela & Weistroffer, Christian, 2025. "Macroprudential policy, monetary policy and non-bank financial intermediation," Working Paper Series 3130, European Central Bank.
    12. Pang, Congyuan & Fan, Hong & Liu, Wanan & Caccioli, Fabio, 2026. "The nonlinear risk amplification of overlapping structures in multiplex financial networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 697(C).
    13. Lupu, Radu & Călin, Adrian Cantemir & Dumitrescu, Dan Gabriel & Lupu, Iulia, 2025. "Introducing a novel fragility index for assessing financial stability amid asset bubble episodes," The North American Journal of Economics and Finance, Elsevier, vol. 75(PA).
    14. Nicoletti, Giulio & Rariga, Judit & Rodriguez d’Acri, Costanza, 2024. "Spare tyres with a hole: investment funds under stress and credit to firms," Working Paper Series 2917, European Central Bank.
    15. Chatterjee, Ujjal & French, Joseph J. & Gurdgiev, Constantin & Borochin, Paul, 2024. "Financial intermediation and informational efficiency: Predicting business cycles," International Review of Economics & Finance, Elsevier, vol. 96(PB).
    16. Aldasoro, Iñaki & Hüser, Anne-Caroline & Kok, Christoffer, 2022. "Contagion accounting in stress-testing," Journal of Economic Dynamics and Control, Elsevier, vol. 137(C).
    17. Gunay, Samet & Dömötör, Barbara & Víg, Attila András, 2025. "Investigation of emerging market stress under various frequency bands: Evidence from FX market uncertainty and liquidity," Emerging Markets Review, Elsevier, vol. 65(C).
    18. Hasman, Augusto & Samartín, Margarita, 2023. "Government intervention, linkages and financial fragility," Economic Modelling, Elsevier, vol. 126(C).
    19. Singh, Vipul Kumar & Kumar, Pawan, 2024. "Beyond volatility: Systemic resilience and risk mitigation in interconnected commodity markets," Energy Economics, Elsevier, vol. 140(C).
    20. Sydow, Matthias & Fukker, Gábor & Dubiel-Teleszynski, Tomasz & Franch, Fabio & Gründl, Helmut & Miccio, Debora & Pellegrino, Michela & Gallet, Sébastien & Kotronis, Stelios & Schlütter, Sebastian & So, 2024. "Banks and non-banks stressed: liquidity shocks and the mitigating role of insurance companies," Working Paper Series 3000, European Central Bank.
    21. José Fique & Xisong Jin, 2025. "A system-wide stress testing for Luxembourg financial sector," BCL working papers 199, Central Bank of Luxembourg.
    22. Martijn Boermans, 2022. "A literature review of securities holdings statistics research and a practitioner’s guide," Working Papers 757, DNB.
    23. Feinstein, Zachary & Hałaj, Grzegorz, 2023. "Interbank asset-liability networks with fire sale management," Working Paper Series 2806, European Central Bank.

  5. Thibaut Piquard & Dilyara Salakhova, 2019. "Secured and Unsecured Interbank Markets: Monetary Policy, Substitution and the Cost of Collateral," Working papers 730, Banque de France.

    Cited by:

    1. Anuar Bechara & Alejandro Bernales & Carlos Cañón & Nicolás Garrido, 2026. "Aggregate Risk and Lending Decisions in the Interbank Market," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 58(1), pages 293-319, February.
    2. Edoardo Rainone, 2021. "Identifying deposits' outflows in real-time," Temi di discussione (Economic working papers) 1319, Bank of Italy, Economic Research and International Relations Area.
    3. Angelo Ranaldo & Benedikt Ballensiefen & Hannah Winterberg, 2020. "Monetary policy disconnect," Working Papers on Finance 2003, University of St. Gallen, School of Finance.

  6. Julien Idier & Thibaut Piquard, 2017. "Pandemic crises in financial systems: a simulation-model to complement stress-testing frameworks," Working papers 621, Banque de France.

    Cited by:

    1. Taryk Bennani & Cyril Couaillier & Antoine Devulder & Silvia Gabrieli & Julien Idier & Pier Lopez & Thibaut Piquard & Valerio Scalone, 2017. "An analytical framework to calibrate macroprudential policy," Working papers 648, Banque de France.
    2. Razali Muhammad Najib & Jalil Rohaya Abdul & Shayuti Ahmad Faisal, 2021. "Assessing the Impact of Outbreaks on Malaysian Listed Property Companies in Mixed-Asset Portfolios," Real Estate Management and Valuation, Paradigm, vol. 29(3), pages 87-93, September.

  7. Taryk Bennani & Cyril Couaillier & Antoine Devulder & Silvia Gabrieli & Julien Idier & Pier Lopez & Thibaut Piquard & Valerio Scalone, 2017. "An analytical framework to calibrate macroprudential policy," Working papers 648, Banque de France.

    Cited by:

    1. Couaillier, Cyril & Scalone, Valerio, 2024. "Risk-to buffer: setting cyclical and structural banks capital requirements through stress test," Working Paper Series 2966, European Central Bank.
    2. Araujo, Juliana & Patnam, Manasa & Popescu, Adina & Valencia, Fabian & Yao, Weijia, 2024. "Effects of macroprudential policy: Evidence from over 6000 estimates," Journal of Banking & Finance, Elsevier, vol. 169(C).
    3. Jean-Guillaume Sahuc & Olivier de Bandt & Hibiki Ichiue & Bora Durdu & Yasin Mimir & Jolan Mohimont & Kalin Nikolov & Sigrid Roehrs & Valério Scalone & Michael Straughan, 2022. "Assessing the Impact of Basel III: Evidence from Structural Macroeconomic Models," EconomiX Working Papers 2022-3, University of Paris Nanterre, EconomiX.
    4. Maarten van Oordt, 2018. "Calibrating the Magnitude of the Countercyclical Capital Buffer Using Market-Based Stress Tests," Staff Working Papers 18-54, Bank of Canada.
    5. Omar Chafik & Mohammed Mikou & Yassine Slaoui & Tomas Motl, 2022. "A DSGE model for macroprudential policy in Morocco," Document de travail 2022-3, Bank Al-Maghrib, Département de la Recherche.
    6. Budnik, Katarzyna & Balatti, Mirco & Dimitrov, Ivan & Groß, Johannes & Kleemann, Michael & Reichenbachas, Tomas & Sanna, Francesco & Sarychev, Andrei & Siņenko, Nadežda & Volk, Matjaz, 2020. "Banking euro area stress test model," Working Paper Series 2469, European Central Bank.
    7. Ms. Juliana Dutra Araujo & Manasa Patnam & Ms. Adina Popescu & Mr. Fabian Valencia & Weijia Yao, 2020. "Effects of Macroprudential Policy: Evidence from Over 6,000 Estimates," IMF Working Papers 2020/067, International Monetary Fund.
    8. Budnik, Katarzyna & Ponte Marques, Aurea & Giglio, Carla & Grassi, Alberto & Durrani, Agha & Figueres, Juan Manuel & Konietschke, Paul & Le Grand, Catherine & Metzler, Julian & Población García, Franc, 2024. "Advancements in stress-testing methodologies for financial stability applications," Occasional Paper Series 348, European Central Bank.
    9. Herrera, Luis & Pirovano, Mara & Scalone, Valerio, 2025. "From risk to buffer: calibrating the positive neutral CCyB rate in the euro area," Working Paper Series 3075, European Central Bank.

Articles

  1. Sydow, Matthias & Schilte, Aurore & Covi, Giovanni & Deipenbrock, Marija & Del Vecchio, Leonardo & Fiedor, Pawel & Fukker, Gábor & Gehrend, Max & Gourdel, Régis & Grassi, Alberto & Hilberg, Björn & Ka, 2024. "Shock amplification in an interconnected financial system of banks and investment funds," Journal of Financial Stability, Elsevier, vol. 71(C).
    See citations under working paper version above.Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 6 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-CBA: Central Banking (4) 2017-02-26 2017-11-12 2019-10-07 2021-08-16. Author is listed
  2. NEP-MAC: Macroeconomics (4) 2017-02-26 2017-11-12 2019-10-07 2022-02-28. Author is listed
  3. NEP-BAN: Banking (3) 2017-02-26 2019-10-07 2022-03-28. Author is listed
  4. NEP-CWA: Central and Western Asia (2) 2021-08-16 2022-02-28. Author is listed
  5. NEP-EEC: European Economics (2) 2019-10-07 2022-03-28. Author is listed
  6. NEP-RMG: Risk Management (2) 2021-08-16 2022-02-28. Author is listed
  7. NEP-CMP: Computational Economics (1) 2017-02-26
  8. NEP-FMK: Financial Markets (1) 2022-02-28
  9. NEP-ISF: Islamic Finance (1) 2021-08-16
  10. NEP-MON: Monetary Economics (1) 2019-10-07

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