Content
2024
- 44 Modèles internes des banques pour le calcul du capital réglementaire (IRB) et intelligence artificielle
by Henri Fraisse & Christophe Hurlin - 43 Insurance Supervision under Climate Change: A Pioneers Detection Method
[La supervision des assurances lorsque le climat est bouleversé : une Méthode de Détection des Pionniers]
by Éric Vansteenberghe - 42 Collateral Effects: The Role of FinTech in Small Business Lending
[Effets collatéraux : le rôle des Fintechs dans le financement des petites et moyennes entreprises]
by Paul Beaumont & Huan Tang & Éric Vansteenberghe
2023
- 41 Public-Guaranteed Loans, Bank Risk-Taking and Regulatory Capital Windfall
[Prêts garantis par l'État, prise de risque bancaire et effet d'aubaine sur le capital réglementaire]
by Théo Nicolas & Stefano Ungaro & Éric Vansteenberghe - 40 Bank Market Power and Interest Rate Setting: Why Consolidated Banking Data Matte
[Pouvoir de marché des banques et fixation des taux d’intérêt : de l’importance de prendre en compte les données bancaires sur base consolidée]
by Théo Nicolas.
2022
2021
- 37 The Real Effects of Bank Runs. Evidence from the French Great Depression (1930-1931)
[Les effets réels des ruées bancaires : l’exemple de la Grande Dépression en France (1930-1931)]
by Eric Monnet, & Angelo Riva, & Stefano Ungaro.
2020
- 36 Why do insurers fail? A comparison of life and non-life insolvencies using a new international database
[Les déterminants des défaillances en assurance : comparaison entre les secteurs de l’assurance à partir d’une nouvelle base de données internationale]
by Olivier de Bandt & George Overton - 35 Determinants of Banks’ Liquidity: a French Perspective on Interactions between Market and Regulatory Requirements
[Les déterminants de la liquidité bancaire : une perspective française sur les interactions entre les exigences du marché et les exigences réglementaires]
by Olivier de Bandt & Sandrine Lecarpentier & Cyril Pouvelle
2019
- 34 Capturing banking flows: The predominant role of OFCs in the international financial architecture
by Étienne Kintzler & Mathias Lé & Kevin Parra Ramirez
2018
- 33 The Impact of the Identification of GSIBs on their Business Model
by Aurélien Violon & Dominique Durant & Oana Toader
2017
- 32 Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views
by F. Borel-Mathurin & S. Loisel & J. Segers - 31 Does ‘Too High’ Profitability Hamper Stability for European Banks?
by P. Pessarossi & J.-L. Thevenon & L. Weill - 30 Intergenerational Risk Sharing in Life Insurance: Evidence from France
by J. Hombert & V. Lyonnet - 29 Household Debt Restructuring : The Re-default Effects of Debt Suspensions
by H. Fraisse - 28 How to reach all Basel requirements at the same time?
by M. Birn & M. Dietsch & D. Durant - 27 Traditional and Shadow Banks during the Crisis
by E. Chrétien & V. Lyonnet - 26 Back-testing European stress tests
by B. Camara & P. Pessarossi & T. Philippon
2016
- 25 European banks’ technical efficiency and performance: do business models matter? The case of European co-operatives banks
by E. Avisoa - 24 Optimal capital, regulatory requirements and bank performance in times of crisis: Evidence from France
by O. de Bandt & B. Camara & A. Maitre & P. Pessarossi - 23 Support for the SME Supporting Factor - Multi-country empirical evidence on systematic risk factor for SME loans
by M. Dietsch & K. Düllmann & H. Fraisse & P. Koziol & C. Ott - 22 Prudential filters, portfolio composition and capital ratios in European banks
by I. Argimon & M. Dietsch & A. Estrada - 21 The real effects of universal banking on firms’ investment: Micro-evidence from 2004-2009
by F. Vinas
2015
- 20 MERCURE : Cheap Credit, Unaffordable Houses?
by C. Labonne & C. Welter-Nicol - 19 MERCURE : A Macroprudential Stress Testing Model developed at the ACPR
by B. Camara & F.-D. Castellani & H. Fraisse & L. Frey & C. Héam & L. Labonne & V. Martin - 18 The Competitive Effects of a Bank Megamerger on Access to Credit
by H. Fraisse & J. Hombert & M. Le - 17 Main determinants of profit sharing policy in the French life insurance industry
by F. Borel-Mathurin & P.-E. Darpeix & Q. Guibert & S. Loisel - 16 Banks’ supply of long term credit after a liquidity shock: Evidence from 2007-2009
by P. Pessarossi & F. Vinas
2014
- 15 How to Measure Interconnectedness between Banks, Insurers and Financial Conglomerates?
by G. Hauton & J.-C. Héam - 14 Modelling and measuring business risk and the resiliency of retail banks
by M. Chaffai & M. Dietsch - 13 Do LTV and DSTI caps make banks more resilient?
by M. Dietsch & C. Welter-Nicol - 12 Does the capital structure affect banks’ profitability? Pre- and post financial crisis evidence from significant banks in France
by 0. De Bandt & B. Camara & P. Pessarossi & M. Rose - 11 Regulatory changes and the cost of equity:evidence from French banks
by 0. De Bandt & B. Camara & P. Pessarossi & M. Rose - 10 What is the information content of the SRISK measure as a supervisory tool?
by S. Tavolaro & F. Visnovsky
2013
- 9 Deposit Insurance Adoption and Bank Risk-Taking: the Role of Leverage
by M. Lé - 8 The Real Effects of Bank Capital Requirements
by M. Brun & H. Fraisse & D. Thesmar - 7 Ex Ante Capital Position, Changes in the Different Components of Regulatory Capital and Bank Risk
by B. Camara & L. Lepetit & A. Tarazi - 6 Measuring Systemic Risk in a Post-Crisis World
by O. de Bandt & J.-C. Héam & C. Labonne & S. Tavolaro - 5 Banking regulation and supervision in the next 10 years and their unintended consequences
by D. Nouy - 4 Analyse du risque de contrepartie de la réassurance pour les assureurs français
by L. Frey & S. Tavolaro & S. Viol - 3 Les risques du Shadow banking en Europe : le point de vue du superviseur bancaire
by D. Nouy - 2 Stress-testing banks’ corporate credit portfolio
by O. de Bandt & N. Dumontaux & V. Martin & D. Médée - 1 Stress-testing banks’ corporate credit portfolio
by O. de Bandt & N. Dumontaux & V. Martin & D. Médée