Patrimony

The Louis Bachelier Group's patrimony has been defined as all the publications produced by academic researchers thanks to Group funding (ILB, FdR, IEF, Labex) or via the use of EquipEx data (BEDOFIH, EUROFIDAI).


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An empirical analysis of systemic risk in commodity futures markets.

Commodities, Financialization, Financiarisation, Grande dimension, Graph, Graphe, High dimension, Matières premières, Risque systémique, Systemic risk

Three Essays on Systemic Risk.

Banking Regulation, Capital Réglementaire, CoVaR, Divulgation des risqueDisclosures, Institutions financières d’importance systémique, MES, Regulatory Capital, Risk Disclosure, Risque systémique, Régulation bancaire, SRISK, Systemic Risk, Systemically Important Financial Institutions,, VaR

Dynamic optimal control for distress large financial networks and Mean field systems with jumps.

BSDEs with jumps, Contagion de défauts, Contrôle optimal, Default contagion, EDSRs à champs moyen avec sauts, Financial networks, Graphes aléatoires, Mean field BSDEs, Optimal control, Random graphs, Risque systémique, Réseaux financiers, Systemic risk

Systemic risk measures, banking supervision and financial stability.

Risque systémique

Towards a working crop insurance market : an integrated strategy of systemic risk management.

Agriculture insurance, Assurance agricole, Assurance indicielle, Catastrophe bonds, Crop yield, Gestion du risque, Index insurance, Obligation catastrophe, Rendement, Risk management, Risque systémique, Systemic risk

Banking risk indicators, machine learning and one-sided concentration inequalities.

Banking Risks, Forêts d'arbres décisionnels, K-means, K-moyennes, Modèle Structurel, Random Forests, Risque systémique, Risques bancaires, Structural Model, Systemic Risk, Unimodality, Unimodalité

Derivatives markets : from bank risk management to financial stability.

Central clearing, Compensation centrale, Derivatives, Financial intermediation, Intermédiation financière, Produits dérivés, Risque systémique, Systemic risk

Illiquidity, contagion and systemic risk.

Contagion financière, Econométrie de la Finance, Financial Contagion, Financial Econometrics, Liquidity, Liquidity measures, Liquidité, Mesures de Liquidité, Risque Systémique, Systemic Risk

An empirical analysis of systemic risk in commodity futures markets.

Commodities, Financialization, Financiarisation, Grande dimension, Graph, Graphe, High dimension, Matières premières, Risque systémique, Systemic risk

An assessment of CCP resilience under the new regulatory framework using public data.

Actions, Bonds, Counterparty risk, Derivatives products, Liquidity risk, Loss allocation, Obligations, Pensions livrées, Produits dérivées, Repurchase agreement, Risque de contrepartie, Risque de liquidité, Risque systémique, Répartition des pertes, Shares, Systemic risk

Risk assessment and monitoring of financial conglomerates.

Conglomérat financier, Diversification, Exposition au risque, Financial conglomerate, Financial supervision, Risk exposure, Risque systémique, Surveillance financière, Systemic risk

Three Essays on Financial Risks Using High Frequency Data.

Risque systémique