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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Liquidity in the banking sector.

Analyse de la réactivité, Banking liquidity, Basel III, Cash holding motives, Cox regression, Création de liquidité, Difference-in-difference, Différence dans la différence, GMM, Liquidity creation, Liquidité bancaire, Motivations pour détenir des liquidités, Sensitivity analysis

Measuring and managing operational risk in the insurance and banking sectors.

Basel III, Bayesian Statistics, Bâle III, Estimation risk, Extreme Value Theory, Loss Distribution Approach, ORSA, Operational risk, Risque d'estimation, Risque opérationnel, Solvabilité II, Solvency II, Statistique Bayésienne, Théorie des valeurs extrêmes

Essays on bank network characteristics : implications for bank capital and liquidity regulation and for monetary policy.

Basel III, Bâle III, Capital buffer, Interbank network topology, Liquidity risk, Risque de liquidité, Stock de capital, Topologie du réseau interbancaire

The Joint Regulation of Bank Liquidity and Bank Capital.

Bank capital, Bank liquidity, Basel III, Lending, Net stable funding ratio

Bank Liquidity Management and Bank Capital Shocks.

Bank capital, Bank liquidity, Basel III, Lending, Net stable funding ratio

Liquidity Regulation and Bank Lending.

Bank Lending, Basel III, Liquidity Balance Rule, Liquidity Coverage Ratio, Liquidity Regulation, Propensity Score Matching, Quasi-natural experiment

Do banks differently set their liquidity ratios based on their network characteristics?

Basel III, Financial Crisis, Interbank network topology, Liquidity risk

Liquidity Regulation and Bank Lending.

Bank Lending, Basel III, Liquidity Balance Rule, Liquidity Coverage Ratio, Liquidity Regulation, Propensity Score Matching

Essays on the stability of the banking sector: analyses on accounting data of American banks.

Activity diversification, Bank failure, Basel III, Bâle III, Diversification des activités, Faillite bancaire, Leverage ratio, Logit, Modèle Logit, Ratio de levier, Regulatory reforms, Réformes réglementaires