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).
A Theoretical and Empirical Comparison of Systemic Risk Measures.
Banking Regulation, CoVaR, Marginal Expected Shortfall, SRISK, Systemic vs Systematic Risk, Systemically Important Financial Firms
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
A Theoretical and Empirical Comparison of Systemic Risk Measures.
Banking Regulation, CoVaR, Marginal Expected, SRISK, Shortfall, Systemic vs Systematic Risk, Systemically Important Financial Firms