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).
Implied Risk Exposures*.
Herding, Regulatory Capital, Risk Disclosure, Stressed Value-at-Risk
Pitfalls in Systemic-Risk Scoring.
Basel Committee, G-SIFI, Regulatory capital
Implied Risk Exposures.
Herding, Regulatory Capital, Risk Disclosure, Stressed Value-at-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
Systemic Risk Score: A Suggestion.
Basel Committee, G-SIFI, Regulatory capital