Évaluation du risque systémique bancaire

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Braouezec, Yann | 2016

Le Comité de Bâle a élaboré une méthodologie pour évaluer l’importance systémique d’une banque, qui se mesure par un score final fondé sur cinq indicateurs. Cette approche présente l’avantage d’être simple, mais elle confère à la ...

Risk-Based Capital Requirements and Optimal Liquidation in a Stress Scenari...

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Braouezec, Yann | 2018-03-01

International audience. We develop a simple yet realistic framework to analyze the impact of an exogenous shock on a bank’s balance-sheet and its optimal response when it is constrained to maintain its risk-based ca...

Strategic fire-sales and price-mediated contagion in the banking system

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Braouezec, Yann | 2019-05

International audience. We consider a price-mediated contagion framework in which each bank, after an exogenous shock, may have to sell assets in order to comply with regulatory constraints. Interaction between bank...

Ethics and cancer: main theme in human and social sciences in a first-degre...

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Aiguier, G. | 2013-06-15

International audience

Reinventing science and technology entrepreneurship education: The role of ...

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Yami, Saïd | 2021-03

International audience

« Conciliation vie privée vie professionnelle » : plusieurs termes pour une...

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Verstaevel, N. | 2020-12-31

The role of the leverage effect in the price discovery process of credit ma...

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Zimmermann, Paul | 2021-01-31

Combating climate change and controlling energy demand: introduction to the...

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Aubrée, Loïc | 2017-07-28

International audience

New indices to characterize drawing behavior in humans (Homo sapiens) and c...

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Martinet, Lison | 2021

International audience