Zobrazeno 1 - 10
of 16
pro vyhledávání: '"Sylvain Benoit"'
Autor:
Tidiane Diallo , Ousmane Dembele , Dominique Patomo Arama, Kouassi Goh Sylvain , Benoit, Yaranga Koumare and Ababacar Maiga
In Africa, a number of factors contribute to the proliferation of counterfeit medicines: lack and inadequacy of technical personnel and qualified structures to control the quality of medicines, corruption, absence or weakness of national pharmaceutic
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b469109f66eb84ec6c5506c6192ea58c
Autor:
Alain Monfort, Jean Michel Beacco, Catherine Lubochinsky, Caroline Hillairet, Marie Brière, Sylvain Benoit
Publikováno v:
Journal of Asset Management. 20:413-420
Autor:
Sylvain Benoit, Maroua Riabi
Publikováno v:
SSRN Electronic Journal.
We propose a model with incomplete information where a distressed bank asks its creditor, a healthy bank, to reduce its debt. Given the information disclosed by the regulator about the asset quality of the distressed bank and its possible bailout by
Autor:
Thomas Raffinot, Sylvain Benoit
Ensemble machine learning algorithms (random forest and boosting) are applied to quickly and accurately detect economic turning points in the United States and in the Eurozone over the past three decades. The two key features of those algorithms are
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2fe4093c496b0efcac45af63d0c63393
https://hal.archives-ouvertes.fr/hal-02292317
https://hal.archives-ouvertes.fr/hal-02292317
We derive several popular systemic risk measures in a common framework and show that they can be expressed as transformations of market risk measures (e.g., beta). We also derive conditions under which the different measures lead to similar rankings
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::049cf7e0c652a67d6b904530fdb72c66
https://hal.archives-ouvertes.fr/hal-02292323
https://hal.archives-ouvertes.fr/hal-02292323
Publikováno v:
Journal of Financial Intermediation
Journal of Financial Intermediation, 2019, 38 (April 2019), ⟨10.1016/j.jfi.2018.05.004⟩
Journal of Financial Intermediation, Elsevier, 2019, 38, pp.19-44. ⟨10.1016/j.jfi.2018.05.004⟩
Journal of Financial Intermediation, 2019, 38 (April 2019), ⟨10.1016/j.jfi.2018.05.004⟩
Journal of Financial Intermediation, Elsevier, 2019, 38, pp.19-44. ⟨10.1016/j.jfi.2018.05.004⟩
We identify several shortcomings in the systemic-risk scoring methodology currently used to identify and regulate Systemically Important Financial Institutions (SIFIs). Using newly-disclosed regulatory data for 119 US and international banks, we show
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8e5e29955a9f2adb2df7ac60f4e7ba3e
https://hal.archives-ouvertes.fr/hal-02292305
https://hal.archives-ouvertes.fr/hal-02292305
Autor:
Sylvain Benoit
Publikováno v:
SSRN Electronic Journal.
I propose a new systemic-risk score to identify and regulate systemically important financial institutions (SIFIs) by using an alternative weighting scheme based on volatility to aggregate all systemic-risk facets. Following a portfolio management ap
Publikováno v:
SSRN Electronic Journal.
Publikováno v:
Review of Finance
Review of Finance, Oxford University Press (OUP): Policy F-Oxford Open Option D, 2017, 21 (1), pp.109-152. ⟨10.1093/rof/rfw026⟩
Review of Finance, Oxford University Press (OUP): Policy F-Oxford Open Option D, 2017, ⟨10.1093/rof/rfw026⟩
Review of Finance, Oxford University Press (OUP): Policy F-Oxford Open Option D, 2017, 21 (1), pp.109-152. ⟨10.1093/rof/rfw026⟩
Review of Finance, Oxford University Press (OUP): Policy F-Oxford Open Option D, 2017, ⟨10.1093/rof/rfw026⟩
International audience; We review the extensive literature on systemic risk and connect it to the current regulatory debate. While we take stock of the achievements of this rapidly growing field, we identify a gap between two main approaches. The fir
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::aa654c54ed74a34ab50de9a910e1167f
https://halshs.archives-ouvertes.fr/halshs-01142014
https://halshs.archives-ouvertes.fr/halshs-01142014
Publikováno v:
Review of Finance
Review of Finance, Oxford University Press (OUP): Policy F-Oxford Open Option D, 2015, 19 (6), ⟨10.1093/rof/rfu050⟩
Review of Finance, Oxford University Press (OUP): Policy F-Oxford Open Option D, 2015, 19 (6), ⟨10.1093/rof/rfu050⟩
International audience; We show how to reverse-engineer banks’ risk disclosures, such as value-at-risk, to obtain an implied measure of their exposures to equity, interest rate, foreign exchange, and commodity risks. Factor implied risk exposures a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::76b1ddcf81d7aaa7d9cc081d59bcde4d
https://hal.archives-ouvertes.fr/hal-01485613
https://hal.archives-ouvertes.fr/hal-01485613