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Predicting financial distress in a high-stress financial world : the role of option prices as bank risk metrics
Coffinet, Jérôme; Pop, Adrian; Tiesset, Muriel - 2010
Persistent link: https://www.econbiz.de/10009381117
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Monitoring financial distress in a high-stress financial world : the role of option prices as bank risk metrics
Coffinet, Jérôme; Pop, Adrian; Tiesset, Muriel - In: Journal of financial services research : JFSR 44 (2013) 3, pp. 229-257
Persistent link: https://www.econbiz.de/10010336307
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Predicting Financial Distress in a High-Stress Financial World : The Role of Option Prices as Bank Risk Metrics
Coffinet, Jérôme; Pop, Adrian; Tiesset, Muriel - 2010
The current financial crisis offers a unique opportunity to investigate the leading properties of market indicators in a stressed environment and their usefulness from a banking supervision perspective. One pool of relevant information that has been little explored in the empirical literature is...
Persistent link: https://www.econbiz.de/10014187825
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Two-way interplays between capital buffers, credit and output : evidence from French banks
Coffinet, Jérôme; Coudert, Virginie; Pop, Adrian; … - 2011
Persistent link: https://www.econbiz.de/10009382031
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Two-way interplays between capital buffers and credit growth : evidence from French banks
Coffinet, Jérôme; Coudert, Virginie; Pop, Adrian; … - In: Journal of international financial markets, … 22 (2012) 5, pp. 1110-1125
Persistent link: https://www.econbiz.de/10010220183
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La prévision des taux d'intérêt à partir de contrats futures : l'apport de variables économiques et financières
Coffinet, Jérôme (contributor) - 2008
Persistent link: https://www.econbiz.de/10003796549
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From macro to micro : the French experience on credit risk stress-testing
Tiesset, Muriel; Martin, Clément - In: Stress-testing the banking system : methodologies and …, (pp. 238-260). 2009
Persistent link: https://www.econbiz.de/10003906144
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Bank liquidity and financial stability
Valla, Natacha; Saes-Escorbiac, Béatrice; Tiesset, Muriel - In: Financial stability review : FSR 9 (2006), pp. 89-104
Persistent link: https://www.econbiz.de/10003418766
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Regulatory capital and economic capital
Tiesset, Muriel; Troussard, Philippe - In: Financial stability review : FSR (2005) 7, pp. 59-74
Persistent link: https://www.econbiz.de/10003229692
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La politique de Dette Subordonnée comme alternative au IIIe Pilier de Bâle II : est-elle faisable?
Pop, Adrian - In: Recherches économiques de Louvain 71 (2005) 2, pp. 193-222
Persistent link: https://www.econbiz.de/10002984632