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Martin, Encarna Garcia San; Martin, Carmen Garcia San; … - HAL - 2008

León Observation Group, "GOL", is one of the devices that constitutes Accem observatories network in Spain. It studies the socio-economic situation of immigrants in a particular territory, Leon. Based on the study results, it aims to plan and develop policies in order to facilitate the social...

Persistent link: https://www.econbiz.de/10010898580

SUGAR. Sustainable Urban Goods Logistics Achieved by Regional and Local Policies. City Logistics Best Practices: a Handbook for Authorities

Dablanc, Laetitia; Patier, Danièle; Gonzalez-Feliu, Jesus - HAL - 2011

This publication is one of the main results of the SUGAR project and it is focused on the Best Practices analysis, a …

Persistent link: https://www.econbiz.de/10010933145

MODEL RISK AND DETERMINATION OF SOLVENCY CAPITAL IN THE SOLVENCY 2 FRAMEWORK

Planchet, Frédéric; Thérond, Pierre-Emanuel - HAL - 2011

This paper investigates the robustness of the Solvency Capital Requirement (SCR) when a log-normal reference model is …

Persistent link: https://www.econbiz.de/10009323500

Understanding and Monitoring Reinsurance Counterparty Risk

Gatumel, Mathieu; Forges, Sabine Lemoyne De - HAL - 2013

We introduce a new measure of risk appetite in financial markets, based on the cross sectional behavior of excess returns. Turning them into probabilities through a Markov Switching model, we define one global risk appetite measure as the cross-sectional average of the individual probabilities...

Persistent link: https://www.econbiz.de/10011026048

Provisions techniques et capital de solvabilité d'une compagnie d'assurance : méthodologie d'utilisation de Value-at-Risk

Thérond, Pierre-Emmanuel; Planchet, Frédéric - HAL - 2007

The advent of the future European prudential framework (Solvency II) and, to a lesser extent, of the phase II of the … mean of a very high order VaR : the solvency capital must to be calibrated to control the ruin if the insurer with a … influence the solvency of the company in order to be able to simulate the ruin of the company and finally to estimate the high …

Persistent link: https://www.econbiz.de/10008792465

Liquidity, risk and occupational choices

Bianchi, Milo; Bobba, Matteo - HAL - 2010

model to highlight how liquidity and insurance constraints respond differently to the time profile of expected cash …

Persistent link: https://www.econbiz.de/10010738986

The Impact of the French Securities Transaction Tax on Market Liquidity and Volatility

Capelle-Blancard, Gunther; Havrylchyk, Olena - HAL - 2013

liquidity and volatility. To identify causality, we rely on the unique design of this tax that is imposed only on large French … measures of liquidity, such as price impact, and no significant effect on volatility. The results are robust if we rely on …

Persistent link: https://www.econbiz.de/10011025599

Export dynamics and sales at home

Berman, Nicolas; Berthou, Antoine; Héricourt, Jérôme - HAL - 2012

How do rms' sales interact across markets? Are foreign and domestic sales complements or substitutes? Using a large French rm-level database that combine balance-sheet and product-destination-speci c export information over the period 1995-2001, we study the interconnections between exports and...

Persistent link: https://www.econbiz.de/10011026174

L'effet de levier de trésorerie

Juhel, Jean-Claude - HAL - 2008

The effect of leverage on liquidity is a tool for analysing the level of liquidity for a given production process. It … measures the sensitivity of the level of liquidity that results from changes in the volume of production and unit operating … flows from production influence liquidity levels. The estimated costs do not directly influence the level of liquidity …

Persistent link: https://www.econbiz.de/10008789411

Share repurchase regulations: do firms play by the rules?

Ginglinger, Edith; Hamon, Jacques - HAL - 2009

adverse effect on liquidity only for the smallest and least liquid firms. …

Persistent link: https://www.econbiz.de/10008790731