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A Theory of Profit Sharing Ratio With Adverse Selection : The Case of Islamic Venture Capital

Jouaber, Kaouther; Mehri, Meryem - Université Paris-Dauphine (Paris IX) - 2011

This paper presents a theory for Islamic venture capital namely ‘Mudharabah’ contract under adverse selection problem. In order to avoid selecting a low type entrepreneur for a given good project, the framework defines the profit sharing ratio (PSR) as a screening device. We then develop a...

Persistent link: https://www.econbiz.de/10011082462

Frais, performance et risque des fonds d'investissement islamiques et conventionnels : une approche théorique et empirique

Mehri, Meryem - Université Paris-Dauphine (Paris IX) - 2014

focuses on developing theoretical and empirical analysis framework to explain the fixed and performance fees, the performance … and the investor have respectively an impact on the periodic performance fees (carried interest) during the bargaining … legal, political and economic conditions explain their fees, performance and risk. …

Persistent link: https://www.econbiz.de/10011212048

A Theory of Profit Sharing Ratio under Adverse Selection: The Case of Islamic Venture Capital

Mehri, Meryem; Jouaber, Kaouther - Université Paris-Dauphine (Paris IX) - 2012

Persistent link: https://www.econbiz.de/10010707570

Instruments financiers dérivés

Folus, Didier - Université Paris-Dauphine (Paris IX) - 2010

Persistent link: https://www.econbiz.de/10010707630

Liquidation equilibrium with seniority and hidden CDO

Gouriéroux, Christian; Héam, Jean-Cyprien; Monfort, Alain - Université Paris-Dauphine (Paris IX) - 2013

derivatives written on a single bank name requires a joint analysis of the risks of all banks directly or indirectly …. It is necessary to analyze the contagion of losses among banks, especially the equilibrium of joint defaults and recovery …

Persistent link: https://www.econbiz.de/10011265539

Analyse et mesure du risque systémique

Héam, Jean-Cyprien - Université Paris-Dauphine (Paris IX) - 2015

This thesis contributes to the analysis and measure of systemic risk through four chapters. In the first chapter, we discuss the notion of systemic risk and detail the methodological issues of modeling. The second chapter proposes a structural model of solvency contagion. Within an equilibrium...

Persistent link: https://www.econbiz.de/10011265545

An Alternative Model to Basel Regulation

Aboura, Sofiane; Lépinette-Denis, Emmanuel - Université Paris-Dauphine (Paris IX) - 2014

The post-crisis financial reforms address the need for systemic regulation, focused not only on individual banks but … also on the whole financial system. The regulator principal objective is to set banks' capital requirements equal to …-wide level. We test the adequacy of the model on a data set containing 19 banks of 5 major countries from 2005 to 2012. We …

Persistent link: https://www.econbiz.de/10010790026

Banking relationships and syndicated loans during the 2008 financial crisis

Alexandre, Hervé; Bouaiss, Karima; Refait-Alexandre, … - Université Paris-Dauphine (Paris IX) - 2014

The research shows that banking relationships are important to lending. However, few studies focus on the banking relationships in syndicated loans, although these loans have became a major source of financing. The last financial crisis clearly shows the impacts of credit rationing and...

Persistent link: https://www.econbiz.de/10010960595

Banque et intermédiation financière

Alexandre, Hervé - Université Paris-Dauphine (Paris IX) - 2012

Les banques sont aujourd’hui au centre de nombreux débats et de multiples controverses. Les interrogations suscitées par ces institutions ne sont certes pas nouvelles, mais depuis la crise de 2008, elles concernent des acteurs économiques dont le métier n’est pas directement lié à...

Persistent link: https://www.econbiz.de/10011071976

Les crises économiques et financières et les facteurs favorisant leur occurrence

Cabrol, Sébastien - Université Paris-Dauphine (Paris IX) - 2013

The aim of this thesis is to analyze, from an empirical point of view, both the different varieties of economic and financial crises (typological analysis) and the context’s characteristics, which could be associated with a likely occurrence of such events. Consequently, we analyze both: years...

Persistent link: https://www.econbiz.de/10011074698