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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

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

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. 1110-1126

Persistent link: https://www.econbiz.de/10010032232

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

We assess the extent to which bank capital buffers exacerbate the cyclical behavior of credit. We empirically study the relationships between GDP growth, capital buffers and loan growth with firm-level data for French banks over the period 1993–2009. Based on panel data simultaneous equations...

Persistent link: https://www.econbiz.de/10010588039

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

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

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

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/10009921028

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/10009921037

Bank liquidity and financial stability

Valla, Natacha; Saes-Escorbiac, Beatrice; Tiesset, Muriel - Bank for International Settlements (BIS)

Persistent link: https://www.econbiz.de/10010568944