Université d'Orléans
Rue de Blois B.P. 6739 45
France
University of Orleans
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Banking Regulation, Systemically Important Financial Firms, Marginal Expected Shortfall, SRISK, CoVaR, Systemic vs. Systematic Risk
Banking, Macroprudential Regulation, Systemically Important Financial In- stitutions, Financial Crises, Too-Big-To-Fail
Financial risk management, Tail Risk, Basel III
Asset management, passive investment, derivatives, optimal collateral portfolio, systemic risk
G-SIFI, regulatory capital, Basel Committee
Collateral Requirements, Futures Markets, Tail Risk, Derivatives Clearing
Herding, Risk Disclosure, (Stressed) Value-at-Risk, Regulatory Capital
Collateral, Counterparty Risk, Derivatives Markets, Extreme Dependence
Risk management; Credit scoring; Machine Learning; Interpretability; Econometrics
Bootstrap, Grouped Ranking, Risk Measures, Uncertainty
Infrastructure, Threshold Panel Regression Models
Realized Betas, CAPM, Multifactor Pricing Models, High Frequency Data, Robust Estimation
Fairness; Credit scoring models; Discrimination; Machine Learning; Artificial Intelligence
panel regression, financial analysts, forecasts, accuracy, optimism, pessimism, soft information
Investment and Investment Climate, Economic Theory & Research, Markets and Market Access, Public Sector Economics & Finance, Economic Stabilization
peer-review process, data availability policy, open science, confidential data, replicability
disequilibrium, monetary standard and regimes, non-stationarity and cointegration, transition, Poland
Economic Theory & Research, Banks & Banking Reform, Debt Markets, Currencies and Exchange Rates, Markets and Market Access
granularity, bank concentration, cyclicality of credit, liquidity risk
Feldstein Horioka Puzzle, Panel Smooth Threshold Regression Models, saving-investment association, capital mobility
portfolio inflows, unconventional monetary policy, emerging market economies, cross-country heterogeneity, time variability, nonlinearity, panel smooth transition regression model
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Disequilibrium, Monetary standard and regimes, Non-stationarity and cointegration, Transition, Poland
