Joint research unit 7235
Thesis Topic
Banking prudential regulation efficiency – The return of the leverage ratio
(defended on November, 5th 2020).
Contact
Université Paris Nanterre
200 avenue de la République
Nanterre – 92000
Bâtiment G – 6ème étage, bureau G601
Mail : pierre(.)alexis(.)durand(@)hotmail(.)fr
Personal website is available here.
Education
2017-2020 : Phd Economics, under supervision of Prof. Valérie Mignon
2016-2017 : MSc, “Economie Internationale, Politiques Macroéconomiques et Conjoncture” (EIPMC), Université Paris Nanterre
2015-2016 : MSc, Applied Economics, Université Paris Nanterre
2013-2015 : Bachelor, Economics and management, Université Paris Nanterre
2010-2013 : Classes Préparatoires aux Grandes Ecoles, ENC Béssières
On going work
– Durand P. & Le Quang G., 2020, What do bnkruptcy prediction models tell us about banking regulation? Evidence from statistical and learning approaches
Working paper
– Durand P. & Le Quang G., 2020, Banks to basics! Why should banking regulation focus on equity
– Durand P., 2019, Determinants of banks’s profitability: Do Basel III liquidity and capital ratios matter?
– Durand P., 2018, On the impact of capital and liquidity ratios on financial stability
– Durand P., 2017, Impact du financement par fonds de pension sur la performance des enrteprises du CAC 40
Referee
– Referee for International Economics
– Discussant at the doctoral day 2017/12 – Exigence en capital réglementaire et procyclicité sous Solvabilité II (L. Azzouz)
– Junior discussant and referee for EconomiX
Research topics
– Banking regulation
– Machine learning
– Pension funds investments in CAC 40 firms
– Efficient Market Hypothesis and currency war
For students
1st Semestre
– L3 (économie & éco-droit – S5), Pratique de l’économétrie : Lien Dropbox
– M1 (EA & MBFA – S7), Econométrie sous R et python : Lien Dropbox
– M2 (GDA – S9), Exploitation des données massives en finance : Lien Dropbox
2nd Semestre
– M1 (EA & MBFA – S8), Atelier d’économétrie sous R & python : Lien Dropbox
