Joint research unit 7235

Pierre Durand

Research focus : Macroéconomie Internationale, Banque et Econométrie Financière

Sous la direction de :
Valérie Mignon

Thesis subject: Efficacité de la réglementation prudentielle bancaire

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

  

x Link

 

 

AGENDA

Thursday 8 December 2022

Lunch

Georges Prat

12h - 13h, salle 110

Modeling ex-ante risk premiums in the oil market

Thursday 8 December 2022

Modeling ex-ante risk premiums in the oil market

Georges Prat

12h - 13h, salle 110

Modeling ex-ante risk premiums in the oil market

Monday 12 December 2022

Unemployment Insurance Eligibility and Employment Duration

Clément Brébion (Copenhagen BS)

En salle 614 et en distanciel

Unemployment Insurance Eligibility and Employment Duration

Monday 12 December 2022

Law, Institutions and Economics in Nanterre (LIEN)

Clément Brébion (Copenhagen BS)

En salle 614 et en distanciel

Unemployment Insurance Eligibility and Employment Duration

Tuesday 13 December 2022

Riding together: eliciting travelers’ preferences for long-distance carpooling

Nicolas Astier (Paris School of Economics)

16h-17h

Riding together: eliciting travelers’ preferences for long-distance carpooling

Tuesday 13 December 2022

Développement Durable Environnement et Energie (DDEE)

Nicolas Astier (Paris School of Economics)

16h-17h

Riding together: eliciting travelers’ preferences for long-distance carpooling

Wednesday 14 December 2022

Économies du monde musulman

Mohamed Touati Tliba (École Supérieure de Commerce, Alger)

The scientific wealth of nations with special reference to MENA region: a cross-country productivity analysis of academic research

Wednesday 14 December 2022

The scientific wealth of nations with special reference to MENA region: a cross-country productivity analysis of academic research

Mohamed Touati Tliba (École Supérieure de Commerce, Alger)

The scientific wealth of nations with special reference to MENA region: a cross-country productivity analysis of academic research

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