Joint research unit 7235

Which Are the SIFIs? A Component Expected Shortfall Approach to Systemic Risk

Journal of Banking and Finance

Finance et assurance

50 - 575 - 588

2015

Georgiana-Denisa Banulescu, Elena Ivona Dumitrescu

popular Marginal ES measure. CES can be used to assess the contribution of a firm to systemic risk at a precise date but also to forecast its contribution over a certain period. The empirical application verifies the ability of CES to identify the most systemically risky firms during the 2007–2009 financial crisis. We show that our measure identifies the institutions labeled as SIFIs by the Financial Stability Board.

AGENDA

Thursday 2 February 2023

Nouveaux doctorants

Nabil Daher, Michaël Guilloussou, Daniela Lima Rente, Maryam Soltani

Nouveaux doctorants

Thursday 2 February 2023

Lunch

Nabil Daher, Michaël Guilloussou, Daniela Lima Rente, Maryam Soltani

Nouveaux doctorants

Thursday 2 February 2023

Groupe de travail Economie Comportementale

Carole Treibich (Laboratoire d'Economie Appliquée de Grenoble GAEL)

Salle 101

Disentangling peer effects in transportation mode choice: the example of active commuting

Thursday 2 February 2023

Disentangling peer effects in transportation mode choice: the example of active commuting

Carole Treibich (Laboratoire d'Economie Appliquée de Grenoble GAEL)

Salle 101

Disentangling peer effects in transportation mode choice: the example of active commuting

Thursday 2 February 2023

Crowd-Based Feedback and Early-Stage Entrepreneurial Performance: Evidence from a Digital Platform

Aurélien Quignon (Université du Luxembourg)

Salle : G614B

Crowd-Based Feedback and Early-Stage Entrepreneurial Performance: Evidence from a Digital Platform

Thursday 2 February 2023

Groupe de travail “Intelligence artificielle”

Aurélien Quignon (Université du Luxembourg)

Salle : G614B

Crowd-Based Feedback and Early-Stage Entrepreneurial Performance: Evidence from a Digital Platform

Tuesday 7 February 2023

Recherche et Economie et Socioéconomie Politique, des Institutions et des Régulations (RESPIR)

Tristan Velardo (Sciences Po Bordeaux, Centre Emile Durkheim)

From the primitive mentality to the civilization of capitalism: Schumpeter, reader of Lévy-Bruh

Tuesday 7 February 2023

From the primitive mentality to the civilization of capitalism: Schumpeter, reader of Lévy-Bruh

Tristan Velardo (Sciences Po Bordeaux, Centre Emile Durkheim)

From the primitive mentality to the civilization of capitalism: Schumpeter, reader of Lévy-Bruh

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