Amir Khalilzadeh

Swiss Finance Institute @ EPFL

Postdoctoral Researcher

UNIL Chamberonne

Ext 248

1015 Lausanne, CH-1015

Switzerland

SCHOLARLY PAPERS

3

DOWNLOADS

300

CITATIONS

0

Scholarly Papers (3)

1.

Collateralization, Leverage, and Stressed Expected Loss

Swiss Finance Institute Research Paper No. 15-24
Number of pages: 63 Posted: 12 Aug 2015
Eric Jondeau and Amir Khalilzadeh
University of Lausanne - Faculty of Business and Economics (HEC Lausanne) and Swiss Finance Institute @ EPFL
Downloads 120 (231,862)

Abstract:

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Real business cycle model, Capital shortfall, Systemic risk, Collateral, Leverage

2.

Collateralization, Leverage, and Stressed Expected Loss

Journal of Financial Stability, Forthcoming
Number of pages: 44 Posted: 06 Oct 2015 Last Revised: 15 Feb 2017
Eric Jondeau and Amir Khalilzadeh
University of Lausanne - Faculty of Business and Economics (HEC Lausanne) and Swiss Finance Institute @ EPFL
Downloads 91 (280,336)

Abstract:

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Real business cycle model, Systemic risk, Collateral, Leverage

3.

Measuring the Capital Shortfall of Large U.S. Banks

Swiss Finance Institute Research Paper No. 18-11
Number of pages: 57 Posted: 20 Feb 2018 Last Revised: 16 Apr 2019
Eric Jondeau and Amir Khalilzadeh
University of Lausanne - Faculty of Business and Economics (HEC Lausanne) and Swiss Finance Institute @ EPFL
Downloads 89 (284,321)

Abstract:

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Systemic Risk, Capital Shortfall, Stress Test, Multifactor Model