Jean-Edouard Colliard

HEC Paris - Finance Department

Assistant Professor

France

SCHOLARLY PAPERS

13

DOWNLOADS
Rank 8,616

SSRN RANKINGS

Top 8,616

in Total Papers Downloads

5,681

SSRN CITATIONS
Rank 4,657

SSRN RANKINGS

Top 4,657

in Total Papers Citations

73

CROSSREF CITATIONS

176

Scholarly Papers (13)

1.

Where the Risks Lie: A Survey on Systemic Risk

HEC Paris Research Paper No. FIN-2015-1088
Number of pages: 58 Posted: 15 Mar 2015 Last Revised: 09 Feb 2016
Université Paris Dauphine - LEDa-SDFi, HEC Paris - Finance Department, University of Orleans and HEC Paris - Finance Department
Downloads 1,766 (9,767)
Citation 52

Abstract:

Loading...

Banking, Macroprudential Regulation, Systemically Important Financial In- stitutions, Financial Crises, Too-Big-To-Fail

Financial Transaction Taxes, Market Composition, and Liquidity

Journal of Finance, Forthcoming
Number of pages: 94 Posted: 12 Feb 2013 Last Revised: 01 Nov 2016
Jean-Edouard Colliard and Peter Hoffmann
HEC Paris - Finance Department and European Central Bank (ECB) - Directorate General Research
Downloads 900 (26,841)
Citation 14

Abstract:

Loading...

Financial transaction tax, institutional trading, liquidity, high-frequency trading

Financial Transaction Taxes, Market Composition, and Liquidity

ECB Working Paper No. 2030
Number of pages: 98 Posted: 07 Mar 2017
Jean-Edouard Colliard and Peter Hoffmann
HEC Paris - Finance Department and European Central Bank (ECB) - Directorate General Research
Downloads 75 (341,769)
Citation 1

Abstract:

Loading...

Financial Transaction Tax, Institutional Trading, Liquidity, High-Frequency Trading

3.
Downloads 385 ( 81,839)
Citation 37

Trading Fees and Efficiency in Limit Order Markets

Number of pages: 57 Posted: 12 May 2011 Last Revised: 15 Mar 2013
Jean-Edouard Colliard and Thierry Foucault
HEC Paris - Finance Department and HEC Paris - Finance Department
Downloads 377 (83,141)
Citation 9

Abstract:

Loading...

Limit order markets, trading fees, make/take fees, inter-market competition, liquidity.

Trading Fees and Efficiency in Limit Order Markets

CEPR Discussion Paper No. DP8395
Number of pages: 68 Posted: 26 May 2011
Jean-Edouard Colliard and Thierry Foucault
HEC Paris - Finance Department and HEC Paris - Finance Department
Downloads 8 (662,119)
Citation 5
  • Add to Cart

Abstract:

Loading...

inter-market competition, Limit order markets, liquidity, make/take fees, OTC markets, trading fees

Catching Falling Knives: Speculating on Liquidity Shocks

Number of pages: 54 Posted: 17 Oct 2012 Last Revised: 19 Nov 2015
Jean-Edouard Colliard
HEC Paris - Finance Department
Downloads 238 (137,369)
Citation 4

Abstract:

Loading...

supply information, non-fundamental uncertainty, market crashes, arbitrage

Catching Falling Knives: Speculating on Market Overreaction

ECB Working Paper No. 1545
Number of pages: 53 Posted: 19 Jun 2013
Jean-Edouard Colliard
HEC Paris - Finance Department
Downloads 140 (221,903)

Abstract:

Loading...

market crashes, speculation, supply information, high-frequency trading

Strategic Selection of Risk Models and Bank Capital Regulation

Number of pages: 55 Posted: 03 Nov 2012 Last Revised: 27 Aug 2014
Jean-Edouard Colliard
HEC Paris - Finance Department
Downloads 219 (149,118)
Citation 1

Abstract:

Loading...

Basel risk-weights, internal risk models, leverage ratio, tail risk

Strategic Selection of Risk Models and Bank Capital Regulation

Forthcoming, Management Science, HEC Paris Research Paper No. 1229
Number of pages: 55 Posted: 18 Sep 2017 Last Revised: 29 Nov 2017
Jean-Edouard Colliard
HEC Paris - Finance Department
Downloads 106 (273,805)
Citation 7

Abstract:

Loading...

basel risk-weights, internal risk models, leverage ratio, supervisory audits

Rational Blinders: Strategic Selection of Risk Models and Bank Capital Regulation

ECB Working Paper No. 1641
Number of pages: 46 Posted: 15 Mar 2014
Jean-Edouard Colliard
HEC Paris - Finance Department
Downloads 44 (444,785)

Abstract:

Loading...

Basel risk-weights, internal risk models, leverage ratio, tail risk

6.

Monitoring the Supervisors: Optimal Regulatory Architecture in a Banking Union

Number of pages: 41 Posted: 05 Jun 2013 Last Revised: 17 Apr 2014
Jean-Edouard Colliard
HEC Paris - Finance Department
Downloads 349 (91,735)
Citation 6

Abstract:

Loading...

banking union, single supervisory mechanism, bank supervision, bank resolution, regulatory federalism

Optimal Supervisory Architecture and Financial Integration in a Banking Union

ECB Working Paper No. 1786
Number of pages: 46 Posted: 20 Jun 2015
Jean-Edouard Colliard
HEC Paris - Finance Department
Downloads 193 (168,037)

Abstract:

Loading...

bank supervision; banking union; financial integration; regulatory federalism; single supervisory mechanism

Optimal Supervisory Architecture and Financial Integration in a Banking Union

HEC Paris Research Paper No. FIN-2018-1319
Number of pages: 58 Posted: 29 Nov 2018
Jean-Edouard Colliard
HEC Paris - Finance Department
Downloads 78 (333,865)
Citation 3

Abstract:

Loading...

banking union, bank supervision, financial integration

Optimal Supervisory Architecture and Financial Integration in a Banking Union

HEC Paris Research Paper, No. FIN-2017-1230
Number of pages: 51 Posted: 21 Sep 2017 Last Revised: 29 Nov 2017
Jean-Edouard Colliard
HEC Paris - Finance Department
Downloads 59 (389,182)
Citation 4

Abstract:

Loading...

banking union, bank supervision, financial integration

8.
Downloads 312 (103,873)
Citation 3

Multinational Banks and Supranational Supervision

HEC Paris Research Paper No. FIN-2016-1152
Number of pages: 57 Posted: 25 Apr 2016 Last Revised: 12 Jan 2017
Giacomo Calzolari, Jean-Edouard Colliard and Gyongyi Loranth
European University Institute - Economics Department (ECO), HEC Paris - Finance Department and University of Vienna
Downloads 216 (151,049)
Citation 3

Abstract:

Loading...

Cross-Border Banks, Multinational banks, Supervision, Monitoring, Regulation, Banking Union

Multinational Banks and Supranational Supervision

Number of pages: 49 Posted: 07 Feb 2017 Last Revised: 11 May 2018
Giacomo Calzolari, Jean-Edouard Colliard and Gyongyi Loranth
European University Institute - Economics Department (ECO), HEC Paris - Finance Department and Centre for Economic Policy Research (CEPR)
Downloads 95 (295,036)

Abstract:

Loading...

Cross-border banks, Multinational banks, Supervision, Monitoring, Regulation, Banking Union

Multinational Banks and Supranational Supervision

CEPR Discussion Paper No. DP11326
Number of pages: 56 Posted: 13 Jun 2016
Giacomo Calzolari, Jean-Edouard Colliard and Gyongyi Loranth
European University Institute - Economics Department (ECO), HEC Paris - Finance Department and University of Vienna
Downloads 1 (725,944)
Citation 1
  • Add to Cart

Abstract:

Loading...

Banking Union, Cross-border banks, Monitoring, Multinational banks, regulation, Supervision

Cash Providers: Asset Dissemination over Intermediation Chains

CEPR Discussion Paper No. DP10747
Number of pages: 65 Posted: 18 Mar 2014 Last Revised: 16 Apr 2017
Jean-Edouard Colliard and Gabrielle Demange
HEC Paris - Finance Department and Paris School of Economics (PSE)
Downloads 245 (133,431)
Citation 10

Abstract:

Loading...

intermediation chains, liquidity, OTC markets, dealer markets

Asset Dissemination Through Dealer Markets

HEC Paris Research Paper No. FIN-2018-1296
Number of pages: 63 Posted: 05 Sep 2018 Last Revised: 02 Nov 2019
Jean-Edouard Colliard and Gabrielle Demange
HEC Paris - Finance Department and Paris School of Economics (PSE)
Downloads 49 (424,877)
Citation 3

Abstract:

Loading...

intermediation chains, liquidity, OTC markets, dealer markets

Inventory Management, Dealers' Connections, and Prices in OTC Markets

HEC Paris Research Paper No. FIN-2018-1286
Number of pages: 60 Posted: 10 Jul 2018 Last Revised: 13 Dec 2019
Jean-Edouard Colliard, Thierry Foucault and Peter Hoffmann
HEC Paris - Finance Department, HEC Paris - Finance Department and European Central Bank (ECB) - Directorate General Research
Downloads 216 (151,049)
Citation 6

Abstract:

Loading...

OTC markets, Interdealer trading, Inventory management

Inventory Management, Dealers' Connections, and Prices in OTC Markets

CEPR Discussion Paper No. DP13093
Number of pages: 64 Posted: 06 Aug 2018
Jean-Edouard Colliard, Thierry Foucault and Peter Hoffmann
HEC Paris - Finance Department, HEC Paris - Finance Department and European Central Bank (ECB) - Directorate General Research
Downloads 0
  • Add to Cart

Abstract:

Loading...

interdealer trading, Inventory management, OTC markets

11.

Financial Restructuring and Resolution of Banks

HEC Paris Research Paper No. FIN-2018-1272
Number of pages: 57 Posted: 23 May 2018
Jean-Edouard Colliard and Denis Gromb
HEC Paris - Finance Department and HEC Paris
Downloads 177 (181,727)
Citation 8

Abstract:

Loading...

Bank resolution, bail-out, bail-in, debt restructuring

12.

The Architecture of Supervision

ECB Working Paper No. 2287 (2019); ISBN 978-92-899-3549-4
Number of pages: 65 Posted: 12 Jun 2019
European Central Bank (ECB) - Directorate General Research, City University London - Sir John Cass Business School, European Central Bank (ECB), HEC Paris - Finance Department, European Central Bank, Financial Research Division, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 68 (359,790)
Citation 2

Abstract:

Loading...

supervisory structure, central banks, lender of last resort, policy coordination

13.
Downloads 62 (377,410)

Measuring Regulatory Complexity

HEC Paris Research Paper No. FIN-2020-1358
Number of pages: 42 Posted: 24 Jan 2020
Jean-Edouard Colliard and Co-Pierre Georg
HEC Paris - Finance Department and University of Cape Town
Downloads 62 (382,590)

Abstract:

Loading...

Financial Regulation, Capital Regulation, Regulatory Complexity, Basel Accords

Measuring Regulatory Complexity

CEPR Discussion Paper No. DP14377
Number of pages: 45 Posted: 11 Feb 2020
Jean-Edouard Colliard and Co-Pierre Georg
HEC Paris - Finance Department and University of Cape Town
Downloads 0
  • Add to Cart

Abstract:

Loading...

Basel Accords, Capital regulation, financial regulation, Regulatory Complexity