FSA ULaval
Quebec G1V 0A6
Canada
Université Laval
SSRN RANKINGS
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Moral Hazard, Risk-Taking, Capital, Deposit Insurance, Bank Regulation
Government loan guarantee, financial guarantees, government direct investment, public-private partnership (PPP)
Equilibrium, Endogenous risk choices, Financial guarantee, Insurance, Moral hazard, Risk sharing
Capital Buffer, Risk, Performance, Basel Accords, Regulation, Business Cycles, Canadian Banks
Correlation, Credit insurance, Credit risk, Maturity
Bank regulatory closure rules or policy parameter, bank insolvency, regulatory forbearance, market-based closure rules, financial crises
Contingent-claims analysis, Credit risk, Financial guarantee, Insurance, Maturity choices, Project implementation
Capital regulation, Credit union capital, Business cycle fluctuations, Countercyclical capital buffer, Conservative capital buffer, Basel III
Financial guarantee, Credit insurance, Dynamic hedging, Portfolio replication
Pricing CAT bonds, HARA, Statistical analyses of CAT bond spreads, Nonparametric specification tests, Econometric pricing models, Out-of-sample analysis
Option pricing, Regime-switching, Hidden Markov Models, Esscher transform, Path-dependence
CAT bond valuation, catastrophic and currency exchange risk, jump-diffusion
Capital ratio, leverage ratio, Basel Accords, regulation, Canadian banks, US banks
Capital adjustment level/speed, Insolvency risk, Profitability, Underwriting cycles, Property-liability insurance
Catastrophe bonds, CAT bond Swiss Re indices, Regime-switching GARCH models
Distortion operator, Arbitrage-free pricing, Wang transform, Insurance pricing, Contingent claim pricing, Pricing of CAT bonds, Distortion risk measure
Municipal bonds, bond insurance, yields at issue, business cycles
Cat bond, Catastrophe bond, Catastrophe risk, Floods, Insurance, Risk management, Risk transfer, Securitization
Catastrophe Bonds, Asset Allocation, Factor Investing, Diversification, Stochastic Dominance Efficiency, Mean-Variance Spanning, Portfolio Optimization, Time Varying, Regime Switching, Dynamic Correlation
Bank regulation, Regulatory forbearance, Forecasting, Economic growth
asset allocation, catastrophe bonds, diversification, dynamic correlation, factor investing, mean‐variance spanning, portfolio optimization, regime switching, stochastic dominance efficiency, time varying
Catastrophe bonds, Reinsurance, Risk management, Contingent claims analysis
Interest Rate Swap, Counterparty Credit Risk, Credit Value Adjustment (CVA), Wrong-Way Risk, Overnight Indexed Swap (OIS)
Municipal bonds, bond insurance, yields at issue, interest rates, business cycles
