Sylvain Benoit

Université Paris Dauphine - LEDa-SDFi

Place du Maréchal de Lattre de Tassigny

Paris, Cedex 16 75775

France

  • Université Paris Dauphine - LEDa-SDFi

SCHOLARLY PAPERS

12

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218

Scholarly Papers (12)

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1.

A Theoretical and Empirical Comparison of Systemic Risk Measures

HEC Paris Research Paper No. FIN-2014-1030
Number of pages: 47 Posted: 21 Dec 2011 Last Revised: 21 Jan 2014
Sylvain Benoit, Gilbert Colletaz, Christophe Hurlin and Christophe Pérignon
Université Paris Dauphine - LEDa-SDFi, University of Orleans, University of Orleans and HEC Paris - Finance Department
Downloads 4,323 (5,069)
Citation 56

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Banking Regulation, Systemically Important Financial Firms, Marginal Expected Shortfall, SRISK, CoVaR, Systemic vs. Systematic Risk

2.

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
Sylvain Benoit, Jean-Edouard Colliard, Christophe Hurlin and Christophe Pérignon
Université Paris Dauphine - LEDa-SDFi, HEC Paris - Finance Department, University of Orleans and HEC Paris - Finance Department
Downloads 2,629 (11,254)
Citation 152

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

3.

Investing Through Economic Cycles with Ensemble Machine Learning Algorithms

Number of pages: 47 Posted: 28 May 2016 Last Revised: 11 Dec 2018
Thomas Raffinot and Sylvain Benoit
AXA-IM and Université Paris Dauphine - LEDa-SDFi
Downloads 707 (78,260)
Citation 3

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Random Forest, Boosting, Economic cycles, Profit maximization measures, Model Confidence Set, Machine Learning, Turning Points Detection

4.

Pitfalls in Systemic-Risk Scoring

HEC Paris Research Paper No. FIN-2013-1005
Number of pages: 81 Posted: 28 Sep 2013 Last Revised: 09 Feb 2018
Sylvain Benoit, Christophe Hurlin and Christophe Pérignon
Université Paris Dauphine - LEDa-SDFi, University of Orleans and HEC Paris - Finance Department
Downloads 674 (83,183)
Citation 6

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G-SIFI, regulatory capital, Basel Committee

5.

Implied Risk Exposures

HEC Paris Research Paper No. FIN-2013-1012
Number of pages: 53 Posted: 22 May 2013 Last Revised: 08 Oct 2014
Sylvain Benoit, Christophe Hurlin and Christophe Pérignon
Université Paris Dauphine - LEDa-SDFi, University of Orleans and HEC Paris - Finance Department
Downloads 467 (131,436)
Citation 1

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Herding, Risk Disclosure, (Stressed) Value-at-Risk, Regulatory Capital

6.

Smart Systemic-Risk Scores

Number of pages: 62 Posted: 06 Nov 2018 Last Revised: 07 Feb 2023
Sylvain Benoit
Université Paris Dauphine - LEDa-SDFi
Downloads 230 (282,223)

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Systemic Risk; Risk Management; Macroprudential Regulation; Global Systemically Important Banks; Covid-19.

7.

Bail-in vs. Bailout: A Persuasion Game

Université Paris-Dauphine Research Paper No. 3736093
Number of pages: 52 Posted: 06 Jan 2021 Last Revised: 30 Jan 2024
Sylvain Benoit and Maroua Riabi
Université Paris Dauphine - LEDa-SDFi and Université Paris Dauphine
Downloads 170 (373,225)

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Banking resolution, bail-in, bailout, disclosure policy, moral hazard.

8.

Identifying SIFIs: Toward the Simpler Approach

Number of pages: 33 Posted: 22 May 2013 Last Revised: 02 Oct 2018
Sylvain Benoit, Jérémy Dudek and Manizha Sharifova
Université Paris Dauphine - LEDa-SDFi, National Institute of Statistics and Economic Studies (INSEE) - Laboratory of Finance and Insurance and University of California, Santa Cruz
Downloads 128 (471,324)

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Banking Regulation, Systemic Risk

9.

Where is the System?

Number of pages: 46 Posted: 01 Aug 2013 Last Revised: 14 Mar 2014
Sylvain Benoit
Université Paris Dauphine - LEDa-SDFi
Downloads 99 (571,245)

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systemic risk, financial regulation, SRISK, G-SIBs, D-SIBs

10.

Safe Distance to Systemic Risk

Université Paris-Dauphine Research Paper No. 5040766
Number of pages: 50 Posted: 04 Dec 2024
Sylvain Benoit and Renzhi Liu
Université Paris Dauphine - LEDa-SDFi and Université Paris Dauphine - LEDa-SDFi
Downloads 84 (633,030)

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Systemic risk, Extreme Value Theory, VaR Co-Exceptions, Financial crises

11.

Managing a Lazy Investment: Being Actively Passive

Université Paris-Dauphine Research Paper No. 5053272
Number of pages: 50 Posted: 13 Dec 2024
Sylvain Benoit, Jérémy Dudek and Indigo Jones
Université Paris Dauphine - LEDa-SDFi, National Institute of Statistics and Economic Studies (INSEE) - Laboratory of Finance and Insurance and University of Orleans
Downloads 41 (905,173)

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Robo-Advising, Portfolio Choices, Individual Investors, Saving Behavior, Household Finance JEL classification: G11

12.

Shortfall in Tax Revenue: Evaluating Social Security Contribution Fraud in France

Université Paris-Dauphine Research Paper No. 5054436
Number of pages: 47 Posted: 13 Dec 2024
Sylvain Benoit, Christophe Hurlin and Denisa Banulescu Radu
Université Paris Dauphine - LEDa-SDFi, University of Orleans and University of Orleans
Downloads 27 (1,049,621)

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Social Contribution Fraud, Tax Shortfall, Double truncation model JEL classification: C01, C13, C35, H26