Sylvain Benoit

Université Paris Dauphine - LEDa-SDFi

Place du Maréchal de Lattre de Tassigny

Paris, Cedex 16 75775

France

SCHOLARLY PAPERS

7

DOWNLOADS
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4,206

CITATIONS
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Top 33,145

in Total Papers Citations

6

Scholarly Papers (7)

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
Université Paris Dauphine - LEDa-SDFi, University of Orleans, University of Orleans and HEC Paris - Finance Department
Downloads 1,472 (4,371)
Citation 6

Abstract:

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
Université Paris Dauphine - LEDa-SDFi, HEC Paris - Finance Department, University of Orleans and HEC Paris - Finance Department
Downloads 440 (14,299)

Abstract:

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

3.

Implied Risk Exposures

HEC Paris Research Paper No. FIN-2013-1012
Number of pages: 53 Posted: 22 May 2013 Last Revised: 08 Oct 2014
Université Paris Dauphine - LEDa-SDFi, University of Orleans and HEC Paris - Finance Department
Downloads 304 (62,830)

Abstract:

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

4.

Pitfalls in Systemic-Risk Scoring

HEC Paris Research Paper No. FIN-2013-1005
Number of pages: 74 Posted: 28 Sep 2013 Last Revised: 23 Mar 2017
Université Paris Dauphine - LEDa-SDFi, University of Orleans and HEC Paris - Finance Department
Downloads 140 (72,228)

Abstract:

G-SIFI, regulatory capital, Basel Committee

5.

Identifying SIFIs: Toward the Simpler Approach

Number of pages: 33 Posted: 22 May 2013 Last Revised: 22 Oct 2014
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 44 (260,186)

Abstract:

Banking Regulation, Systemic Risk

6.

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 31 (334,758)

Abstract:

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

7.

Systemic-Risk Scoring

Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 37 Posted: 05 Jun 2016 Last Revised: 02 Feb 2017
Université Paris Dauphine - LEDa-SDFi, University of Orleans and HEC Paris - Finance Department
Downloads 0 (400,453)

Abstract:

Banking, Macroprudential Regulation, Systemically Important Financial Institutions, Financial Crises, Financial Risk and Risk Management.