Sylvain Benoit

Université Paris Dauphine - LEDa-SDFi

Place du Maréchal de Lattre de Tassigny

Paris, Cedex 16 75775

France

SCHOLARLY PAPERS

8

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6,073

CITATIONS
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SSRN RANKINGS

Top 33,065

in Total Papers Citations

6

Scholarly Papers (8)

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 3,011 (3,514)
Citation 6

Abstract:

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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
Université Paris Dauphine - LEDa-SDFi, HEC Paris - Finance Department, University of Orleans and HEC Paris - Finance Department
Downloads 1,627 (9,902)

Abstract:

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

3.

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
Université Paris Dauphine - LEDa-SDFi, University of Orleans and HEC Paris - Finance Department
Downloads 543 (48,687)

Abstract:

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G-SIFI, regulatory capital, Basel Committee

4.

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 407 (69,647)

Abstract:

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

5.

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
Silex-IP and Université Paris Dauphine - LEDa-SDFi
Downloads 280 (106,126)

Abstract:

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

6.

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 94 (270,171)

Abstract:

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Banking Regulation, Systemic Risk

7.

Smart Systemic-Risk Scores

Number of pages: 49 Posted: 06 Nov 2018 Last Revised: 17 Dec 2018
Sylvain Benoit
Université Paris Dauphine - LEDa-SDFi
Downloads 56 (360,829)

Abstract:

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Systemic Risk, Risk Management, Macroprudential Regulation, Systemically Important Financial Institutions, Banking

8.

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 55 (363,900)

Abstract:

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