Sylvain Benoit

Université Paris Dauphine - LEDa-SDFi

Place du Maréchal de Lattre de Tassigny

Paris, Cedex 16 75775

France

SCHOLARLY PAPERS

9

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Top 9,899

in Total Papers Downloads

8,653

SSRN CITATIONS
Rank 9,115

SSRN RANKINGS

Top 9,115

in Total Papers Citations

118

CROSSREF CITATIONS

57

Scholarly Papers (9)

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 4,106 (4,634)
Citation 56

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 2,301 (11,772)
Citation 124

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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 649 (74,082)
Citation 6

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G-SIFI, regulatory capital, Basel Committee

4.

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 608 (80,353)
Citation 2

Abstract:

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

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
Université Paris Dauphine - LEDa-SDFi, University of Orleans and HEC Paris - Finance Department
Downloads 448 (117,049)
Citation 1

Abstract:

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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 206 (264,074)

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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 130 (389,972)

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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 120 (414,293)

Abstract:

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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 85 (525,080)

Abstract:

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