Sylvain Benoit

Université Paris Dauphine - LEDa-SDFi

Place du Maréchal de Lattre de Tassigny

Paris, Cedex 16 75775

France

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 7,261

SSRN RANKINGS

Top 7,261

in Total Papers Downloads

6,462

SSRN CITATIONS
Rank 10,987

SSRN RANKINGS

Top 10,987

in Total Papers Citations

30

CROSSREF CITATIONS

62

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 3,178 (3,539)
Citation 46

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 1,725 (9,914)
Citation 48

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 568 (49,906)
Citation 5

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 409 (74,923)
Citation 1

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
Independent and Université Paris Dauphine - LEDa-SDFi
Downloads 329 (96,043)
Citation 1

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 95 (287,906)

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 94 (289,869)

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 64 (362,302)

Abstract:

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