Guillaume Arnould

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES)

PhD Student

106-112 Boulevard de l'hopital

106-112 Boulevard de l'Hôpital

Paris Cedex 13, 75647

France

  • Bank of England

  • Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES)

SCHOLARLY PAPERS

4

DOWNLOADS

609

SSRN CITATIONS
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in Total Papers Citations

18

CROSSREF CITATIONS

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Scholarly Papers (4)

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1.

Capital and Liquidity Interaction in Banking

Bank of England Working Paper No. 840, December 2019
Number of pages: 50 Posted: 24 Dec 2019 Last Revised: 23 Jun 2020
Jonathan Acosta Smith, Guillaume Arnould, Guillaume Arnould, Kristoffer Milonas and Quynh-Anh Vo
Bank of England, Bank of EnglandUniversité Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES), Bank of England and Bank of England
Downloads 183 (314,875)

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banking, liquidity transformation, capital requirements and financial regulation

2.

Bank Funding Costs and Solvency

Downloads 163 (348,686)
Citation 7

Bank Funding Costs and Solvency

Number of pages: 39 Posted: 09 Jan 2020
Cosimo Pancaro, Dawid Żochowski, Guillaume Arnould and Guillaume Arnould
European Central Bank (ECB), European Central Bank and Bank of EnglandUniversité Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES)
Downloads 84 (573,389)
Citation 1

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banks, funding costs, solvency

Bank Funding Costs and Solvency

Bank of England Working Paper No. 853
Number of pages: 38 Posted: 04 Jan 2021
Guillaume Arnould, Guillaume Arnould, Cosimo Pancaro and Dawid Żochowski
Bank of EnglandUniversité Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES), European Central Bank (ECB) and European Central Bank
Downloads 79 (595,344)
Citation 7

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Banks, solvency, funding costs

3.

(When) Do Banks React to Anticipated Capital Reliefs?

Downloads 155 (363,663)
Citation 1

(When) Do Banks React to Anticipated Capital Reliefs?

Bank of England Working Paper No. 889, Swiss Finance Institute Research Paper No. 20-113
Number of pages: 35 Posted: 19 Nov 2020 Last Revised: 04 May 2023
Guillaume Arnould, Guillaume Arnould, Benjamin Guin, Steven Ongena and Paolo Siciliani
Bank of EnglandUniversité Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES), Bank of England, University of Zurich - Department Finance and Bank of England
Downloads 125 (432,395)

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Bank regulation, mortgage lending, supervisory review process, capital requirements

(When) Do Banks React to Anticipated Capital Reliefs?

Number of pages: 32 Posted: 18 Mar 2022
Guillaume Arnould, Guillaume Arnould, Benjamin Guin, Steven Ongena and Paolo Siciliani
Bank of EnglandUniversité Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES), Bank of England, University of Zurich - Department Finance and Bank of England
Downloads 30 (912,985)

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Bank Regulation, Mortgage Lending, Supervisory Review Process, Capital Requirements

4.

Liquidity and Equity Short Term Fragility: Stress Tests for the European Banking System

Number of pages: 38 Posted: 27 May 2016 Last Revised: 15 May 2017
Guillaume Arnould, Guillaume Arnould, Catherine Bruneau and Zhun Peng
Bank of EnglandUniversité Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES), Université Paris X Nanterre and University of Evry, EPEE
Downloads 108 (480,593)

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Stress test, Financial Stability, Extreme Risks, Bank Balance Sheet, Systemic Risk, Copula, Risk factors