Saifeddine Ben Hadj

Louvain School of Management (UCL)

Belgium

SCHOLARLY PAPERS

3

DOWNLOADS

87

CITATIONS

2

Scholarly Papers (3)

1.

Financial Institutions Externalities and Systemic Risk: Tales of Tails Symmetry

Number of pages: 50 Posted: 10 Jun 2015 Last Revised: 21 Aug 2015
Saifeddine Ben Hadj
Louvain School of Management (UCL)
Downloads 46 (399,729)

Abstract:

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Regulations ,Financial crisis ,Risk management ,Systemic risk , Tail symmetry, Bank’s externalitites, Extreme Value Theory, Bubbles, Financail stability

2.

Non-Uniform Nested Simulation Algorithms in Portfolio Risk Measurement

Number of pages: 35 Posted: 24 Jan 2015
Saifeddine Ben Hadj
Louvain School of Management (UCL)
Downloads 22 (507,086)

Abstract:

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The Benefits and Costs of Adjusting Bank Capitalisation: Evidence From Euro Area Countries

ECB Working Paper No. 2261
Number of pages: 65 Posted: 15 Apr 2019
European Central Bank (ECB) - Directorate Financial Stability and Supervision, Bank of Italy, European Central Bank (ECB), Louvain School of Management (UCL), National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST), Catholic University of Leuven (KUL) - Department of Economics, Banco de España, De Nederlandsche Bank, Suomen Panki, Banque de France, affiliation not provided to SSRN, Bank of Portugal, Banco de España, Central Bank of Cyprus, Bank of Lithuania, European Central Bank, Central Bank of Ireland, Bank of Slovenia, Bank of Portugal, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Central Bank of Cyprus, Bank of Italy and Central Bank of Ireland
Downloads 15 (568,913)

Abstract:

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FAVAR, capital regulation, cost-benefit analysis, banking system resilience

The Benefits and Costs of Adjusting Bank Capitalisation: Evidence from Euro Area Countries

Banco de Espana Working Paper No. 1923 (2019)
Number of pages: 65 Posted: 15 Jul 2019
European Central Bank (ECB) - Directorate Financial Stability and Supervision, Bank of Italy, European Central Bank (ECB), Louvain School of Management (UCL), National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST), National Bank of Belgium, Banco de España, De Nederlandsche Bank, Suomen Panki, Banque de France, Suomen Panki, Bank of Portugal, Banco de España, Central Bank of Cyprus, Bank of Lithuania, European Central Bank, Central Bank of Ireland, Bank of Slovenia, Bank of Portugal, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Bank of Italy, Central Bank of Cyprus and Central Bank of Ireland
Downloads 4 (645,792)
Citation 2

Abstract:

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FAVAR, capital regulation, cost-benefit analysis, banking system resilience