Gaëtan Le Quang

Université Paris Nanterre and EconomiX (UMR7235)

92, av. de la République, Nanterre

Room G301, Building G

Paris, Nanterre Cedex 92001

France

SCHOLARLY PAPERS

3

DOWNLOADS

217

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

"Taking Diversity into Account": Real Effects of Accounting Measurement on Asset Allocation

Number of pages: 29 Posted: 09 Jan 2017 Last Revised: 20 May 2018
Gaëtan Le Quang
Université Paris Nanterre and EconomiX (UMR7235)
Downloads 92 (474,703)

Abstract:

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IFRS 9; Asset Allocation; Real Effects of Accounting; Banks; Insurers

2.

Banks to Basics! Why Banking Regulation Should Focus on Equity

Number of pages: 34 Posted: 30 Apr 2020
Pierre Durand and Gaëtan Le Quang
Université Paris Ouest - Nanterre, La Défense - EconomiX and Université Paris Nanterre and EconomiX (UMR7235)
Downloads 66 (575,131)

Abstract:

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Banking regulation, Capital requirements, Basel III, Random Forest regressions

3.

Mind the Conversion Risk: A Theoretical Assessment of Contingent Convertible Bonds

Number of pages: 31 Posted: 11 Apr 2019
Gaëtan Le Quang
Université Paris Nanterre and EconomiX (UMR7235)
Downloads 59 (608,281)
Citation 1

Abstract:

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convertible contingent bonds, conversion risk, equity, banks, systemic risk