92, av. de la République, Nanterre
Room G301, Building G
Paris, Nanterre Cedex 92001
France
Université Paris Nanterre and EconomiX (UMR7235)
IFRS 9; Asset Allocation; Real Effects of Accounting; Banks; Insurers
Banking regulation, Capital requirements, Basel III, Random Forest regressions
convertible contingent bonds, conversion risk, equity, banks, systemic risk