Thibaut Piquard

Banque de France

Paris

France

SCHOLARLY PAPERS

6

DOWNLOADS

754

SSRN CITATIONS

2

CROSSREF CITATIONS

6

Scholarly Papers (6)

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1.

On the Choice of Central Counterparties in the EU

Number of pages: 50 Posted: 21 Jul 2021 Last Revised: 03 Jan 2023
Gabrielle Demange and Thibaut Piquard
Paris School of Economics (PSE) and Banque de France
Downloads 221 (212,535)

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central counter-party, central clearing, dealers, collateral

2.

Pandemic Crises in Financial Systems: A Simulation-Model to Complement Stress-Testing Frameworks

Banque de France Working Paper No. 621
Number of pages: 41 Posted: 14 Feb 2017
Julien Idier and Thibaut Piquard
Banque de France - Centre de Recherche and Banque de France
Downloads 164 (277,053)
Citation 4

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bank network, systemic risk, contagion, stress-testing

3.

An Analytical Framework to Calibrate Macroprudential Policy.

Banque de France Working Paper No. 648
Number of pages: 86 Posted: 01 Nov 2017
Taryk Bennani, Cyril Couaillier, Antoine Devulder, Silvia Gabrieli, Julien Idier, Pierlauro Lopez, Thibaut Piquard and Valerio Scalone
Banque de France, Banque de France, Banque de France, Banque de France, Banque de France - Centre de Recherche, Federal Reserve Banks - Federal Reserve Bank of Cleveland, Banque de France and Banque de France
Downloads 113 (369,414)
Citation 4

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Macroprudential policy; Countercyclical capital buffer; Systemic risk buffer

4.

Shock Amplification in an Interconnected Financial System of Banks and Investment Funds

ECB Working Paper No. 2021/2581
Number of pages: 66 Posted: 10 Aug 2021
Matthias Sydow, Aurore Schilte, Giovanni Covi, Marija Deipenbrock, Leonardo Del Vecchio, Pawel Fiedor, Gábor Fukker, Max Gehrend, Régis Gourdel, Alberto Grassi, Björn Hilberg, Michiel Kaijser, Georgios Kaoudis, Luca Mingarelli, Mattia Montagna, Thibaut Piquard, Dilyara Salakhova and Natalia Tente
European Central Bank (ECB), Banque de France, Bank of England, European Central Bank (ECB), Bank of Italy, Central Bank of Ireland, European Central Bank (ECB), Banque Centrale du Luxembourg, WU Vienna University of Economics and Business, European Central Bank (ECB), Goethe University Frankfurt, European Central Bank (ECB), Bank of Greece, European Central Bank (ECB), European Central Bank (ECB), Banque de France, European Central Bank (ECB) and Deutsche Bundesbank
Downloads 92 (424,428)
Citation 1

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5.

Secured and Unsecured Interbank Markets: Monetary Policy, Substitution and the Cost of Collateral

Banque de France Working Paper September 2019, WP #730
Number of pages: 44 Posted: 01 Oct 2019
Thibaut Piquard and Dilyara Salakhova
Banque de France and European Central Bank (ECB)
Downloads 89 (433,300)
Citation 2

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Monetary Policy, Interbank Markets, Secured and Unsecured Funding

6.

Credit Default Swaps and Credit Risk Reallocation

Banque de France Working Paper No. 860
Number of pages: 56 Posted: 19 Jan 2022
Banque de France RPS Submitter, Dorian Henricot and Thibaut Piquard
affiliation not provided to SSRN, Banque de France and Banque de France
Downloads 75 (479,260)

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Ccredit Ddefault Sswaps, cCredit rRisk