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Thibaut Piquard

Banque de France

Paris

France

SCHOLARLY PAPERS

8

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1,801

TOTAL CITATIONS

22

Scholarly Papers (8)

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1.

CDS Trading Strategies and Credit Risk Reallocation

Banque de France Working Paper No. 860
Number of pages: 57 Posted: 19 Jan 2022 Last Revised: 17 Sep 2023
Dorian Henricot and Thibaut Piquard
Banque de France and Banque de France
Downloads 472 (152,291)
Citation 1

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Credit Default Swaps, Credit Risk

2.

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 302 (251,365)

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central counter-party, central clearing, dealers, collateral

3.

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, European Union - Joint Research Centre-Seville, 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, Banque de France and Deutsche Bundesbank
Downloads 210 (362,957)
Citation 5

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4.

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 193 (393,598)
Citation 4

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bank network, systemic risk, contagion, stress-testing

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 Banque de France
Downloads 184 (418,025)
Citation 2

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Monetary Policy, Interbank Markets, Secured and Unsecured Funding

6.

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 Bank of Cleveland, Banque de France and European Central Bank (ECB)
Downloads 183 (415,884)
Citation 9

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Macroprudential policy; Countercyclical capital buffer; Systemic risk buffer

7.

Habitat Sweet Habitat: the Heterogeneous Effects of Eurosystem Asset Purchase Programs

Number of pages: 48 Posted: 26 May 2023
Moaz Elsayed, Dorian Henricot, Julien Idier and Thibaut Piquard
Banque de France, Banque de France, Banque de France - Centre de Recherche and Banque de France
Downloads 169 (454,356)
Citation 1

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quantitative easing, portfolio rebalancing, preferred habitat

8.

Clustering the State of the French Economy, a Qualified View on Financial Crises

Number of pages: 36 Posted: 18 Jul 2023
Anthony Galtier, Guillaume Lecué, Thibaut Piquard and Baptiste Poterszman
Institut Louis Bachelier, ESSEC Business School, Banque de France and Ecole Polytechnique, Palaiseau
Downloads 88 (759,537)

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unsupervised learning, financial crises, Hidden Markov models