Thibaut Piquard

Paris School of Economics (PSE)

48 Boulevard Jourdan

Paris, 75014 75014

France

Banque de France

Paris

France

SCHOLARLY PAPERS

6

DOWNLOADS

481

SSRN CITATIONS

2

CROSSREF CITATIONS

5

Scholarly Papers (6)

1.

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, Thibaut Piquard and Thibaut Piquard
Banque de France - Centre de Recherche and Banque de FranceParis School of Economics (PSE)
Downloads 150 (247,740)
Citation 3

Abstract:

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bank network, systemic risk, contagion, stress-testing

2.

On the Market Structure of Central Counterparties in the EU

Number of pages: 41 Posted: 21 Jul 2021
Gabrielle Demange, Thibaut Piquard and Thibaut Piquard
Paris School of Economics (PSE) and Banque de FranceParis School of Economics (PSE)
Downloads 135 (269,349)

Abstract:

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3.

An Analytical Framework to Calibrate Macroprudential Policy.

Banque de France Working Paper No. 648
Number of pages: 86 Posted: 01 Nov 2017
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 FranceParis School of Economics (PSE) and Banque de France
Downloads 65 (428,851)
Citation 3

Abstract:

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Macroprudential policy; Countercyclical capital buffer; Systemic risk buffer

4.

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, Thibaut Piquard and Dilyara Salakhova
Banque de FranceParis School of Economics (PSE) and European Central Bank (ECB)
Downloads 53 (472,652)
Citation 2

Abstract:

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Monetary Policy, Interbank Markets, Secured and Unsecured Funding

5.

Credit Default Swaps and Credit Risk Reallocation

Number of pages: 52 Posted: 14 Jul 2021
Dorian Henricot, Thibaut Piquard and Thibaut Piquard
Banque de France and Banque de FranceParis School of Economics (PSE)
Downloads 48 (493,251)

Abstract:

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credit default swaps, credit risk

6.

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
European Central Bank (ECB), Banque de France, European Central Bank (ECB), European Central Bank (ECB), Bank of Italy, Central Bank of Ireland, European Central Bank (ECB), Banque Centrale du Luxembourg, European Central Bank (ECB), European Central Bank (ECB), Goethe University Frankfurt, European Central Bank (ECB), Bank of Greece, European Central Bank (ECB), European Central Bank (ECB), Banque de FranceParis School of Economics (PSE), European Central Bank (ECB) and Deutsche Bundesbank
Downloads 30 (582,664)

Abstract:

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