Henri Pagès

Banque de France

DGEI 49-1431

Paris Cedex 01, 75049

France

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SCHOLARLY PAPERS

9

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2

CROSSREF CITATIONS

110

Scholarly Papers (9)

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1.

A Note on the Gordon Growth Model with Nonstationary Dividend Growth

BIS Working Paper No. 75
Number of pages: 15 Posted: 13 Dec 2005
Henri Pagès
Banque de France
Downloads 814 (46,201)
Citation 3

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2.

Optimal Supervisory Policies and Depositor-Preference Laws

BIS Working Paper No. 131, EFA 2001 Barcelona Meetings
Number of pages: 42 Posted: 13 Dec 2005
Henri Pagès and João A. C. Santos
Banque de France and Federal Reserve Bank of New York
Downloads 254 (182,650)
Citation 6

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Deposit insurance, depositor preference, supervision

3.

Can Liquidity Risk Be Subsumed in Credit Risk? A Case Study from Brady Bond Prices

BIS Working Paper No. 101
Number of pages: 27 Posted: 13 Dec 2005
Henri Pagès
Banque de France
Downloads 204 (225,139)
Citation 4

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4.

Settlement Finality as a Public Good in Large-Value Payment Systems

ECB Working Paper No. 506
Number of pages: 19 Posted: 28 Jul 2005
Henri Pagès and David B. Humphrey
Banque de France and Florida State University - Department of Finance
Downloads 174 (259,142)
Citation 1

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payments, settlement, public good

5.

Loan Servicers' Incentives and Optimal CDOs

22nd Australasian Finance and Banking Conference 2009
Number of pages: 40 Posted: 01 Aug 2009 Last Revised: 24 Nov 2009
Henri Pagès
Banque de France
Downloads 135 (318,940)

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Credit risk transfer, Securitization, Default Risk, Servicer, Contagion

6.

Interbank Interest Rates and the Risk Premium

BIS Working Paper No. 81
Number of pages: 44 Posted: 13 Dec 2005
Henri Pagès
Banque de France
Downloads 135 (318,940)
Citation 1

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7.

Bank Monitoring Incentives and Optimal Abs

Number of pages: 53 Posted: 14 May 2012
Henri Pagès
Banque de France
Downloads 72 (481,842)
Citation 8

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ABS Credit Default Swaps, Banking Regulation, Default Correlation, Dynamic Moral Hazard, Optimal Securitization, Risk Retention

8.

A Mathematical Treatment of Bank Monitoring Incentives

Banque de France Working Paper No. 378
Number of pages: 38 Posted: 15 May 2012
Henri Pagès and Dylan Possamaï
Banque de France and ETH Zürich
Downloads 63 (516,563)
Citation 10

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Default Correlation, Dynamic Moral Hazard, Forward-Backward Stochastic Differential Equations

9.

Optimal Supervisory Policies and Depositor-Preferences Laws

Banque de France Working Paper No. 91
Number of pages: 42 Posted: 18 Apr 2011
Henri Pagès and João A. C. Santos
Banque de France and Federal Reserve Bank of New York
Downloads 40 (628,110)
Citation 86

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Deposit Insurance, Depositor Preference, Supervision