Antoine Bouveret

European Securities and Markets Authority

Senior Economist

201-203 rue de Bercy

Paris, IDF 75012

France

http://www.esma.europa.eu

  • European Securities and Markets Authority

SCHOLARLY PAPERS

26

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7,877

TOTAL CITATIONS
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Top 38,717

in Total Papers Citations

33

Scholarly Papers (26)

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1.

An Assessment of the Shadow Banking Sector in Europe

Number of pages: 32 Posted: 23 Mar 2012
Antoine Bouveret
European Securities and Markets Authority
Downloads 1,745 (20,461)
Citation 9

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shadow banking system, securitisation, money market funds, commercial paper, securities lending

2.

The Credit Default Swap (CDS) Market

Tresor Economics, No. 52, February 2009
Number of pages: 8 Posted: 05 Oct 2009 Last Revised: 29 Dec 2010
Antoine Bouveret
European Securities and Markets Authority
Downloads 1,453 (26,985)

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Derivatives, Credit Default Swap, CDS, default probabilities, risk neutral estimation, regulation

3.

Cyber Risk for the Financial Sector: A Framework for Quantitative Assessment

Downloads 617 (88,042)
Citation 14

Cyber Risk for the Financial Sector: A Framework for Quantitative Assessment

Number of pages: 29 Posted: 16 Jul 2018
Antoine Bouveret
European Securities and Markets Authority
Downloads 434 (134,490)
Citation 13

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cyber risk, systemic risk, operational risk, risk management

Cyber Risk for the Financial Sector: A Framework for Quantitative Assessment

IMF Working Paper No. 18/143
Number of pages: 30 Posted: 01 Aug 2018
Antoine Bouveret
European Securities and Markets Authority
Downloads 183 (328,408)
Citation 1

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Information technology, Risk management, Systemic risk, Operational risk, Cyber risk, risk management, Financial Markets and the Macroeconomy, Portfolio Choice

4.

The Renminbi Equilibrium Exchange Rate: An Agnostic View

Downloads 417 (142,067)

The Renminbi Equilibrium Exchange Rate: An Agnostic View

Number of pages: 48 Posted: 14 Aug 2006
Henri Sterdyniak and Antoine Bouveret
Observatoire Français des Conjonctures Economiques (OFCE) and European Securities and Markets Authority
Downloads 271 (224,813)

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Equilibrium Exchange Rate, Exchange Rate Management, China Economic Strategy

The Renminbi Equilibrium Exchange Rate: An Agnostic View

National Bank of Poland's Journal on Economics and Finance, No. 8-9, pp. 25-41, 2007
Number of pages: 17 Posted: 10 Mar 2008
Antoine Bouveret, Sana Mestiri and Henri Sterdyniak
European Securities and Markets Authority, affiliation not provided to SSRN and Observatoire Français des Conjonctures Economiques (OFCE)
Downloads 146 (399,481)

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equilibrium exchange rate, developing country exchange rate, China economic strategy

5.

Leverage and derivatives -the case of Archegos

Number of pages: 11 Posted: 08 Aug 2022
Antoine Bouveret, Martin Haferkorn and Martin Haferkorn
European Securities and Markets Authority and Goethe University Frankfurt Faculty of Economics and Business AdministrationEuropean Securities and Markets Authority (ESMA)
Downloads 410 (144,833)
Citation 2

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Leverage; hedge fund; derivatives

6.

Cyber Risk for the Financial Services Sector

Journal of Financial Transformation (2019), Volume 49
Number of pages: 16 Posted: 06 Jun 2019
Antoine Bouveret
European Securities and Markets Authority
Downloads 377 (159,161)
Citation 1

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7.

Exchange Rate Models, Long Run Equilibrium, Dynamics and Hysteresis

Revue de l'OFCE, No. 93, April 2005
Number of pages: 42 Posted: 10 Oct 2005
Antoine Bouveret and Henri Sterdyniak
European Securities and Markets Authority and Observatoire Français des Conjonctures Economiques (OFCE)
Downloads 370 (162,458)

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Equilibrium exchange rates, DEER, FEER, BEER, NATREX, exchange rates dynamics

8.

Bang for (breaking) the buck: Regulatory constraints and money market funds reforms

ESMA Working Paper No.2, 2023
Number of pages: 57 Posted: 09 Aug 2021 Last Revised: 12 Sep 2023
Michel Baes, Antoine Bouveret and Eric Schaanning
ETH Zürich - Department of Mathematics, European Securities and Markets Authority and Nordea Bank Abp
Downloads 342 (177,131)
Citation 2

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Money Market Funds, Regulation, Runs, Systemic risk

9.

Money Market Fund Vulnerabilities: A Global Perspective

Downloads 310 (197,389)
Citation 1

Money Market Fund Vulnerabilities: A Global Perspective

FEDS Working Paper No. 2022-12
Number of pages: 26 Posted: 12 Apr 2022
Antoine Bouveret, Antoine Martin and Patrick E. McCabe
European Securities and Markets Authority, Swiss National Bank and Board of Governors of the Federal Reserve System
Downloads 242 (253,042)
Citation 1

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Money market funds, Liquidity transformation, Runs, Nonbank financial institutions, Short-term funding markets, Information‐insensitive assets, Financial stability

Money Market Fund Vulnerabilities: A Global Perspective

FRB of New York Staff Report No. 1009
Number of pages: 28 Posted: 21 Mar 2022
Antoine Bouveret, Antoine Martin and Patrick E. McCabe
European Securities and Markets Authority, Swiss National Bank and Board of Governors of the Federal Reserve System
Downloads 68 (677,436)

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money market funds, liquidity transformation, runs, nonbank financial institutions, short-term funding markets, information-insensitive assets, financial stability

10.

Unconventional Monetary Policies, an Appraisal

Tresor Economics, No. 56, April 2009
Number of pages: 8 Posted: 05 Oct 2009 Last Revised: 27 Oct 2009
Antoine Bouveret
European Securities and Markets Authority
Downloads 200 (303,478)

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Unconventional monetary policy, quantitative easing, credit easing

11.

The CDS Market (in French)

Trésor éco No. 52
Number of pages: 8 Posted: 07 Oct 2009
Antoine Bouveret
European Securities and Markets Authority
Downloads 195 (310,667)

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Credit Default Swap, CDS, default probabilities, risk neutral estimation, regulation

12.

Investigating the Impact of Sovereign Interest Rates on Corporate Borrowing Costs in the Euro Area

Number of pages: 30 Posted: 18 Feb 2011 Last Revised: 23 Feb 2011
Antoine Bouveret
European Securities and Markets Authority
Downloads 170 (351,278)
Citation 1

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Interest-rate pass-through, Euro Area countries, panel cointegration, sovereign interest rate

13.

Liquidity Stress Tests for Investment Funds: A Practical Guide

IMF Working Paper No. 17/226
Number of pages: 35 Posted: 01 Dec 2017
Antoine Bouveret
European Securities and Markets Authority
Downloads 144 (403,560)
Citation 1

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Liquidity, stress test, investment funds, redemption, Financial Markets and the Macroeconomy, Asset Pricing

14.

Through the Looking-Glass: Reconsidering FX Market Efficiency

Number of pages: 19 Posted: 07 Oct 2009
Antoine Bouveret and Gabriele Di Filippo
European Securities and Markets Authority and affiliation not provided to SSRN
Downloads 144 (403,560)

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Foreign Exchange Market Efficiency, Fundamental Efficiency, Speculative Efficiency, Macroeconomic Efficiency, Equilibrium Exchange Rate

15.

Flash Crashes on Sovereign Bond Markets - EU Evidence

Downloads 133 (429,625)

Flash Crashes on Sovereign Bond Markets - EU Evidence

ESMA Working Paper, No. 1, 2022
Number of pages: 40 Posted: 27 Apr 2022
Antoine Bouveret, Martin Haferkorn, Martin Haferkorn, Gaetano Marseglia and Onofrio Panzarino
European Securities and Markets Authority, Goethe University Frankfurt Faculty of Economics and Business AdministrationEuropean Securities and Markets Authority (ESMA), Bank of Italy and Bank of Italy
Downloads 95 (555,046)

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Market liquidity, flash crash, sovereign bonds

Flash Crashes on Sovereign Bond Markets – EU Evidence

Bank of Italy Markets, Infrastructures, Payment Systems Working Paper No. 20
Number of pages: 47 Posted: 20 Mar 2023
Onofrio Panzarino, Gaetano Marseglia, Antoine Bouveret, Martin Haferkorn and Martin Haferkorn
Bank of Italy, Bank of Italy, European Securities and Markets Authority and Goethe University Frankfurt Faculty of Economics and Business AdministrationEuropean Securities and Markets Authority (ESMA)
Downloads 38 (878,771)

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Market liquidity, flash crash, sovereign bonds

16.

Are Financial Markets Efficient? The Case of the FX Market (in French)

Revue de l'OFCE No. 110
Number of pages: 46 Posted: 07 Oct 2009
Antoine Bouveret and Gabriele Di Filippo
European Securities and Markets Authority and affiliation not provided to SSRN
Downloads 126 (448,038)

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Foreign Exchange Market Efficiency; Fundamental Efficiency, Speculative Efficiency, Macroeconomic Efficiency, Equilibrium Exchange Rate

17.

Fragilities in the U.S. Treasury Market: Lessons from the 'Flash Rally' of October 15, 2014

IMF Working Paper No. 15/222
Number of pages: 45 Posted: 11 Nov 2015
Antoine Bouveret, Peter Breuer, Yingyuan Chen, David Jones and Tsuyoshi Sasaki
European Securities and Markets Authority, International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 112 (489,861)

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Treasury Market, High-Frequency Trading, market, treasury, trading, futures, Financial Markets and the Macroeconomy, Government Policy and Regulation,

18.

‘Regulating’ Emerging Markets Capital Inflows?

Trésor Economics, No. 85, pp. 1-8, April 2011
Number of pages: 8 Posted: 23 May 2011
Antoine Bouveret, Stephane Colliac and Fabrice Berthaud
European Securities and Markets Authority, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 112 (489,861)

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Capital Flows, Emerging Economies

19.

Unconventional Monetary Policies (In French)

Trésor éco No. 56
Number of pages: 8 Posted: 07 Oct 2009
Antoine Bouveret
European Securities and Markets Authority
Downloads 101 (527,844)

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Unconventional monetary policy, quantitative easing, credit easing

20.

The Value of the Yuan: The Paradox of Equilibrium Exchange Rate Theories (in French)

Revue de l'OFCE, No. 98
Number of pages: 52 Posted: 08 Oct 2009
Mestiri Sana, Henri Sterdyniak and Antoine Bouveret
Université Paris Dauphine - Stratégie et Dynamiques Financiès (SDFi), Observatoire Français des Conjonctures Economiques (OFCE) and European Securities and Markets Authority
Downloads 82 (601,556)

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China, Equilibrium exchange rate, dollar

21.

On the Contingency of Equilibrium Exchange Rates with Time Consistent Economic Policies

Number of pages: 22 Posted: 20 Feb 2007
Antoine Bouveret and Bruno Ducoudre
European Securities and Markets Authority and Observatoire Français des Conjonctures Economiques (OFCE)
Downloads 67 (670,900)

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Equilibrium Exchange Rates, Time Consistent Policies, Long-Term Interest Rate

22.

Towards a Monitoring Framework for Securities Financing Transactions

ESRB: Occasional Paper Series No. 2013/02
Number of pages: 48 Posted: 05 Nov 2020
Antoine Bouveret, Julien Jardelot, Joachim Keller, Philippe Molitor, John Thea and Mathieu Vital
European Securities and Markets Authority, affiliation not provided to SSRN, Deutsche Bundesbank - Economic Research Centre, affiliation not provided to SSRN, affiliation not provided to SSRN and Bank of England
Downloads 64 (691,754)
Citation 1

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securities lending, monitoring, securities financing transactions, systemic risk

23.

Equilibrium Exchange rates and Time-Consistent Policies: Stressing the Importance of Policymakers Preferences (in French)

Revue Economique, Vol. 59, No. 3, 2008
Number of pages: 11 Posted: 11 Jun 2009 Last Revised: 06 May 2021
Bruno Ducoudre and Antoine Bouveret
Observatoire Français des Conjonctures Economiques (OFCE) and European Securities and Markets Authority
Downloads 64 (686,397)

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equilibrium exchange rate, BEER, economic policies, time-consistency

24.

Securities Financing Transactions and the (Re)Use of Collateral in Europe – an Analysis of the First Data Collection Conducted by the Esrb from a Sample of European Banks and Agent Lenders

ESRB: Occasional Paper Series No. 2014/6
Number of pages: 59 Posted: 05 Nov 2020
Joachim Keller, Antoine Bouveret, Cristina Picillo, Zijun Liu, Julien Mazzacurati, Philippe A.M. Molitor, Jonas Söderberg, John Theal, Francesco de Rossi and Romain Calleja
Deutsche Bundesbank - Economic Research Centre, European Securities and Markets Authority, Bank for International Settlements (BIS), Bank of England, European Securities and Markets Authority, European Central Bank (ECB), affiliation not provided to SSRN, affiliation not provided to SSRN, European Systemic Risk Board and affiliation not provided to SSRN
Downloads 61 (702,560)
Citation 1

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regulatory oversight, secruties financing transactions, systemic risk, transparency

25.

Money Market Funds Regulatory Reforms and Resilience

Number of pages: 76 Posted: 10 Jan 2024
Antoine Bouveret, Michel Baes and Eric Schaanning
European Securities and Markets Authority, affiliation not provided to SSRN and Nordea Bank Abp
Downloads 45 (802,692)

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Money Market Funds, Regulation, Runs, Systemic Risk

26.

Money Market Funds Vulnerabilities and Systemic Liquidity Crises

Number of pages: 41 Posted: 18 Nov 2024 Last Revised: 21 Nov 2024
Antoine Bouveret, Michel Baes and Eric Schaanning
European Securities and Markets Authority, affiliation not provided to SSRN and Nordea Bank Abp
Downloads 16 (1,074,213)

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Money Market Funds, Regulation, Runs, Systemic risk

Other Papers (1)

Total Downloads: 45
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1.

Trends in the French housing Market (L’Évolution Du Marché Immobilier Résidentiel En France) (French)

Economie et Prevision n 193-2010-2
Number of pages: 8 Posted: 18 Dec 2010 Last Revised: 06 Jan 2011
Antoine Bouveret, Nicolas Costes and Cécile Simon
European Securities and Markets Authority, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 45

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