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Julien DHIMA

Lamarck Group

Senior Consultant and Researcher in Banking Risks and Regulation

43-45 avenue Kléber

Paris, Ile-de-France 75116

France

BSI Economics

Economist

19 Rue du Dragon

Paris, Ile-de-France 75006

France

Afges

Trainer

29 rue Lauriston

Paris, Ile-de-France 75116

France

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

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1.

Integration of Physical Climate Risks Into Banks' Credit Risk and Capital Assessment: A Case Study on the Impact of Flooding on Real Estate Portfolios

Number of pages: 22 Posted: 06 Feb 2025 Last Revised: 13 Feb 2025
Julien DHIMA, Mohammad Ali IRAVANI, Emmanuelle ITAM and Thomas BOIDOT-DOREMIEUX
Lamarck Group, Lamarck Group, Lamarck Group and Lamarck Group
Downloads 789 (79,525)

Abstract:

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Physical climate risks, Credit risk assessment, River flooding, Real estate portfolio, Physical damages or losses, Probability of Default (PD), Loss Given Default (LGD), Bank internal capital

2.

Impact of Specific Liquidity Shocks on the Bank’s Solvency

Journal of Risk Finance, Vol. 25 No. 2. https://doi.org/10.1108/JRF-05-2023-0124 Accepted for publication: 17-Jan-2024. The AAM is deposited under the CC BY-NC 4.0 licence and any reuse is allowed in accordance with the terms outlined by the licence.
Number of pages: 39 Posted: 19 May 2023 Last Revised: 31 Mar 2024
Julien DHIMA and Catherine Bruneau
Lamarck Group and Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES)
Downloads 173 (435,504)
Citation 1

Abstract:

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liquidity shock scenarios, bank solvency, probability of default (over one and two periods), net demand for the withdrawal of funds (NDWF), liquid and illiquid assets, second-round effects, probability of the occurrence of second-round effects, internal liquidity adequacy assessment process (ILAAP)