Jerome Coffinet

Banque de France

Economist

Paris

France

SCHOLARLY PAPERS

11

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718

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Scholarly Papers (11)

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1.

Stress Testing Banks' Profitability: The Case of French Banks

Banque de France Working Paper No. 306
Number of pages: 52 Posted: 20 Dec 2010
Jerome Coffinet and Surong Lin
Banque de France and Banque de France
Downloads 306 (115,913)
Citation 23

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bank profitability, dynamic panel estimation, stress test

2.

Predicting Financial Distress in a High-Stress Financial World: The Role of Option Prices as Bank Risk Metrics

Banque de France Working Paper No. 311
Number of pages: 37 Posted: 26 Dec 2010
Jerome Coffinet, Adrian Pop and Muriel Tiesset
Banque de France, Université d'Orléans and Banque de France
Downloads 112 (283,829)
Citation 26

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Financial distress, Financial system oversight, Market discipline, Options, Implied volatility, Survival analysis

3.

Stress Testing French Banks' Income Subcomponents

Banque de France Working Paper No. 242
Number of pages: 31 Posted: 25 Jun 2010
Jerome Coffinet, Surong Lin and Clement Martin
Banque de France, Banque de France and Banque de France
Downloads 83 (345,040)
Citation 19

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Banking Income, Interest Margins, Fees and Commissions, Trading Income, Dynamic Panel Estimation

4.

Forecasting Interest Rates with Futures Contracts Using Macroeconomic and Financial Variables

Banque de France Working Paper No. 193
Number of pages: 44 Posted: 22 Sep 2010
Jerome Coffinet
Banque de France
Downloads 77 (360,402)

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Monetary Policy, Interest Rate Forecast, Futures Contracts, Forecast Error, Risk Premia

5.

Two-Way Interplays between Capital Buffers, Credit and Output: Evidence from French Banks

Banque de France Working Paper No. 316
Number of pages: 45 Posted: 14 May 2013
Jerome Coffinet, Virginie Coudert, Adrian Pop and Cyril Pouvelle
Banque de France, Banque de France, Université d'Orléans and Banque de France
Downloads 42 (480,348)
Citation 28

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Bank Capital Regulation, Procyclicality, Capital Buffers, Business Cycle Fluctuations, Basel III

6.

Structural Assessment of the Sacrifice Ratio and the Euro Area

Banque de France Working Paper No. 163
Number of pages: 50 Posted: 21 Oct 2010
Jerome Coffinet, Julien Matheron and Céline Poilly
Banque de France, Banque de France and Banque de France
Downloads 27 (555,524)

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sacrifice ratio, sticky prices and sticky wages, DSGE model

7.

Macroeconomic Surprises and the Inflation Compensation Curve in the Euro Area

Banque de France Working Paper No. 220
Number of pages: 42 Posted: 21 Sep 2010
Jerome Coffinet and Sébastien Frappa
Banque de France and Banque de France
Downloads 24 (574,392)
Citation 9

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Inflation Compensation, Macroeconomic Surprise, Eurosystem

8.

Relationship Lending and SMEs’ Funding Costs Over the Cycle: Why Diversification of Borrowing Matters

Banque de France Working Paper No. 705
Number of pages: 48 Posted: 31 Dec 2018 Last Revised: 03 Jan 2019
Mickael Béatriz, Jerome Coffinet and Theo Nicolas
Banque de France, Banque de France and Banque de France
Downloads 18 (613,976)

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relationship lending, financial crisis, interest rates, bank lending channel, SME, competition

9.

Euro Area Market Reactions to the Monetary Developments Press Release

Banque de France Working Paper No. NER-E183
Number of pages: 46 Posted: 08 Oct 2010
Jerome Coffinet and Sylvain Gouteron
Banque de France and European Central Bank (ECB)
Downloads 16 (627,598)
Citation 39

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High-Frequency Data, Macroeconomic Announcements, Money Growth

10.

Stress-Testing Banks’ Profitability: The Case of French Banks

Journal of Financial Perspectives, Vol. 1, No. 2, 2013
Number of pages: 19 Posted: 27 Nov 2017
Jerome Coffinet and Surong Lin
Banque de France and Banque de France
Downloads 9 (678,057)

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11.

Relationship Lending and SMEs’ Funding Costs Over the Cycle: Why Diversification of Borrowing Matters

Banque de France Working Paper No. 705
Number of pages: 48 Posted: 31 Dec 2018
Jerome Coffinet, Theo Nicolas and Mikael Beatriz
Banque de France, Banque de France and Banque de France
Downloads 4 (714,842)

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relationship lending, financial crisis, interest rates, bank lending channel, SME, competition