Céline Rochon

International Monetary Fund (IMF)

700 19th Street, N.W.

Washington, DC 20431

United States

SCHOLARLY PAPERS

6

DOWNLOADS

201

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (6)

1.

Reconsidering Bank Capital Regulation: A New Combination of Rules, Regulators, and Market Discipline

IMF Working Paper No. 14/169
Number of pages: 37 Posted: 09 Oct 2014
Céline Rochon
International Monetary Fund (IMF)
Downloads 58 (447,637)

Abstract:

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Bank capital, Capital regulation, Capital requirements, Bank regulations, Bank supervision, Banking systems, Regulation, Bank Capital., bank capital regulation, banking, capital adequacy, bank regulation, capital requirement, bank supervisors, bank of england, bankers, recapitalization, subordinated debt, bank regulators, banking system, banking union, retained earnings, tier 2 capital, bank activities, bank compliance, financial strength, banking supervision, banking regulations, tier 1 capital, banking operations, bank holding, banking industry, bank recapitalization, bank insolvency, bank liquidity, bank client, bank supervisor, bank solvency, restrictions on bank, bank failures, bank cap

2.

Riding the Yield Curve: Risk Taking Behavior in a Low Interest Rate Environment

IMF Working Paper No. 20/53
Number of pages: 27 Posted: 20 Apr 2020
International Monetary Fund (IMF), Independent, International Monetary Fund (IMF) and Federal Deposit Insurance Corporation
Downloads 49 (482,574)

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Interest rate increases, Discount rates, Risk premium, Financial markets, Financial instruments, Interest rate risk, non-linear stochastic discount factor, investment portfolio, termstructure model, risk aversion distribution, low interest rate environment, WP, yield curve, interest-rate, risk aversion, conditional mean, treasury security

3.

Optimal Maturity Structure of Sovereign Debt in Situation of Near Default

IMF Working Paper No. 14/168
Number of pages: 44 Posted: 09 Oct 2014
Céline Rochon and Gabriel Desgranges
International Monetary Fund (IMF) and University of Cergy-Pontoise - THEMA
Downloads 35 (547,902)

Abstract:

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Sovereign debt, Debt burden, Default, Financial institutions, Econometric models, Long Term Debt, Maturity Structure, Optimal Default, Rational Expectations, Sovereign Debt Crisis, Uncertainty, debt portfolio, hedging, debt crisis, debt burdens, bonds, sovereign default, hedge, repayment capacity, hedging tool, sovereign bonds, future value, debt contracts, financial markets, derivative, financial fragility, government debt, reserve bank, debt renegotiation, debt crises, state contingent bonds, debt maturity, bond, moral hazard, partial derivative, sovereign debt restructuring, international financial architecture, debt restructuring, hedging instruments, debt management, debt structure, amo

4.

Managing External Volatility: Policy Frameworks in Non-Reserve Issuing Economies

IMF Working Paper No. 2020/288
Number of pages: 43 Posted: 26 Jan 2021
International Monetary Fund (IMF) - Research Department, International Monetary Fund (IMF), International Monetary Fund (IMF), IMF, International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF), Sveriges Riksbank - Monetary Policy Department, International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund, International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 25 (606,588)

Abstract:

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5.

Pre- and Post-GFC Policy Multipliers

IMF Working Paper No. 20/237
Number of pages: 35 Posted: 05 Jan 2021
Céline Rochon and Sam Ouliaris
International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 22 (627,129)

Abstract:

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6.

Conformism and Public News

IMF Working Paper No. 11/33
Number of pages: 27 Posted: 14 Feb 2011
Gabriel Desgranges and Céline Rochon
University of Cergy-Pontoise and International Monetary Fund (IMF)
Downloads 12 (700,813)

Abstract:

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Economic models, Private investment, Public information notices