Travaux en français

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La structure du pool bancaire et son contenu informatif (with Frédéric Lobez, Jean-Christophe Statnik, and Ydriss Ziane), Management & Avenir (2011)

We investigate the relationship between borrower quality and the structure of banking pools. We suppose...

 

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GESTION DES RISQUES ET INSTITUTIONS FINANCIERES, 2e éd. (with Maxime Merli) (2010)
 

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Information, organisation et prise de risque. Le cas de la banque (2010)
 

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Le traitement de l’information par les analystes crédit dans les banques, La Revue du Financier (2009)

Une des fonctions principales des intermédiaires bancaires consiste à produire de l’information sur les emprunteurs....

 

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L’organisation des syndicats bancaires en France. Taille, concentration et réputation, Finance Contrôle Stratégie (2009)

Dans cet article, nous étudions les facteurs susceptibles d’influencer la structure des syndicats bancaires en...

 

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La cohérence des ratings avec la probabilité de défaillance des banques dans les pays émergents, Banque & Marchés (2008)

Le rôle des ratings en tant que vecteur de discipline de marché devrait croître dans...

 

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GESTION DES RISQUES ET INSTITUTIONS FINANCIERES (with Maxime Merli) (2007)
 

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Les déterminants de la décision de syndication bancaire en France, Banque & Marchés (2007)

On étudie dans cet article les facteurs susceptibles d’influencer la décision de syndiquer un prêt...

 

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Ratings des banques et régulation prudentielle dans les pays émergents, La Revue du Financier (2007)

L’objet de cet article est d'étudier le rôle des facteurs réglementaires dans l'explication des ratings...

 

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Thèse de doctorat de sciences de gestion : "Information, organisation et prise de risque dans la banque" (2005)

L'étude des causes internes et externes de l'excès de risque, ainsi que des mécanismes susceptibles...

 

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Influence des facteurs institutionnels sur l'excès de risque et les ratings de banques dans les pays émergents, Revue Bancaire et Financière (2004)

L'environnement réglementaire et institutionnel peut influencer la prise de risque du banquier, particulièrement dans les...

 

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Le rôle de l’environnement réglementaire, légal et institutionnel dans la défaillance des banques : Le cas des pays émergents, Banque & Marchés (2004)

This article investigates the impact of institutional and regulatory factors on banks’default in emerging market...

 

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Modélisation de la prévision de défaillance de la banque : Une application aux banques des pays émergents, Working Papers LaRGE (2004)

Notre travail s'inscrit dans le courant consacré à la prévision de la défaillance bancaire. Il...

 

Output in english

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Are bank loans still ”special” (especially during a crisis)? Empirical evidence from a European country, Working Papers LaRGE (2012)

We investigate bank loans’ specialness with a particular focus on the recent boom and bust...

 

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Bank lending networks, experience, reputation, and borrowing costs Empirical evidence from the French syndicated lending market (with Bulat Sanditov), Journal of Business Accouting and Finance (2012)

We investigate the network structure of bank lending markets and evaluate the impact of lenders’...

 

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Why Do Large Firms Go For Islamic Loans? (with Laurent Weill), Working Papers LaRGE (2012)

This paper examines the motivations for large firms to choose an Islamic loan over a...

 

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Asymmetric Information and Loan Spreads in Russia: Evidence from Syndicated Loans (with Zuzana Fungacova and Laurent Weill), Eastern European Economics (2011)

This paper considers whether local bank participation exerts an impact on the spread for syndicated...

 

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Does Collateral Help Mitigate Adverse Selection? A Cross-Country Analysis (with Laurent Weill), Journal of Financial Services Research (2011)

In this paper, we empirically investigate whether collateral mitigates adverse selection problems in a loan...

 

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Foreign Bank Lending and Information Asymmetries in China (with Pierre Pessarossi and Laurent Weill), Working Papers LaRGE (2011)

This paper considers whether information asymmetries affect the willingness of foreign banks to participate in...

 

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How many banks does it take to lend? Empirical evidence from Europe (with Ydriss Ziane), Bankers, Markets & Investors (2011)

We provide empirical evidence on the determinants of the number of bank lenders using a...

 

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Stock Market Reaction to Debt Financing Arrangements in Russia (with Zuzana Fungacova and Laurent Weill), Comparative Economic Studies (2011)

This paper investigates stock market reaction to debt arrangements in Russia. The analysis of the...

 

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Are Islamic Investment Certificates Special? Evidence on the Post-Announcement Performance of Sukuk Issues (with Rima Turk-Ariss and Laurent Weill), Working Papers LaRGE (2010)

The last decade has witnessed rapid expansion of Islamic financial instruments, notably with the proliferation...

 

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Banking environment and loan syndicate structure: a cross-country analysis, Applied Financial Economics (2010)

What is the influence of the banking environment on bank syndicate structure? We provide empirical...

 

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Bank lending networks, experience, reputation, and borrowing costs (with Bulat Sanditov and Thierry Burger-Helmchen) (2010)

We investigate the network structure of syndicated lending markets and evaluate the impact of lenders’...

 

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Better borrowers, fewer banks? (with Frédéric Lobez, Jean-Christophe Statnik, and Ydriss Ziane), Working Papers LaRGE (2010)

We investigate the relationship between borrower quality and the structure of the pool of banks....

 

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Concentration in bank lending. What do we learn from European comparisons? (with Ydriss Ziane), Brussels Economic Review (2010)

We empirically investigate the determinants of lenders concentration providing bank loans to European borrowers. We...

 

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How to get a syndicated loan fast? The role of syndicate composition and organization, Finance (2010)

We empirically investigate the organizational determinants of the speed of a loan syndication process, with...

 

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Stock market reaction to debt financing arrangements in Russia (with Zuzana Fungacova and Laurent Weill), BOFIT Discussion Papers (2010)

This paper investigates stock market reaction to debt arrangements in Russia. The analysis of the...

 

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Asymmetric information and loan spreads in Russia: Evidence from syndicated loans (with Laurent Weill and Zuzana Fungacova), BOFIT Discussion Papers (2009)

This paper considers whether local bank participation exerts an impact on the spreads for syndicated...

 

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Collateral and adverse selection in transition countries, Eastern European Economies (2009)

This paper tackles the question of knowing whether collateral helps to solve adverse selection problems...

 

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Concentration in corporate bank loans. What do we learn from European comparisons? (with Ydriss Ziane), Working Papers LaRGE (2009)

The aim of this paper is to empirically investigate the determinants of creditor concentration in...

 

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Bank competition and collateral: theory and evidence (with Laurent Weill and Christa Hainz), Bank of Finland Research Discussion Papers (2008)

We investigate the impact of bank competition on the use of collateral in loan contracts....

 

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Banking environment and syndicate structure: A cross-country analysis, EMFI Working Papers (2008)

We investigate how syndicate structure is influenced by the nature of the banking environment, including...

 

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Determinants of bank loan syndication structures for emerging market borrowers, Journal of Risk Management in Financial Institutions (2008)

This paper investigates loan, borrower and country-level characteristics that influence bank loan syndicate structures lending...

 

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Duration of syndication process and syndicate organization, EMFI Working Papers (2008)

What influence does syndicate organization have on the duration of the loan syndication process? We...

 

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How many banks does it take to lend ? Empirical evidence from Europe (with Ydriss Ziane), Working Papers LaRGE (2008)

We provide empirical evidence on the determinants of the number of bank lenders using a...

 

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Syndicated loans in emerging markets (with Laurent Weill), Emerging Markets Review (2008)

There has been a considerable expansion of the volume of syndicated loans in emerging markets...

 

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The design of bank loan syndicates in emerging market economies, The IUP Journal of Financial Economics (2008)

We empirically explore the influence of loan characteristics, banking and financial structure, and regulatory and...

 

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What drives the arrangement timetable of bank loan syndication?, THE HANDBOOK OF CREDIT PORTFOLIO MANAGEMENT (2008)
 

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An empirical investigation of bank risk-taking in emerging markets within a prospect theory framework. A note, Banks and Bank Systems (2007)

The purpose of this note is to investigate the validity of some behavioral conjectures as...

 

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Are ratings consistent with default probabilities?: Empirical evidence on banks in emerging market economies, Emerging Markets Finance and Trade (2007)

The role of agency ratings as a market-disciplining device, through the production of information on...

 

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Does collateral help mitigate adverse selection? A cross-country analysis (with Laurent Weill), Working Papers LaRGE (2006)

We investigate whether collateral helps to solve adverse selection problems. Theory predicts a negative relationship...

 

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Excess risk and bank default. An application of default prediction's models to banks from emerging market economies, DYNAMIC MODELS AND THEIR APPLICATIONS IN EMERGING MARKETS (2006)
 

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Regulatory and institutional determinants of credit risk taking and a bank's default in emerging market economies: A two-step approach, Journal of Emerging Market Finance (2006)

Regulatory and institutional environment is not without effect on a bank's risk taking and therefore...

 

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Bank capital and credit risk taking in emerging market economies, Journal of Banking Regulation (2005)

The primary purpose of this paper is to investigate the relationship between bank capital and...

 

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Bank's default risk and regulatory factors in emerging market economies, Journal of Financial Transformation (2005)

This work follows the early warning signals literature. We propose to test the validity of...

 

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Credit risk management in banks: Hard information, soft information and manipulation (with Brigitte Gobillon-Camus), SSRN Working Papers (2005)

The role of information's processing in bank intermediation is a crucial input. The bank has...