Articles

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Bank Insolvency Risk and Z-Score Measures: A Refinement, Finance Research Letters, (2015)

We re-examine the probabilistic foundation of the link between Z-score measures and banks' probability of...

 

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Bank Income Smoothing, Ownership Concentration and the Regulatory Environment (with Vincent Bouvatier and Laetitia Lepetit), Journal of Banking & Finance (2014)

We empirically examine whether the way a bank might use loan loss provisions to smooth...

 

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Monetary, financial and fiscal stability in the East African Community: ready for a monetary union? (with Laetitia Lepetit and Clovis Rugemintwari), World Economy, (2014)

We examine prospects for a monetary union in the East African Community (EAC) by developing...

 

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Bank insolvency risk and time-varying Z-score measures (with Laetitia Lepetit), Journal of International Financial Markets, Institutions & Money (2013)

We compare the different existing approaches to the construction of time-varying Z-score measures, plus an...

 

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Uncertainty and Switching in the Mortgage Market (with Celine Gondat-Larralde), Applied Economics (2013)

We examine when it might be optimal for borrowers to switch providers of debt products...

 

Unpublished Papers

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Bank ownership structure, lending corruption and the regulatory environment (with Thierno Barry and Laetitia Lepetit), Available at SSRN: http://ssrn.com/abstract=2574816 (2015)

We empirically examine whether bank lending corruption is influenced by the ownership structure of banks,...

 

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Bank Equity Involvement in Industrial Firms and Bank Risk (with Laetitia Lepetit), Available at SSRN: http://ssrn.com/abstract=1713223 (2012)

The regulatory framework in Europe does not prevent banks from taking large or controlling equity...