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Structure: Internal structure identifier : 300297

Where the Risks Lie: A Survey on Systemic Risk

Sylvain Benoît , Jean-Edouard Colliard , Christophe Hurlin , Christophe Pérignon
2015
Preprints, Working Papers, ... hal-02011395v1
Image document

CoMargin

Jorge A. Cruz Lopez , Jeffrey H. Harris , Christophe Hurlin , Christophe Pérignon
2015
Preprints, Working Papers, ... halshs-00979440v3
Image document

Systemic Risk Score: A Suggestion

Christophe Hurlin , Christophe Pérignon
2013
Preprints, Working Papers, ... halshs-00867063v1

The Fairness of Credit Scoring Models

Christophe Hurlin , Christophe Perignon , Sébastien Saurin
2021
Preprints, Working Papers, ... hal-03501452v1

A Theoretical and Empirical Comparison of Systemic Risk Measures: MES versus CoVaR

Sylvain Benoît , Gilbert Colletaz , Christophe Hurlin
2011
Preprints, Working Papers, ... hal-02058255v1

Pitfalls in systemic-risk scoring

Sylvain Benoît , Christophe Hurlin , Christophe Pérignon
Journal of Financial Intermediation, 2019, 38, pp.19-44. ⟨10.1016/j.jfi.2018.05.004⟩
Journal articles hal-02292305v1

Explainable Performance

Sullivan Hué , Christophe Hurlin , Christophe Pérignon , Sébastien Saurin
2022
Preprints, Working Papers, ... hal-03897380v1

Implied Risk Exposures

Sylvain Benoît , Christophe Hurlin , Christophe Pérignon
Review of Finance, 2015, 19 (6), ⟨10.1093/rof/rfu050⟩
Journal articles hal-01485613v1
Image document

Margin Backtesting

Christophe Hurlin , Christophe Pérignon
2012
Preprints, Working Papers, ... halshs-00746274v1
Image document

Machine Learning et nouvelles sources de données pour le scoring de crédit

Christophe Hurlin , Christophe Pérignon
2019
Preprints, Working Papers, ... halshs-02377886v2

A Theoretical and Empirical Comparison of Systemic Risk Measures

Sylvain Benoît , Gilbert Colletaz , Christophe Hurlin , Christophe Pérignon
2019
Preprints, Working Papers, ... hal-02292323v1

Pitfalls in Systemic-Risk Scoring

Sylvain Benoît , Christophe Hurlin , Christophe Pérignon
2017
Preprints, Working Papers, ... hal-01485644v1

Systemic Risk Score: A Suggestion

Christophe Hurlin , Christophe Pérignon
2013
Preprints, Working Papers, ... hal-02011444v1

Reproducibility Certification in Economics Research

Christophe Hurlin , Christophe Pérignon
2020
Preprints, Working Papers, ... hal-02896404v1
Image document

The Counterparty Risk Exposure of ETF Investors

Christophe Hurlin , Gregoire Iseli , Christophe Pérignon , Stanley Yeung
2014
Preprints, Working Papers, ... halshs-01023807v3
Image document

A Theoretical and Empirical Comparison of Systemic Risk Measures

Sylvain Benoît , Gilbert Colletaz , Christophe Hurlin , Christophe Pérignon
2013
Preprints, Working Papers, ... halshs-00746272v2

Where the Risks Lie: A Survey on Systemic Risk

Sylvain Benoît , Jean-Edouard Colliard , Christophe Hurlin , Christophe Pérignon
Review of Finance, 2017, ⟨10.1093/rof/rfw026⟩
Journal articles hal-01498631v1
Image document

Where the Risks Lie: A Survey on Systemic Risk

Sylvain Benoît , Jean-Edouard Colliard , Christophe Hurlin , Christophe Pérignon
2015
Preprints, Working Papers, ... halshs-01142014v2
Image document

The Risk Map: A New Tool for Validating Risk Models

Gilbert Colletaz , Christophe Hurlin , Christophe Pérignon
2012
Preprints, Working Papers, ... halshs-00746273v1
Image document

Implied Risk Exposures

Sylvain Benoît , Christophe Hurlin , Christophe Pérignon
2014
Preprints, Working Papers, ... halshs-00836280v3
Image document

RunMyCode.org: a novel dissemination and collaboration platform for executing published computational results

Christophe Hurlin , Christophe Pérignon , Victoria Stodden
2012
Preprints, Working Papers, ... halshs-00739233v1