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Bank sustainability

An R&D programme carried out in partnership with the Orléans Economics Laboratory.

Context

Since the 2008 financial crisis, the ability of banks to withstand negative shocks affecting the quality of their assets has been a key concern for the authorities, regulators, and executives.

Why?

As part of a general programme devoted to the sustainability of banks’ business models, work is underway to anticipate corporate failures more accurately and refine the calculation of provisions.

How?

The aim of the research programme is to develop a more exhaustive model for anticipating corporate failures by taking better account of information currently unexploited. This model is based on innovative statistical methods that make it possible to calculate default probabilities more accurately.

Who?

Banks.

RESEARCHER

Quentin Lajaunie (Ph.D. Researcher - Consultant)

Quentin Lajaunie (Ph.D. Researcher — Consultant)

Quentin holds a Master’s degree in Economics and Financial Engineering and a PhD in Economics from the Université Paris Dauphine. Most of his research has focused on theoretical and empirical developments in non-linear econometrics applied to the field of finance. Today, he is also a research associate at the Laboratoire d’Economie d’Orléans and regularly presents his work at international seminars (Oxford, King’s College).
Publications
  • “Risque de retournement du marché financier : les leçons du «tapering»”, Le Courrier Financier, octobre 2021
  • “Immobilier: un risque grandissant pour les banques face à une inflation forte et durable”, Le Courrier Financier, avril 2022
  • “L’eba inscrit les exigences esg dans sa feuille de route”, Revue Banque, janvier 2023
  • “Chocs économique, réglementaire et concurrentiel : quelles perspectives pour le modèle bancaire ?”, février 2022
  • “Soutenabilité Bancaire : un enjeu majeur pour les Banques et pour l’économie” février 2022.
  • “Renforcer la maîtrise des prêts non performants, un axe stratégique de la soutenabilité bancaire” avril 2023
  • “At-Risk : une nouvelle approche méthodologique pour les stress-tests” avec G. Flament, à venir

OTHER SQUARE RESEARCH CENTER PROGRAMS

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