Research > Research Projects Nouvelle Aquitaine

2017 AAP Nouvelle Aquitaine Project

Bank Governance, Financial Stability and Macroeconomic Performance

This project aims to provide a rigorous investigation into the expected responses of banks to the tightening of bank capital and liquidity mandated by Basel III and the identification of SIFIs and the estimation of their systemic risk contribution. The expected responses might indeed be critical for the economy as a whole and reshuffle financing flows towards emerging economies. Such developments will build on an approach focusing on differences in governance structures within banks themselves and on the institutional environment in Europe, Asia and the U.S. Specifically, we analyze the reactions of banks with different ownership structures to changes in regulatory requirements in a low interest rate environment where banks, in general, might be inclined to hold riskier assets. We assess not only changes in their risk-taking behavior but also variations in their capital structures and their lending behavior. This project mobilizes four research teams from the Nouvelle Aquitaine region : LAREFI and GREThA (Université de Bordeaux), CRIEF (Université de Poitiers) and LAPE (Université de Limoges) as well as a team from outside the region (LEO, Université d’Orléans) and foreign researchers recognized worldwide for their expertise and actively collaborating with the teams from the region. By bringing together complementary skills in various fields of specialization (Economics, Banking, Corporate Finance, Market Finance...), this project will hence contribute to a better understanding of failures of the financial system and can also enhance our understanding of how to monitor and curb bank risk-taking behavior without jeopardizing lending. Moreover, how the implications of the changes in bank lending behavior at the macroeconomic level and how the interaction of micro and macro prudential tools and non-conventional monetary policies impact equilibrium is another challenge of this project.

Conferences

Prof. Amine Tarazi was invited at the 4th Annual Chapman Money and Finance Conference in California. In his speech, he discussed some of the projects carried out in the AAP Nouvelle Aquitaine and ANR CaLiBank Projects.

2021 AAP /ANR CaLiBank Workshop

Prudential regulation and Economic Performance

Tuesday, May 25, 2021

Connection to the Workshop Access Link (2:10pm – 2:20pm)

WELCOME ADDRESS (2:20pm – 2:30pm)

Amine TARAZI, Coordinator, ANR CaLiBank & AAP Nouvelle Aquitaine Projects

SESSION 1 - (2:30pm – 3:30pm) Chaired by Iftekhar Hasan, Fordham University, USA and Bank of Finland

2:30pm –2:45pm Machine Learning or Econometrics for Credit Scoring : Let’s Get the Best of Both Worlds

by Elena Dumitrescu (Université d’Orléans), Sullivan Hué* (Université d’Orléans), Christophe Hurlin (Université d’Orléans), and Sessi Tokpavi, (Université d’Orléans)
PDF - 474.7 ko Machine Learning or Econometrics for Credit Scoring

2:45pm – 3:00pm Liquidity Regulation and Bank Lending

by Foly Ananou* (Université de Limoges), Amine Tarazi (Université de Limoges, Institut Universitaire de France), John O. S. Wilson (University of St Andrews) and Dimitris Chronopoulous (University of St Andrews)

PDF - 988.3 ko Liquidity Regulation and Bank Lending

3:00pm – 3:30pm General discussion moderated by Olivier de Jonghe, National Bank of Belgium and Tilburg University, Netherlands.

SESSION 2 - (3:30pm – 4:30pm) Chaired by Robert DeYoung, Kansas University, USA

3:30pm – 3:45pm The distribution of losses from banking crises by Mehdi El Herradi (Université d’Aix-Marseille), Aurélien Leroy* (Université de Bordeaux)
PDF - 1 Mo The distribution of losses from banking crises

3:45pm – 4:00pm Measuring Network Systemic Risk Contributions : A Leave-one-out Approach
by Sullivan Hué (Université d’Orléans), Yannick Lucotte* (Université d’Orléans), and Sessi Tokpavi (Université d’Orléans)
PDF - 2 Mo Measuring Network Systemic Risk Contributions

4:00pm – 4:30pm General discussion moderated by John O.S. Wilson, University of St Andrews, U.K.

4:30pm– 4:45pm Break

SESSION 3 - (4:45pm – 5:45pm) Chaired by Wolf Wagner, (Rotterdam School of Management), Netherlands and CEPR, UK

4:45pm – 5:00pm The opposite effects of bank tax on the real economy

by Cristina Badarau (Université de Bordeaux), Andreea Curmei (Bucharest University), and Alexandra Popescu* (Université de Poitiers)

PDF - 315.7 ko The opposite effects of bank tax on the real economy

5:00pm – 5:15pm Unexpected deposit flows, off-balance sheet funding liquidity risk and bank loan production

by Thierno Barry* (Université de Limoges), Alassane Diabate (Université de Limoges), and Amine Tarazi (Université de Limoges, Institut Universitaire de France)

PDF - 604.6 ko Unexpected deposit flows

5:15pm – 5:45pm General discussion moderated by Christophe Hurlin, Université d’Orléans), France

CONCLUDING REMARKS (5:45PM – 6:15PM)

*Presenting author