1

Risk Management in Financial Institutions

Rampini, Adriano A., Viswanathan, S., Vuillemey, Guillaume
Journal:
SSRN Electronic Journal
Year:
2015
Language:
english
File:
PDF, 6.75 MB
english, 2015
2

Bank Interest Rate Risk Management

Vuillemey, Guillaume
Journal:
Management Science
Year:
2019
Language:
english
File:
PDF, 1.03 MB
english, 2019
3

Central clearing and collateral demand

Duffie, Darrell, Scheicher, Martin, Vuillemey, Guillaume
Journal:
Journal of Financial Economics
Year:
2015
Language:
english
File:
PDF, 2.02 MB
english, 2015
4

The Value of Central Clearing

VUILLEMEY, GUILLAUME
Journal:
The Journal of Finance
Year:
2020
Language:
english
File:
PDF, 341 KB
english, 2020
5

Derivatives and Interest Rate Risk Management by Commercial Banks

Vuillemey, Guillaume
Journal:
SSRN Electronic Journal
Year:
2015
Language:
english
File:
PDF, 760 KB
english, 2015
7

Epistemological foundations for the assessment of risks in banking and finance

Vuillemey, Guillaume
Journal:
Journal of Economic Methodology
Year:
2014
Language:
english
File:
PDF, 139 KB
english, 2014
8

Central Clearing and Collateral Demand

Duffie, Darrell, Scheicher, Martin, Vuillemey, Guillaume
Journal:
SSRN Electronic Journal
Year:
2014
Language:
english
File:
PDF, 593 KB
english, 2014
9

Wholesale Funding Dry-Ups

PÉRIGNON, CHRISTOPHE, THESMAR, DAVID, VUILLEMEY, GUILLAUME
Journal:
The Journal of Finance
Year:
2017
Language:
english
File:
PDF, 678 KB
english, 2017
11

Disentangling the bond–CDS nexus: A stress test model of the CDS market

Vuillemey, Guillaume, Peltonen, Tuomas A.
Journal:
Economic Modelling
Year:
2015
Language:
english
File:
PDF, 521 KB
english, 2015
12

Interest Rate Risk in Banking: A Survey

Vuillemey, Guillaume
Journal:
SSRN Electronic Journal
Year:
2015
Language:
english
File:
PDF, 461 KB
english, 2015
14

Who Bears Interest Rate Risk?

Hoffmann, Peter, Langfield, Sam, Pierobon, Federico, Vuillemey, Guillaume
Journal:
Review of Financial Studies
Year:
2018
Language:
english
File:
PDF, 890 KB
english, 2018
15

Who Bears Interest Rate Risk?

Hoffmann, Peter, Langfield, Sam, Pierobon, Federico, Vuillemey, Guillaume
Journal:
SSRN Electronic Journal
Year:
2017
Language:
english
File:
PDF, 1.54 MB
english, 2017
16

The Failure of a Clearinghouse: Empirical Evidence

Bignon, Vincent, Vuillemey, Guillaume
Journal:
Review of Finance
Year:
2018
Language:
english
File:
PDF, 2.40 MB
english, 2018
17

The Failure of a Clearinghouse: Empirical Evidence

Bignon, Vincent, Vuillemey, Guillaume
Journal:
SSRN Electronic Journal
Year:
2016
Language:
english
File:
PDF, 2.25 MB
english, 2016
20

The Failure of a Clearinghouse: Empirical Evidence

Bignon, Vincent, Vuillemey, Guillaume
Journal:
SSRN Electronic Journal
Year:
2017
Language:
english
File:
PDF, 3.89 MB
english, 2017