Liquidity management under binding regulations

  1. Ananou F.,Tarazi A.,Wilson J. O. S., Chronopoulous D., (2021), « Liquidity Regulation and Bank Lending », Journal of Corporate Finance, Vol. 69, August 2021,101997.

  2. Ananou, F., Chronopoulos, D., Tarazi, A. Wilson, J., (2021). Liquidity regulation and bank risk. LAPE Working Paper.

  3. Distinguin, I., Labchara, O., Tarazi, A. (2021). Liquidity Shock and Bank Risk. LAPE Working Paper.

  4. Ardekani M.A., Distinguin I., Tarazi A., (2020), "Do banks change their ratios based on network characteristics?", European Journal of Operational Research, Volume 285, Issue 2, 1 September 2020, Pages 789-803.

  5. Barry, T., Diabate, A., Tarazi, A. (2020). Unexpected deposit flows, off-balance sheet funding liquidity risk and bank loan production.LAPE Working Paper ⟨hal-02516724⟩.

Regulatory capital requirements and liquidity management

  1. DeYoung, R., Huang, M. (2021). The External Effects of Bank Executive Pay: Liquidity Creation and Systemic Risk. Journal of Financial Intermediation, 47, July 2021, 100920.

  2. Barry, T., Diabate, A., Tarazi, A. (2019). Market liquidity shortage and banks' capital structure and balance sheet adjustments: evidence from U.S. commercial Banks. LAPE Working Paper ⟨hal-01965938v2⟩.

Regulatory capital requirements, liquidity and systemic risk

  1. Dumitrescu, E.-I., Hué, S. Hurlin, C., and Tokpavi, S. (2022), Machine Learning for Credit Scoring: Improving Logistic Regression with Non-Linear Decision-Tree Effects, European Journal of Operational Research, 297(3), 1178-1192.

  2. Bakkar, Y., Pamen Nyola, A., (2021). Internationalization, foreign complexity and systemic risk: Evidence from European Banks, Journal of Financial Stability, 55, 100892.

  3. Hurlin, C., Pérignon, C., and Saurin, S. (2021), The Fairness of Credit Scoring Models, SSRN Working paper, April 2021.

  4. Aibinu, J., Lepetit, L., Strobel, F. (2021). Asset commonality and bank systemic risk. LAPE Working Paper.

  5. Banulescu-Radu, D., Hurlin, C., Leymarie, J. and Scaillet, O. (2021), Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures, Management Science, 67(9), 5730-5754.

  6. Bakkar Y., Rugemintwari C., Tarazi A., (2020), "Charter Value, risk-taking and systemic risk in banking before and after the global financial crisis of 2007-2008", Applied Economics, Volume 52, 2020 - Issue 10, Pages 3898-3918, Published online: 14 Feb 2020.

  7. Beaumont, P., Libert, T., and Hurlin, C. (2019), Granular Borrowers, Université Paris-Dauphine Research Paper No. 3391768

  8. Bakkar, Y., DeJonghe, O., Tarazi, A. (2023). Does banks’ systemic importance affect their capital structure and balance sheet adjustment processes?, Journal of Banking and Finance, 151, 105518.