CV

 

Henri Fraisse

Banque de France 

ACPR-DE-CR

53, rue de Chateaudun

Paris 75009, France

telephone: (33) 1 49 95 47 82

Email: hf42@cmail.cornell.edu, henri.fraisse@banque-france.fr

08/03/2017

 

PROFESSIONAL EXPERIENCE                  

 

French Supervisory Authority 


  • Head of the Research Unit : 2017-present

        Research in  Banking and Financial Regulation, Policy Briefing

  • Head of the Macro Prudential Risk Division : 2011-2016

        Stress tests, Banking, Insurance, Financial Regulation, Policy Briefing

Banque de France

  • Deputy Head of the Microeconomic Studies Unit: 2008-2011
        Research in labor economics and consumer finance, policy briefing.
        
  •     PhD Candidate in Economics at Cornell University-2004-2008
 
  • Macroeconomic Studies and Forecasting Unit: Economist-2001-2004

Forecasting and macroeconomic studies (see publications), policy briefing.

Representative of the Banque de France at the Working Group of Forecasting of the Euro system of Central Banks.

Representative of the Banque de France at the Working group on “Labour market mismatches in euro area countries”.

           

  • Market Operations Department Euro Market Unit : Fixed Income Portfolio Manager 1999-2001.

Trading-Investment Tools Developments (zero-coupon curves, efficient frontiers and optimal portfolios estimates)-Market Analysis

 

GAN-GROUPAMA- Collective Insurance Department-Actuary : 1998-1999
Pricing of collective insurance contracts protecting from borrowers’ default
 
Délégation Générale de l’Armement (Procurement Agency) 1997-1998

Mandatory Military Service as “scientific staff”

 

EDUCATION

 

Cornell University: Ph.D. in Economics, 2009

Fields: Labor Economics, Public Economics and Applied Econometrics

Committee: Professor Lawrence M. Kahn (Chair), Professor John M. Abowd, Professor Jed DeVaro.

 
University of Paris I, Sorbonne: M.S. in Macroeconomics, 2004

M.S. Thesis : « modelisation for the French saving ratio » under the supervision of Antoine d’Autume -Published in the Banque de France Monthly Bulletin Nov.2004-Quoted in the Newspaper “Le Monde” 31.Oct 2004.

 

ENSAE (Ecole Nationale de la Statistique et de l’Administration Economique), 1997

M.S. in Economics and Statistics (Diplôme de l’ENSAE). Major in financial engineering and actuarial science.

Member of the Institut des Actuaires Français (French Society of Actuaries)

M.S. Thesis : “Option pricing under uncertain volatility : the Avelanedda, Levy and Paras approach”

 

  
 
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