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Associate Professor of Finance at HEC Paris

Associate Editor, Management ScienceCo-holder of the Chair "Business Analytics for Future Banking" (HEC-Natixis-Polytechnique)Member of the ACPR Chair "Regulation and Systemic Risks"CEPR Research AffiliateSUERF Research AffiliateMember of the Finance Theory GroupDaddy of Joseph, Marin, and Aurel

In my research I study how financial institutions and frictions impact the functioning of financial markets, the formation of prices and the allocation of resources and risks in the economy. I focus particularly on the microeconomics of banking and financial markets microstructure.

Where to meet me (most of the time virtually) in the coming months:

  • 28.10.20: Seminar, University of Bristol.
  • 06.11.20: Seminar, Arizona State University.
  • 16-17.11.20: Discussion of "Lending standards, productivity and credit crunches", by Jonathan Swarbrick, at the Norges Bank workshop Frontier Research in Banking.
  • 12.01.21: Seminar, University of Bonn.
  • 10.05.21: Seminar, Toulouse School of Economics.

Latest updates and news:

  • August 2020: "Inventory Management, Dealers' Connections, and Prices in OTC Markets" accepted at Journal of Finance.
  • July 2020: "Asset Dissemination through Dealer Markets" accepted at Management Science.
  • 23 May 2020: Happy to announce the birth of Aurel.
  • March 2020: I joined Management Science as an Associate Editor (Finance Track).
  • January 2020: New paper, "Measuring Regulatory Complexity", with Co-Pierre Georg.
  • December 2019: Substantial revision of "Inventory Management, Dealers' Connections, and Prices in OTC Markets".
  • May 2019: New survey on "The architecture of supervision", ECB Discussion Paper n°2287, joint with Miguel Ampudia, Thorsten Beck, Andreas Beyer, Agnese Leonello, Angela Maddaloni, and David Marques-Ibanez.
  • February 2019: "Optimal Supervisory Architecture and Financial Integration in a Banking Union" accepted at Review of Finance.