Published Papers
DURAND, Pierre, LE QUANG, Gaëtan & VIALFONT, Arnold (June 2024). Non linéarités et interactions entre variables : quelques apports des méthodes d'apprentissage automatique interprétable à la régulation bancaire. Revue d'économie politique [HCERS-A, CNRS-rang 2], Vol 134, Issue 1 (pp. 893-922). Available here.
DURAND, Pierre & LE QUANG, Gaëtan (Aug. 2022). Banks to basics! Why banking regulation should focus on equity. European Journal of Operational Research [HCERS-A, CNRS-rang 1], Vol 301, Issue 1 (pp. 349-372). Available here.
Working Papers
DURAND, Pierre, LE QUANG Gaetan & VIALFONT, Arnold. Are Basel III requirements up to task? Evidence from bankruptcy prediction models. 2308, GATE, Lyon St-Etienne, Université de Lyon, Available here.
DURAND, Pierre & LE QUANG Gaetan (2020). What do bankruptcy prediction models tell us about banking regulation? Evidence from statistical and learning approaches. 2021-2, EconomiX-CNRS, Université Paris Nanterre. Available here.
DURAND, Pierre & LE QUANG Gaetan (2020). Banks to basics! Why banking regulation should focus on equity. 2020-2, EconomiX-CNRS, Université Paris Nanterre. Available here.
DURAND Pierre (2019). Determinants of banks' profitability: Do Basel III liquidity and capital ratios matter?, "Working Paper" 2020-24, EconomiX-CNRS, Université Paris Nanterre. Available here.
DURAND Pierre (2019). On the impact of capital and liquidity ratios on financial stability., "Working Paper" 2019-4, EconomiX-CNRS, Université Paris Nanterre. Available here.
DURAND Pierre (2018). Impact du financement par fonds de pension sur la performance des entreprises du CAC 40., "Working Paper" 2018-4, EconomiX-CNRS, Université Paris Nanterre. Available here.
On Going Work
APOCALYPSE (Air POllution Cost AnaLYsis: Predicting Social health Expenditure). In collaboration with Igor Bagayev, François-Olivier Baudot, Ilona Dielen, Némo Gouaud Gosteau and Julie Lochard (ERUDITE, UPEC & CNAM),
Sustainable banking prudential : how environmental matters should be taken into account in prudential requirements ? In collaboration with Gaëtan Le Quang, from Université Lumière Lyon 2 (project).
Database on European banks' default: a scraping approach. In collaboration with Arnold Vialfont (ERUDITE, UPEC).