Other work

Policy working papers

Clustering the State of the French Economy, a Qualified View on Financial Crises (with Anthony Galtier et al.), SSRN, 2023

An Analytical Framework to Calibrate Macroprudential Policy (with Taryk Bennani et al.), Banque de France working papers, 2017

Pandemic Crises in Financial Systems: A Simulation-Model to Complement Stress-Testing Frameworks (with Julien Idier), Banque de France working papers, 2017

Policy insights

Credit default swaps - analysis and policies, ESRB report, 2025

French financial institutions facing the climate transition (with Tristan Jourde and Dilyara Salakhova), Banque de France Eco Notepad no 348, 2024

What is the purpose of CDSs? (with Dorian Henricot), Banque de France Eco Notepad no 338, 2024

Regulation of derivatives markets, review and prospects (with Gabrielle Demange and Guillaume Vuillemey), Opinions and Debates, Institut Louis Bachelier, 2023

System-wide stress tests: a deep dive into the financial system (with Gábor Fukker, Aurore Schilte, and Matthias Sydow), Banque de France Eco Notepad no 249, 2022

Macroprudential policy instruments: a bulwark against interbank contagion risk (with Dilyara Salakhova), Banque de France bulletin, issue 218, 2019