Julien Idier

An Analytical Framework to Calibrate Macroprudential Policy.

T. Bennani, Cyril Couaillier, A. Devulder, 2017 .

How Useful is the Marginal Expected Shortfall for the Measurement of Systemic Exposure? A Practical Assessment

Julien Idier, G. Lamé, J. Idier, 2011, Social Science Research Network.