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Aurélien Violon
(Aurelien Violon)

Personal Details

First Name:Aurelien
Middle Name:
Last Name:Violon
Suffix:
RePEc Short-ID:pvi434
[This author has chosen not to make the email address public]
Terminal Degree:2021 Paris School of Economics (from RePEc Genealogy)

Affiliation

(50%) Banque de France

Paris, France
http://www.banque-france.fr/
RePEc:edi:bdfgvfr (more details at EDIRC)

(50%) Paris School of Economics

Paris, France
http://www.parisschoolofeconomics.eu/
RePEc:edi:eeparfr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Aurélien Violon & Dominique Durant & Oana Toader, 2018. "The Impact of the Identification of GSIBs on their Business Model," Débats économiques et financiers 33, Banque de France.
  2. Justine Pedrono & Aurélien Violon, 2017. "Banks' leverage Procyclicality: Does Currency Diversification Matter?," Working Papers 2017-09, CEPII research center.
  3. Justine Pedrono & Aurélien Violon, 2016. "Banks' Leverage Procyclicality: Does US Dollar Diversification Really Matter?," Working Papers halshs-01216658, HAL.
  4. Justine Pedrono & Aurélien Violon, 2016. "Banks' Capital Structure and US Dollar Diversification of Assets: Does Reduction in Systemic Risk Offset Agency Costs?," AMSE Working Papers 1610, Aix-Marseille School of Economics, France.
  5. Justine Pedrono & Aurélien Violon, 2015. "Bank Leverage: Does Currency Diversification Really Matter?," AMSE Working Papers 1543, Aix-Marseille School of Economics, France, revised 16 Oct 2015.
  6. Faccioli S. & Lavaud G. & Violon A., 2013. "La situation des mutuelles du code de la mutualité en 2012," Analyse et synthèse 23, Banque de France.

Articles

  1. Aurélien Violon & Dominique Durant & Oana Toader, 2020. "The Impact of the Designation of Global Systemically Important Banks on Their Business Model," International Journal of Central Banking, International Journal of Central Banking, vol. 16(5), pages 95-142, October.
  2. Samira BOURAHLA & Émilie FIALON & Alexandre GARCIA & Aurélien VIOLON, 2018. "Does the leverage ratio have an adverse impact on client clearing? [Les services de compensation centrale pour compte de tiers pénalisés par le ratio de levier ?]," Bulletin de la Banque de France, Banque de France, issue 218.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Aurélien Violon & Dominique Durant & Oana Toader, 2018. "The Impact of the Identification of GSIBs on their Business Model," Débats économiques et financiers 33, Banque de France.

    Cited by:

    1. Cyril Pouvelle., 2022. "An Analysis of Financial Conglomerate Resilience: A Perspective on bancassurance in France [Une analyse de la résilience des conglomérats financiers : Une perspective sur la bancassurance en France," Débats économiques et financiers 39, Banque de France.
    2. Behn, Markus & Schramm, Alexander, 2020. "The impact of G-SIB identification on bank lending: evidence from syndicated loans," Working Paper Series 2479, European Central Bank.
    3. Everett, Mary & McQuade, Peter & O’Grady, Michael, 2020. "Bank business models as a driver of cross-border activities," Journal of International Money and Finance, Elsevier, vol. 108(C).
    4. Gündüz, Yalin, 2020. "The market impact of systemic risk capital surcharges," Discussion Papers 09/2020, Deutsche Bundesbank.
    5. M. Birn & M. Dietsch & D. Durant, 2017. "How to reach all Basel requirements at the same time?," Débats économiques et financiers 28, Banque de France.
    6. Henri Fraisse & Christophe Hurlin, 2024. "Modèles internes des banques pour le calcul du capital réglementaire (IRB) et intelligence artificielle," Débats économiques et financiers 44, Banque de France.
    7. Bellia, Mario & Heynderickx, Wouter & Maccaferri, Sara & Schich, Sebastian, 2020. "Do CDS markets care about the G-SIB status?," Working Papers 2020-02, Joint Research Centre, European Commission.
    8. Monnet, Eric & , & Ungaro, Stefano, 2021. "The Real Effects of Bank Runs. Evidence from the French Great Depression (1930-1931)," CEPR Discussion Papers 16054, C.E.P.R. Discussion Papers.
    9. Tirupam Goel & Ulf Lewrick & Aakriti Mathur, 2019. "Playing it safe: global systemically important banks after the crisis," BIS Quarterly Review, Bank for International Settlements, September.

  2. Justine Pedrono & Aurélien Violon, 2017. "Banks' leverage Procyclicality: Does Currency Diversification Matter?," Working Papers 2017-09, CEPII research center.

    Cited by:

    1. Justine Pedrono, 2015. "Banking Leverage Procyclicality: A Theoretical Model Introducing Currency Diversification," Working Papers halshs-01203758, HAL.

  3. Justine Pedrono & Aurélien Violon, 2016. "Banks' Leverage Procyclicality: Does US Dollar Diversification Really Matter?," Working Papers halshs-01216658, HAL.

    Cited by:

    1. Justine Pedrono, 2016. "Currency Diversification of Banks: A Spontaneous Buffer Against Financial Losses," Working Papers halshs-01275862, HAL.

  4. Justine Pedrono & Aurélien Violon, 2016. "Banks' Capital Structure and US Dollar Diversification of Assets: Does Reduction in Systemic Risk Offset Agency Costs?," AMSE Working Papers 1610, Aix-Marseille School of Economics, France.

    Cited by:

    1. Justine Pedrono, 2016. "Currency Diversification of Banks: A Spontaneous Buffer Against Financial Losses," Working Papers halshs-01275862, HAL.

Articles

  1. Aurélien Violon & Dominique Durant & Oana Toader, 2020. "The Impact of the Designation of Global Systemically Important Banks on Their Business Model," International Journal of Central Banking, International Journal of Central Banking, vol. 16(5), pages 95-142, October.

    Cited by:

    1. Goel, Tirupam & Lewrick, Ulf & Mathur, Aakriti, 2021. "Does regulation only bite the less profitable? Evidence from the too-big-to-fail reforms," Bank of England working papers 946, Bank of England.
    2. Luis Garcia & Ulf Lewrick & Taja Sečnik, 2023. "Window Dressing and the Designation of Global Systemically Important Banks," Journal of Financial Services Research, Springer;Western Finance Association, vol. 64(2), pages 231-264, October.
    3. Homma, Yasutake & Suzuki, Katsushi, 2023. "TLAC bonds and bank risk-taking," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 87(C).
    4. Saibal Ghosh, 2023. "Stability versus soundness: what matters for women central bank governors?," Economic Change and Restructuring, Springer, vol. 56(4), pages 2315-2338, August.
    5. Marwan Alzoubi & Ayman Abdalmajeed Alsmadi & Hamad kasasbeh, 2022. "Systemically Important Bank: A Bibliometric Analysis for the Period of 2002 to 2022," SAGE Open, , vol. 12(4), pages 21582440221, December.
    6. He, Dongwei & Wu, Yifan & Wang, Yifan & Xing, Xueyan, 2023. "Prudential regulation and bank performance: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 82(C).
    7. Luis Garcia & Ulf Lewrick & Taja Sečnik, 2021. "Is window dressing by banks systemically important?," BIS Working Papers 960, Bank for International Settlements.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 6 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (3) 2015-10-25 2015-11-01 2017-06-25
  2. NEP-RMG: Risk Management (3) 2016-03-10 2016-03-17 2018-07-16
  3. NEP-BAN: Banking (1) 2018-07-16
  4. NEP-EUR: Microeconomic European Issues (1) 2017-06-25

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