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Perignon Christophe

Christophe Pérignon




         Associate Professor of Finance

        Associate Dean for Research

HEC Paris

              E-mail: perignon[at]
              Phone: (+33) 139 67 94 11
              Fax:     (+33) 139 67 70 85

           CV       My SSRN webpage


I am co-head of the Chair ACPR/Risk Foundation: Regulation and Systemic Risk


I am a founder of

Online repository allowing researchers to share code/data associated with scientific publications























   Published/Accepted Papers   
    Review of Financial Studies, forthcoming (with Vallée) 
    HEC ranking: A
   Journal of Financial and Quantitative Analysis, forthcoming
   (with Cruz Lopez, Harris, and Hurlin) HEC ranking: A

   Where the Risks Lie: A Survey on Systemic Risk
   Review of Finance, forthcoming
  (with Benoit, Colliard, and Hurlin) HEC ranking: A
    Review of Finance, 2015
   (with Benoit and Hurlin) HEC ranking: A
   Journal of Banking and Finance, 2013 
   (with Colletaz and Hurlin)
   Journal of Risk and Insurance, 2013 (with Jones)
   Journal of Banking and Finance, 2011
   (with Frésard and Wilhelmsson)
   The Level and Quality of Value-at-Risk Disclosure
   by Commercial Banks 
   Journal of Banking and Finance, 2010 (with Smith)
   Journal of Banking and Finance, 2010 (with Smith)
   Journal of Financial and Quantitative Analysis, 2009
   (with Brockman and Chung) HEC ranking: A
   Journal of Financial Economics, 2008
   (with Goyal and Villa) HEC ranking: A

   Journal of Derivatives, 2008 (with Smith)
   Journal of Banking and Finance, 2008
   (with Deng and Wang)
   Review of Finance, 2007
   (with Chung and IsakovHEC ranking: A

   Testing the Monotonicity Property of Option Prices
   Journal of Derivatives, 2006

   Journal of Business, 2006 (with Villa) HEC ranking: A

   Working Papers
    Wholesale Funding Dry-Ups
    (with Thesmar and Vuillemey) WFA16, EFA16, CEPR16
     AFFI16 (Best Paper Award), ECB16, FDIC16, AFA17
     Revise and Resubmit, Journal of Finance

    (with Hurlin, Iseli, and Yeung)

     (with Benoit and Hurlin)
      ESRB16, AFFI16 

   Work in Progress

   Safe assets


   Short-Term Funding of Non-Financial Firms


   Effects of ETFs on the assets they track 






    Marchés Financiers: Gestion de Portefeuille et des Risques

    6e Edition, Dunod (2014)

    Bertrand Jacquillat, Bruno Solnik & Christophe Pérignon

    Order Here


     Press Coverage
    GARP Risk Review: Derivative Clearing and Systemic Risk   
    New La banque en ligne, source d'instabilite? Expansion, Oct. 2016