Plan du site

Perignon Christophe

Christophe Pérignon



             Associate Professor of Finance

          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-holder of the Chair ACPR/Risk Foundation: Regulation and Systemic Risk


I am co-founder of

An online repository allowing people to share code and data associated with scientific publications











   Recent Published Papers   
   Review of Finance, forthcoming (with Benoit and Hurlin)
   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)
   Journal of Financial Economics, 2008 (with Goyal and Villa)

   Journal of Derivatives, 2008 (with Smith)
   Journal of Banking and Finance, 2008
   (with Deng and Wang)
   Review of Finance, 2007 (with Chung and Isakov)

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

   Sources of Time Variation in the Covariance Matrix of
   Interest Rates Journal of Business, 2006 (with Villa)

   Working Papers
   Wholesale Funding Runs NEW
   (with Thesmar and Vuillemey)
    Where the Risks Lie: A Survey on Systemic Risk
   (with Benoit, Colliard, and Hurlin)
   (with Hurlin, Iseli, and Yeung)
    The Political Economy of Financial Innovation:
   (with Vallée)  WFA 2012, EFA 2013, NBER 2015
    Media Coverage: Forbes, France Culture
   CoMargin (with Cruz Lopez, Harris, and Hurlin)
    AFA 2015

   Work in Progress

   Derivatives Clearing and Financial Stability


   Impact of Banking Regulation on Collateral Quality






    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 (Feb. 2009)