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Perignon Christophe

Christophe Pérignon

 

  

 

         Associate Professor of Finance

        Associate Dean for Research

HEC Paris

   
             
              E-mail: perignon[at]hec.fr
              Website: www.hec.fr/perignon
              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 www.RunMyCode.org

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

  

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

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   Published Papers   
 
   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 Runs
    (with Thesmar and Vuillemey) WFA16, EFA16, CEPR16
     AFFI16 (Best Paper Award), FDIC16, AFA17
    (with Vallée)  WFA12, EFA13, NBER15AFA17
     Revise and Resubmit, Review of Financial Studies

     (with Hurlin, Iseli, and Yeung)

     (with Benoit and Hurlin) new
 
 

 
   
   Work in Progress
 

   Funding risk of banks and corporations

 

   Regulatory arbitrage and collateral management

 

   Effects of ETFs on the baskets they track 

 

 
      

 

 

    Book

    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