Details about Laurent CLERC

Access statistics for papers by Laurent CLERC.

Last updated 2024-12-09. Update your information in the RePEc Author Service.

Short-id: pcl66

Working Papers

2024

1. An analytical framework for assessing climate transition risks: an application to France
   Post-Print, HAL
2. Les assureurs français face aux risques liés à la perte de biodiversité: Enjeux et enseignements pour les organismes et leur supervision
   Analyse et synthese, Banque de France

2022

3. Les acteurs numériques de la finance: un pas vers la rentabilité ?
   Analyse et synthese, Banque de France

2021

4. Les principaux résultats de l’exercice pilote climatique 2020
   Analyse et synthese, Banque de France

2020

5. Climate-Related Scenarios for Financial Stability Assessment: an Application to France
   Working papers, Banque de France View citations (44)
6. Neobanks seeking profitability
   Analyse et synthese, Banque de France

2016

7. Indirect contagion: the policy problem
   ESRB Occasional Paper Series, European Systemic Risk Board View citations (5)

2015

8. A holistic approach to ECB asset purchases, the Investment Plan and CMU
   CEPII Policy Brief, CEPII research center View citations (10)
9. Capital Regulation in a Macroeconomic Model with Three Layers of Default
   Working Papers, Banco de Portugal, Economics and Research Department View citations (194)
   Also in Working Papers, CEMFI (2014) View citations (42)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014) View citations (26)
   Working Paper Series, European Central Bank (2015) View citations (201)
   Working papers, Banque de France (2014) View citations (31)
   See also Journal Article Capital Regulation in a Macroeconomic Model with Three Layers of Default, International Journal of Central Banking, International Journal of Central Banking (2015) View citations (192) (2015)
10. From the Investment Plan to the Capital Markets Union: European Financial Structure and Cross Border Risk-sharing
    Working Papers, CEPII research center View citations (1)

2014

11. Monitoring the European CDS Market through Networks: Implications for Contagion Risks
    Working papers, Banque de France View citations (10)

2013

12. Assessing contagion risks from the CDS market
    ESRB Occasional Paper Series, European Systemic Risk Board View citations (27)
13. Macro-Prudential Policy and the Conduct of Monetary Policy
    Working Papers Central Bank of Chile, Central Bank of Chile View citations (19)
    Also in Working papers, Banque de France (2012) View citations (96)
    Occasional papers, Banque de France (2011) View citations (28)
    See also Chapter Macro-Prudential Policy and the Conduct of Monetary Policy, Central Banking, Analysis, and Economic Policies Book Series, Central Bank of Chile (2014) View citations (5) (2014)
14. The ECB's separation principle: does it "rule OK"? From policy rule to stop-and-go
    Post-Print, HAL View citations (1)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2013) View citations (2)
    See also Journal Article The ECB's separation principle: does it 'rule OK'? From policy rule to stop-and-go, Oxford Economic Papers, Oxford University Press (2013) View citations (2) (2013)

2011

15. BASEL III: Long-term impact on economic performance and fluctuations
    BIS Working Papers, Bank for International Settlements View citations (71)
    Also in Working papers, Banque de France (2011) View citations (81)
    Staff Reports, Federal Reserve Bank of New York (2011) View citations (74)
    Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area (2011) View citations (65)
    See also Journal Article Basel III: Long-term Impact on Economic Performance and Fluctuations, Manchester School, University of Manchester (2015) View citations (55) (2015)
16. Défis pour les politiques monétaires et budgétaires à court et à long terme. Synthèse de la conférence Banque de France / Bundesbank des 19 et 20 mai à Hamburg
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL
    Also in PSE-Ecole d'économie de Paris (Postprint), HAL (2011)
    Post-Print, HAL (2011)
17. La BCE: quel(s) scénario(s) de sortie de crise ?
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL
    Also in Post-Print, HAL (2011)
    See also Journal Article La BCE: quel(s) scénario(s) de sortie de crise ?, Revue d'Économie Financière, Programme National Persée (2011) (2011)

2010

18. L'art du central banking de la BCE et le principe de séparation
    Post-Print, HAL View citations (1)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2010) View citations (2)
    See also Journal Article L'art du central banking de la BCE et le principe de séparation, Revue d'économie politique, Dalloz (2010) View citations (6) (2010)
19. The art of central banking of the ECB and the separation principle
    Working papers, Banque de France View citations (1)
20. The future of monetary policy. Summary of the conference held in Rome on 30 September and 1 October 2010
    Post-Print, HAL
    Also in PSE-Ecole d'économie de Paris (Postprint), HAL (2010)
21. To be or not to be in monetary union: A synthesis
    Working papers, Banque de France View citations (6)
    See also Journal Article To be or not to be in monetary union: A synthesis, Journal of International Economics, Elsevier (2011) View citations (18) (2011)

2009

22. Asset-price boom-bust cycles and credit: what is the scope of macro-prudential regulation?
    Working papers, Banque de France View citations (29)

2008

23. A Two-Pillar DSGE Monetary Policy Model for the Euro Area
    Working papers, Banque de France View citations (10)
    See also Journal Article A two-pillar DSGE monetary policy model for the euro area, Economic Modelling, Elsevier (2011) View citations (19) (2011)
24. A primer on the subprime crisis
    Occasional papers, Banque de France View citations (1)

2007

25. Is there a structural break in equilibrium velocity in the euro area?
    Post-Print, HAL View citations (17)
    Also in Working papers, Banque de France (2007) View citations (21)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2007) View citations (21)
26. Price Stability and the ECB'S monetary policy strategy
    Post-Print, HAL View citations (11)
    Also in Working papers, Banque de France (2004) View citations (1)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2007) View citations (11)
    See also Journal Article PRICE STABILITY AND THE ECB'S MONETARY POLICY STRATEGY*, Journal of Economic Surveys, Wiley Blackwell (2007) View citations (10) (2007)
27. Understanding Asset Prices: Determinants and Policy Implications
    Working papers, Banque de France View citations (1)

Journal Articles

2021

1. Developing climate transition scenarios to manage financial risks
   (Élaborer des scénarios de transition climatique pour gérer les risques financiers)
   Bulletin de la Banque de France, 2021, (237)
2. Managing climate change risks: The role of governance and scenario analysis
   Journal of Risk Management in Financial Institutions, 2021, 15, (1), 38-50
3. Quel avenir pour l’assurance vie en France ?
   Revue d'économie financière, 2021, N° 142, (2), 253-270

2020

4. Évaluer les risques et les vulnérabilités et sensibiliser les acteurs financiers au risque de changement climatique: le rôle des stress tests
   Revue d'économie financière, 2020, N° 138, (2), 225-242

2019

5. Les néobanques vont-elles bouleverser leur secteur d’activité ?
   Revue d'économie financière, 2019, N° 135, (3), 165-180

2017

6. Introduction
   Revue d'économie financière, 2017, N° 127, (3), 9-18

2015

7. Basel III: Long-term Impact on Economic Performance and Fluctuations
   Manchester School, 2015, 83, (2), 217-251 View citations (55)
   See also Working Paper BASEL III: Long-term impact on economic performance and fluctuations, BIS Working Papers (2011) View citations (71) (2011)
8. Capital Regulation in a Macroeconomic Model with Three Layers of Default
   International Journal of Central Banking, 2015, 11, (3), 9-63 View citations (192)
   See also Working Paper Capital Regulation in a Macroeconomic Model with Three Layers of Default, Working Papers (2015) View citations (194) (2015)
9. Penser les politiques macroprudentielles au niveau global
   Revue d'économie financière, 2015, n° 119, (3), 141-156 View citations (3)
10. Reforming the Structures of the EU Banking Sector: Risks and Challenges
    Bankers, Markets & Investors, 2015, (135), 37-48 View citations (1)

2014

11. Juste valeur » et « prix de modèle »: une comparaison internationale de la structure des portefeuilles de trading et du ratio « rentabilité
    Revue d'économie financière, 2014, N° 115, (3), 305-322
12. Les banques centrales et la stabilité financière: nouveau rôle, nouveau mandat, nouveaux défis ?
    Revue d'économie financière, 2014, N° 113, (1), 193-214
13. Macroprudential capital tools: assessing their rationale and effectiveness
    Financial Stability Review, 2014, (18), 183-194 View citations (3)
14. Measuring aggregate risk: Can we robustly identify asset-price boom–bust cycles?
    Journal of Banking & Finance, 2014, 46, (C), 132-150 View citations (13)

2013

15. Assessing contagion risks in the CDS market
    Financial Stability Review, 2013, (17), 123-134 View citations (44)
16. Le shadow banking en Europe
    Revue d'économie financière, 2013, N° 109, (1), 17-32 View citations (1)
17. The ECB's separation principle: does it 'rule OK'? From policy rule to stop-and-go
    Oxford Economic Papers, 2013, 65, (suppl_1), i66-i91 View citations (2)
    See also Working Paper The ECB's separation principle: does it "rule OK"? From policy rule to stop-and-go, Post-Print (2013) View citations (1) (2013)

2011

18. A two-pillar DSGE monetary policy model for the euro area
    Economic Modelling, 2011, 28, (3), 1303-1316 View citations (19)
    See also Working Paper A Two-Pillar DSGE Monetary Policy Model for the Euro Area, Working papers (2008) View citations (10) (2008)
19. Défis pour les politiques monétaires et budgétaires à court et long terme. Synthèse de la conférence Banque de France/Bundesbank des 19 et 20 mai 2011 à Hambourg
    Bulletin de la Banque de France, 2011, (185), 55-60
20. Fiscal and monetary policy challenges in the short and long run Summary of the Banque de France-Bundesbank conference held on 19 and 20 May 2011 in Hamburg
    Quarterly selection of articles - Bulletin de la Banque de France, 2011, (23), 45-52
21. La BCE: quel(s) scénario(s) de sortie de crise ?
    Revue d'Économie Financière, 2011, 103, (3), 117-144
    Also in Revue d'économie financière, 2011, N° 103, (3), 117-144 (2011)
    See also Working Paper La BCE: quel(s) scénario(s) de sortie de crise ?, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2011) (2011)
22. To be or not to be in monetary union: A synthesis
    Journal of International Economics, 2011, 83, (2), 154-167 View citations (18)
    See also Working Paper To be or not to be in monetary union: A synthesis, Working papers (2010) View citations (6) (2010)

2010

23. L'art du central banking de la BCE et le principe de séparation
    Revue d'économie politique, 2010, 120, (2), 269-302 View citations (6)
    See also Working Paper L'art du central banking de la BCE et le principe de séparation, Post-Print (2010) View citations (1) (2010)
24. Le futur de la politique monétaire: synthèse de la conférence tenue à Rome le 30 septembre et le 1er octobre 2010
    Bulletin de la Banque de France, 2010, (182), 79-85 View citations (1)
    Also in Quarterly selection of articles - Bulletin de la Banque de France, 2010, (20), 85-94 (2010)
25. Les stratégies de politique monétaire après la crise
    Bulletin de la Banque de France, 2010, (181), 101-110
    Also in Quarterly selection of articles - Bulletin de la Banque de France, 2010, (19), 63-76 (2010)

2008

26. Valuation and fundamentals
    Financial Stability Review, 2008, (12), 23-37 View citations (1)

2007

27. PRICE STABILITY AND THE ECB'S MONETARY POLICY STRATEGY*
    Journal of Economic Surveys, 2007, 21, (2), 268-326 View citations (10)
    See also Working Paper Price Stability and the ECB'S monetary policy strategy, Post-Print (2007) View citations (11) (2007)

2004

28. Credit risk management and financial stability
    Financial Stability Review, 2004, (5), 115-119

2003

29. Désinflation et stratégies de politique monétaire dans les pays accédants
    Bulletin de la Banque de France, 2003, (119), 29-48 View citations (2)

Books

2011

1. The Euro Area and the Financial Crisis
   Cambridge Books, Cambridge University Press View citations (65)

Chapters

2019

1. Towards a Global Real Estate Market? Trends and Evidence
   Springer

2014

2. Macro-Prudential Policy and the Conduct of Monetary Policy
   Chapter 9 in Macroeconomic and Financial Stability: challenges for Monetary Policy, 2014, vol. 19, pp 273-314 View citations (5)
   See also Working Paper Macro-Prudential Policy and the Conduct of Monetary Policy, Central Bank of Chile (2013) View citations (19) (2013)

2003

3. The role of financial factors in the transmission of monetary policy
   A chapter in Monetary policy in a changing environment, 2003, vol. 19, pp 192-212

2002

4. The influence of structural changes on market functioning and its implications for monetary policy: a focus on the euro area
   A chapter in Market functioning and central bank policy, 2002, vol. 12, pp 43-64 View citations (1)

2001

5. To what extent are prudential and accounting arrangements pro- or countercyclical with respect to overall financial conditions?
   A chapter in Marrying the macro- and micro-prudential dimensions of financial stability, 2001, vol. 01, pp 197-210 View citations (16)