Ask any question about EPFL courses, lectures, exercises, research, news, etc. or try the example questions below.
DISCLAIMER: The Graph Chatbot is not programmed to provide explicit or categorical answers to your questions. Rather, it transforms your questions into API requests that are distributed across the various IT services officially administered by EPFL. Its purpose is solely to collect and recommend relevant references to content that you can explore to help you answer your questions.
This thesis examines the optimal mode of financing for banks and financial institutions. The first chapter, which is a joint work with Prof. Jean-Charles Rochet, investigates how Systemically Important Financial Institutions (SIFIs) should be financed. The ...
The financial crisis of 2007-2009 drew attention to the essential role of banks for the macroeconomy and to the importance of having a resilient financial sector. A vulnerability in the financial sector spills over to the real economy and can drive it into ...
When faced with a decision, most people like to know the odds and prefer to avoid ambiguity. It has been suggested that this aversion to ambiguity is linked to people's assumption of worst possible outcomes. We used two closely linked behavioural tasks in ...
IRGC’s guidelines for the governance of systemic risks addresses the question of how to deal with systemic risks in the context of system transitions, i.e., in situations that require adaptation to new context conditions or transformation of an organisatio ...
This thesis presents new flexible dynamic stochastic models for the evolution of market prices and new methods for the valuation of derivatives. These models and methods build on the recently characterized class of polynomial jump-diffusion processes for w ...
Small-scale farmers are highly threatened by climate change. Experts often base their interventions to support farmers to adapt to climate change on their own perception of farmers' livelihood risks. However, if differences in risk perception between farme ...
Volume 2 of the IRGC Resource Guide on Resilience provides an in-depth and pragmatic evaluation of concepts and methods for resilience-based approaches in contrast to risk-based approaches, as proposed and practised in different domains of science and prac ...
This report presents a study commissioned by the European Parliament to compare regulatory standards in the EU and the US in four key sectors (food safety, automobiles, chemicals, and pharmaceuticals), chosen for their relevance both to consumer protection ...
This paper models the housing sector, mortgages and endogenous default in a DSGE setting with nominal and real rigidities. We use data for the period 1981-2006 to estimate our model using Bayesian techniques. We analyze how an increase in risk in the mortg ...
In this thesis I study how firms choose their optimal debt maturity. The recent financial crisis illustrated why debt maturity is an important determinant of firmsâ capital structure and it also renewed economistsâ interest in this topic, see for examp ...
