Jérôme Coffinet
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Jerome Coffinet is Head of the Studies Documentation and Statistics Division of the ACPR. Previously, he occupied various positions in statistics, monetary policy, financial stability and banking supervision. He is currently a member of the Household Finance and Consumption Network and the Working Group on Supervisory Statistics. He holds Masters in Physics, Public Administration and Econometrics.
jerome.coffinet@acpr.banque-france.fr
Current Position
Head of Studies Documentation and Statistics Division
Previous Position
Head of Statistical Engineering Division, Directorate General Statistics - Deputy Head, Macrofinance Division, Financial Stability Department - Responsible for Risk Modeling and Stress Testing Unit, Banking Studies Division - Economist, Monetary Policy Research Division
Diploma
Master Econometrics, Paris School of Economics, 2007 - Master Public Affairs (« Diploma »), Institut d'Etudes Politiques de Paris, 2003 - MSc Physics and Chemistry (Ingénieur de l'ESPCI-Paristech), 2002
Research Interest
Banking and monetary economics, macroeconomics, finance, statistics
Contact
+33 (0)1 42 44 37 76
ACPR, BUD-2772, 4 Place de Budapest, 75009 Paris
Publications
Banque de France Bulletin no. 241:
Large French banking groups are increasingly concentrating their international activities in the euro area
Thematic: Financial stability and financial system
- Published on 09/13/2022
- 13 pages
- EN
- PDF (2.83 MB)
Publications
Banque de France Bulletin no. 238:
The French life insurance market during the health crisis
Thematic: Financial stability and financial system
- Published on 12/22/2021
- 8 pages
- EN
- PDF (405.88 KB)
Publications
Banque de France Bulletin no. 235:
Covid-19 and house prices in the UK: what can be learned from web-scraping data?
By Bricongne Jean-Charles, Chatelais Nicolas, Meunier Baptiste, Pouget Sylvain, Coffinet Jérôme, Kintzler Étienne
Thematic: Economic research
- Published on 07/29/2021
- 7 pages
- EN
- PDF (282.87 KB)
Publications
Banque de France Bulletin no. 231:
Tracking the economy during the Covid-19 pandemic: the contribution of high-frequency indicators
By Coffinet Jérôme, Delbos Jean-Brieux, Kaiser Vojtech, Kien Jean-Noël, Kintzler Étienne, Lestrade Ariane, Mouliom Michel, Nicolas Théo, Bricongne Jean-Charles, Meunier Baptiste
Thematic: Macroeconomics, microeconomics and structures
- Published on 12/03/2020
- 14 pages
- EN
- PDF (1.65 MB)
Publications
Banque de France Bulletin no. 230:
Wealth and debts of households in France, Germany and Italy before the Covid 19 crisis
Thematic: Credit and financing
- Published on 10/13/2020
- 10 pages
- EN
- PDF (426.53 KB)
Publications
Working Paper Series no. 705:
Relationship lending and SMEs’ funding costs over the cycle: why diversification of borrowing matters
- Published on 01/04/2019
- 48 pages
- EN
- PDF (1.86 MB)
Publications
Banque de France Bulletin no. 219:
Commercial real estate: is there a risk of a financial bubble?
Thematic: Financial stability and financial system
- Published on 11/29/2018
- 11 pages
- EN
- PDF (438.1 KB)
Publications
Quarterly Selection of Articles no. 40:
Winter 2015
By Coffinet Jérôme, Jadeau Christophe, Bê Duc Louis, Horny Guillaume, Pagès Henri, Carlino Laurent, Lafon Anne-Sophie
- Published on 03/14/2017
- EN
- PDF (1.3 MB)
Publications
Working Paper Series no. 316:
Two-way interplays between capital buffers, credit and output: evidence from French banks
- EN
- PDF (410 KB)
Publications
Working Paper Series no. 311:
Predicting Financial Distress in a High-Stress Financial World: The Role of Option Prices as Bank Risk Metrics
- EN
- PDF (617.25 KB)
Publications
Working Paper Series no. 306:
Stress testing banks' profitability: the case of French banks
By Coffinet Jérôme, Lin Surong
- EN
- PDF (554.44 KB)
Publications
Working Paper Series no. 242:
Stress testing French banks' income subcomponents
By Coffinet Jérôme, Martin S. Lin and C.
- EN
- PDF (138.09 KB)
Publications
Working Paper Series no. 220:
Macroeconomic Surprises and the Inflation Compensation Curve in the Euro Area
- EN
- PDF (416.68 KB)
Publications
Working Paper Series no. 193:
Forecasting interest rates with futures contracts using macroeconomic and financial variables (in French)
- EN
- PDF (490.23 KB)
Publications
Working Paper Series no. 183:
Euro Area Market Reactions to the Monetary Developments Press Release
By Coffinet Jérôme, Gouteron Sylvain
- EN
- PDF (1.97 MB)
Publications
Working Paper Series no. 163:
Structural Assessment of the Sacrifice Ratio and the Euro Area (in French)
- EN
- PDF (571.08 KB)
Articles
- Le financement de l'habitat en France et la crise financière (2014), avec Jérémi Montornès, Revue d'économie financière, n°115 (3-2014).
- Les tests de résistance de la rentabilité bancaire : le cas des banques françaises (2013), avec Surong Lin, Journal of Financial Perspectives, EY Global FS Institute, EY Global FS Institute, vol. 1(2), pp. 67-80.
- Monitoring Financial Distress in a High-Stress Financial World: The Role of Option Prices as Bank Risk Metrics (2013), with Adrian Pop and Muriel Tiesset, Journal of Financial Services Research, Volume 44, Issue 3, pp. 229-257.
- Interactions entre coussins de capital et croissance du crédit : le cas des banques françaises (2012), avec Virginie Coudert, Adrian Pop and Cyril Pouvelle, Journal of International Financial Markets, Institutions and Money, Volume 22, Issue 5, pp. 1110-1125, December.
- Les mesures d’anticipations d’inflation sur les marchés dans la zone euro (2011), avec Sébastien Frappa, in Inflation, Deflation and Disinflation, Nova Publishers, Chapter 4, pp. 109-125.
- Les déterminants de la courbe des compensations d’inflation dans la zone euro (2010), avec Sébastien Frappa, The European Journal of Finance, Volume 16, Issue 8, pp. 769-783, December (in French).
- Réduire la procyclicité des exigences en capital: une évaluation empirique des propositions du CEBS (2010), avec Nicolas Dumontaux et Anissa Naouar, Banks and Bank Systems, Volume 5, Issue 3, pp. 29-32, Septembre.
- La réaction des marchés de la zone euro à la publication des statistiques monétaires (2010), avec Sylvain Gouteron, German Economic Review, Volume 11, Issue 2, pp. 208-224, mai.
- Une évaluation structurelle du ratio de sacrifice dans la zone euro (2009), avec Céline Poilly, Revue d'Economie Politique, mars-avril.
Other
- La réaction des marchés de la zone euro à la publication des statistiques monétaires (2007), document de travail de la Banque Centrale Européenne n°792, Août, et Notes d’Etudes et de Recherche de la Banque de France n°183, Octobre (avec Sylvain Gouteron).
- Une évaluation structurelle du ratio de sacrifice dans la zone euro (2007), Notes d’Etudes et de Recherche de la Banque de France
- n°163, Janvier (avec Julien Matheron et Céline Poilly).
Updated on: 02/11/2022 16:15