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Julien Idier

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julien.idier@banque-france.fr

Current Position

Head of Macroprudential Policy Division- Financial Stability Directorate - General Directorate for Financial Stability and Operations

Previous Position

Deputy Head of Macro-Finance Division (2013-2017) ; Economist at Monetary Policy Directorate, European Central Bank (2007, 2011-2013); Economist at Natexis Banques Populaires (2005) ; Analyst in demography at United Nations Economic Commission for Europe (2004).

Diploma

PhD in Economics 2009, Paris 1 Panthéon Sorbonne University. Magistère in Economics and Master in Finance & Banking, Paris 1 Sorbonne University, Licence in Economics/Econometrics, Warwick University. Degree in Economics and Management, François Rabelais University, Tours, France

Research Interest

Finance, Econometrics, Macroprudential policies, Monetary policy

Contact

+33 (0)1 42 92 34 22

Banque de France, 35-2341 DGO-DSF-SMF, 75049 Paris Cedex 01, France

Publications Banque de France Bulletin no. 222:

Activation of countercyclical capital buffers in Europe: initial experiences

By Couaillier Cyril, Idier Julien, Scalone Valerio
Thematic: Financial stability and financial system
  • Published on 05/17/2019
  • 10 pages
  • EN
  • PDF (371.25 KB)
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Publications Quarterly Selection of Articles no. 49:

Spring 2018

By Cavallo Anne-Sophie, Couaillier Cyril, Idier Julien, Jimborean Ramona, Cezar Rafaël, Gwenaëlle Fegar, Horny Guillaume, Sahuc Jean-Guillaume, Bourlès Ludovic, Humbertclaude Sylvain, Poivet Clément
  • Published on 04/03/2018
  • EN
  • PDF (1.93 MB)
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Publications Working Paper Series no. 648:

An analytical framework to calibrate macroprudential policy

By Bennani Taryk, Couaillier Cyril, Devulder Antoine, Gabrieli Silvia, Idier Julien, Lopez Pierlauro, Thibaut Piquard, Scalone Valerio
  • Published on 10/26/2017
  • 86 pages
  • EN
  • PDF (3.16 MB)
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Publications Quarterly Selection of Articles no. 46:

Summer 2017

By Couaillier Cyril, Idier Julien, Jousselin Edouard, Lequien Matthieu, Malgouyres Clément, Marx Magali, Humbertclaude Sylvain, Monteil Fabienne
  • Published on 08/31/2017
  • 58 pages
  • EN
  • PDF (1.05 MB)
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Publications Working Paper Series no. 621:

Pandemic crises in financial systems: a simulation-model to complement stress-testing frameworks.

By Idier Julien, Thibaut Piquard
  • 41 pages
  • EN
  • PDF (2.99 MB)
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Publications Working Paper Series no. 609:

An Early Warning System for Macro-prudential Policy in France

By Coudert Virginie, Idier Julien
  • EN
  • PDF (1.21 MB)
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Publications Working Paper Series no. 437:

The financial content of inflation risks in the euro area

By Andrade Philippe, Fourel Valère, Ghysels Eric, Idier Julien
  • EN
  • PDF (438.65 KB)
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Publications Working Paper Series no. 407:

Tails of Inflation Forecasts and Tales of Monetary Policy

By Andrade Philippe, Ghysels Eric, Idier Julien
  • EN
  • PDF (558.59 KB)
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Publications Working Paper Series no. 279:

Liquidity problems in the FX liquid market: Ask for the "BIL"

By Borgy Vladimir, Idier Julien, Le Fol Gaëlle
  • EN
  • PDF (1.9 MB)
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Publications Working Paper Series no. 278:

Central bank liquidity and market liquidity: the role of collateral provision on the French government debt securities market

By Avouyi-Dovi Sanvi, Idier Julien
  • EN
  • PDF (1.66 MB)
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Publications Working Paper Series no. 218:

Long term vs. short term comovements in stock markets: the use of Markov-switching multifractal models.

By Idier Julien
  • EN
  • PDF (1.23 MB)
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Publications Working Paper Series no. 176:

Probability of informed trading: an empirical application to the euro overnight market rate.

By Idier Julien, Nardelli Stefano
  • EN
  • PDF (1.06 MB)
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Publications Working Paper Series no. 170:

Determinants of long-term interest rates in the United States and the euro area: A multivariate approach

By Idier Julien, Jardet Caroline, de Loubens Aymeric
  • EN
  • PDF (1.63 MB)
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Publications Working Paper Series no. 159:

Stock exchanges industry consolidation and shock transmission

By Idier Julien
  • EN
  • PDF (1.28 MB)
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Show more publications

Predicting financial crises: a balancing act (Mars-2018), by Julien Idier and Virginie Coudert

blocnotesdeleco.banque-france.fr
Consulter

The four seasons of the financial cycle and the countercyclical capital buffer, by Cyril Couaillier and Julien Idier

blocnotesdeleco.banque-france.fr
Consulter

Articles

  • "Reducing model risk in early warning systems for banking crises in the euro area" (2018), Coudert V. et Idier J.,  International Economics (2018) 156
     
  • "Politique Macroprudentielle" (2017), Bennani T., Clerc L., Coudert V., Dujardin M., et Idier J., Préface de Jean Tirole, Pearson Education, 320 pages.
     
  • "A high-frequency assessment of the ECB Securities Markets Programme" (2017), Ghysel E. , Idier J., Manganelli S., Vergote O., Journal of the European Economic Association (2017) 15(1)
     
  • "How useful is the Marginal Expected Shortfall for the measurement of systemic exposure? A practical assessment" (2014), Idier J., Lamé G., Mésonnier J., Journal of Banking and Finance (2014) 47(1)
     
  • "The financial content of inflation risks in the euro area" (2013), avec P. Andrade, V. Fourel et E. Ghysels, International Journal of forecasting, Volume 30, Issue 3, July–September 2014, Pages 648-659
     
  • "The impact of unconventional monetary policy on the market for collateral: The case of the French bond market" with S. Avouyi-Dovi, in "Journal of Banking & Finance", Elsevier, Vol. 36(2), pp. 428-438.
     
  • "Realized volatility and high frequency data: what contributions to financial market analysis", (2010) with Sanvi Avouyi-Dovi, Bankers Market and Investors N° 105 mars-avril.
     
  • "Probability of informed trading on the euro overnight market rate" (2011),International Journal of Finance and Economics, Vol. 16, pp. 131-145, April 2011.
     
  • "Long term vs. short term comovements in stock markets: the use of Markov switching multifractal models" (2011), The European Journal of Finance, Taylor & Francis Journals, vol. 17(1), pp. 27-48.
     
  • "How liquid are markets: an application to stock market", (2009) with Caroline Jardet and Gaëlle Le Fol, Bankers Markets and Investors n°103, November - December
     
  • "Determinants of long term interest rates in the United States and the euro area: a multivariate approach"  (2008), avec C. Jardet et A. de Loubens dans Économie et Prévision n°185 2008-4

Updated on: 03/01/2019 11:14