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Olivier de Bandt

http://ideas.repec.org/f/pde429.html

olivier.debandt@banque-france.fr

Current Position

Director of International Economics and Cooperation at the Banque de France (since September 2018).

Previous Position

Director of Research and Risk Analysis at the (French) Prudential Supervision and Resolution Authority (August 2011-2018), Associate Professor at University of Paris-Nanterre (2008-2017), Director of Business Conditions and MacroEconomic Forecasting at the Banque de France (Sept 2008-July 2011), Deputy Director of MacroEconomic Studies and Forecasting (Oct. 2005-Sept 2008), Head of Macroeconomic Forecasting Division (Feb.1999-Sept.2005), Senior economist European Monetary Institute and European Central Bank (1996-1999), head of Forecasting Division at Banque de France (1999-Sept. 2005), Deputy Director, Directorate Macroeconomic Analysis and Forecasting (Oct. 2005-Sept. 2008), Director of Business Conditions and Macroeconomic Forecasting (Oct. 2008-July 2011)

Diploma

Institut d'Etudes Politiques, Paris, 1982 - Ph D in Economics (University of Chicago, IL, USA), 1994 ; Research Habilitation (University of Paris X), 2005

Research Interest

International Economics, Economics of Climate Change, Economics of Banking and Insurance, Stress tests, Macroeconomics, International Economics, Forecasting methods

Contact

+33 (0)1 49 92 38 29

Banque de France 46-1443 Directorate International Economics and Cooperation, 39 rue Croix des Petits Champs, 75049 Paris Cedex 01, France

Publications Working Paper Series no. 822:

Climate Change in Developing Countries: Global Warming Effects, Transmission Channels and Adaptation Policies

  • Published on 07/15/2021
  • 68 pages
  • EN
  • PDF (5.03 MB)
Publications Working Paper Series no. 782:

Determinants of Banks’ Liquidity: a French Perspective on Interactions between Market and Regulatory Requirements

By De Bandt Olivier, Lecarpentier Sandrine, Pouvelle Cyril
  • Published on 09/16/2020
  • 44 pages
  • FR
  • PDF (2.19 MB)
Publications Rue de la Banque no. 67:

A DGSE model to assess the post-crisis regulation of universal banks

By Chahad Mohammed, De Bandt Olivier
  • Published on 09/05/2018
  • EN
  • PDF (630.01 KB)
Publications Working Paper Series no. 602:

A DGSE Model to Assess the Post-Crisis Regulation of Universal Banks.

By Chahad Mohammed, De Bandt Olivier
  • EN
  • PDF (969.61 KB)
Publications Working Paper Series no. 226:

Macroeconomic Fluctuations and Corporate Financial Fragility

By Bruneau Catherine, De Bandt Olivier, El Amri Widad
  • EN
  • PDF (501.47 KB)
Publications Working Paper Series no. 295:

Is there Evidence of Shift-Contagion in International Housing Markets?

By De Bandt Olivier, Sheheryar Malik
  • EN
  • PDF (381.6 KB)
Publications Quarterly Selection of Articles no. 17:

Spring 2010

By Horny Guillaume, Montornès Jérémi, Sauner-Leroy Jacques-Bernard, Tarrieu Sylvie, De Bandt Olivier, Ferrara Laurent, Vigna Olivier, Chauvin sophie, Golitin Valérie, Nivat Dominique, Topiol Agnès
  • EN
  • PDF (1.05 MB)
Publications Working Paper Series no. 274:

The international transmission of house price shocks

By De Bandt Olivier, Barhoumi Karim, Bruneau Catherine
  • EN
  • PDF (422.81 KB)
Publications Quarterly Selection of Articles no. 12:

Summer 2008

By Lucas Yvon, Bonnier Vincent, De Bandt Olivier, Frey Laure, Loisel Olivier, Magnan-Marionnet Françoise, Contamine Pascale, Bonzom Philippe, Daniel Laurent, Girardot Pauline, Marionnet Denis
  • EN
  • PDF (1.25 MB)
Publications Quarterly Selection of Articles no. 11:

Spring 2008

  • EN
  • PDF (2.87 MB)
Publications Working Paper Series no. 203:

Stress Testing and Corporate Finance

By De Bandt Olivier, Bruneau Catherine, El Amri Widad
  • EN
  • PDF (408.12 KB)
Publications Working Paper Series no. 173:

Measuring Long-Run Exchange Rate Pass-Through. (en anglais)

By De Bandt Olivier, Banerjee Anindya, Kozluk Tomasz
  • EN
  • PDF (569.42 KB)
Publications Working Paper Series no. 158:

Convergence in Household Credit Demand Across Euro Area Countries: Evidence from Panel Data

By De Bandt Olivier, Bruneau Catherine, El Amri Widad
  • EN
  • PDF (445.75 KB)
Publications Working Paper Series no. 145:

Assessing Aggregate Comovements in France, Germany and Italy. Using a Non Stationary Factor Model of the Euro Area

By De Bandt Olivier, Bruneau Catherine, Flageollet Alexis
  • EN
  • PDF (605.31 KB)
Publications Working Paper Series no. 114:

Inflation and the Markup in the Euro Area

By Bruneau Catherine, De Bandt Olivier, Flageollet Alexis
  • EN
  • PDF (468.61 KB)
Publications Working Paper Series no. 106:

Model for Analysing and forecasting short term developments

By Baghli Mustapha, Brunhes-Lesage Véronique, De Bandt Olivier, Fraisse Henri, Villetelle Jean-Pierre
  • EN
  • PDF (2.49 MB)
Publications Working Paper Series no. 101:

Forecasting Inflation using Economic Indicators: the Case of France

By Bruneau Catherine, De Bandt Olivier, Flageollet Alexis, Michaux Emmanuel
  • EN
  • PDF (685.04 KB)
Publications Working Paper Series no. 102:

Forecasting Inflation in the Euro Area

By Bruneau Catherine, De Bandt Olivier, Flageollet Alexis
  • Published on 03/01/2003
  • 60 pages
  • FR
  • PDF (3.18 MB)
Publications Working Paper Series no. 89:

Potential Output and Output Gap : Some estimates for France (In French)

By Baghli Mustapha, Bouthevillain Carine, De Bandt Olivier, Fraisse Henri, Le Bihan Hervé, Rousseaux Philippe
  • EN
  • PDF (846.47 KB)
Publications Working Paper Series no. 85:

Optimal Capacity in the Banking Sector and Economic Growth

By Amable Bruno, Chatelain Jean-Bernard, De Bandt Olivier
  • EN
  • PDF (356.76 KB)
Publications Working Paper Series no. 60:

Fiscal Policy in the Transition to Monetary Union: A Structural VAR Model

By Bruneau Catherine, De Bandt Olivier
  • EN
  • PDF (1.07 MB)
Publications Working Paper Series no. 52:

Structural VAR Modeling: Application to France's Monetary Policy (In French)

By Bruneau Catherine, De Bandt Olivier
  • FR
  • PDF (1.01 MB)
Publications Working Paper Series no. 36:

« Stop-Loss » Strategies: Theory and Application to the MATIF Bond Future Contract (En français et en anglais)

By Bensaid Bernard, De Bandt Olivier
  • FR
  • PDF (646.68 KB)
Publications Working Paper Series no. 30:

Competition among financial intermediaries and the risk of contagious failures

  • EN
  • PDF (954.61 KB)
Show more publications

Articles

  • Systemic risk in banking after the Great Financial crisis (2019) with Ph. Hartmann, in The Oxford Handbook of Banking, 3rd edition, edited by A. Berger, Ph. Molyneux and J.O.S Wilson, Oxford University Press
  • A new framework for stress-testing banks’ corporate credit portfolio” (2019), with V. Martin, Eric Vansteenberghe, in Stress testing (2nd edition): Approaches, Methods and Applications, A. Siddique and I. Hasan, D. Lynch editors, Risk books. 
  • Can Post-Crisis Regulation help Mitigate the Risks from Systemic Institutions ? (2018) Annales des Mines, Réalités industrielles, August 2018. http://www.annales.org/Financial_Regul_and_Gov/all.html
  • Optimal capital, regulatory requirements and bank performance in times of crisis: Evidence from France (2018), with B. Camara, A. Maitre, P. Pessarossi, Journal of Financial Stability, Volume 39, December, p. 175-186
  •  Are better capitalised banks more profitable ? Evidence from large French banking groups before and after the financial crisis (2017), with Camara, B., Pessarossi, P. & Rose, M., Economie et Statistique / Economics and Statistics, 494-495-496, p. 131-148.
  • Is More Capital Required for Insurance Companies? (2017, in French), with F. Hervo, Revue d’Economie Financière, 217/2, n°126, p. 67-84. 
  • A world with low interest rates – impacts on life insurance (2016, in French) with D. Durant, Risques, n°108, p. 95-103.
  • La mesure du risque systémique après la crise (2015), with J.-C. Héam, C. Labonne, S. Tavolaro, Revue Economique, vol. 66, May 2015.
  • Marchés du logement et politiques macroprudentielles : la situation européenne (2014), avec D. Durant, Revue d'économie financière n° 115, September 2014 
  • Stabilité Financière (2013), avec F. Drumetz ,C. Pfister (2013) editions De Boeck, 340 p
  • “Macroeconomic Fluctuations and Corporate Financial Fragility” (2012), with C. Bruneau and W. El Amri, Journal of Financial Stability, Vol. 8,  Issue 4, 219-235
  • Une réglementation macroprudentielle pour rendre durable la création de valeur? (02-2012), avec Guy Levy-Rueff, Revue d'Économie Financière, n° 106.
  • Housing markets in Europe (en anglais), (2010), avec Thomas Knetsch, Juan Penalosa et Francesco Zollino, Springer Verlag.
  • Convergence in household credit demand across euro area countries: evidence from panel data (2009), with C. Bruneau and W. El Amri,  Applied Economics, 41,3447–3462.
  • Stress Testing and Corporate Finance (2008), with C. Bruneau and W. El Amri, Journal of Financial Stability, 4, 258- 274.
  • Measuring Long-Run Exchange Rate Pass-Through (2008), with A. Banerjee and T. Kozluk,  Economics., The open access, open assessment e-journal (http://www.economicsejournal.org/economics/journalarticles/2008-6), 2008-6 
  • Forecasting inflation with Economic Indicators (2007), with C. Bruneau, A. Flageollet and Emmanuel Michaux, Journal of Forecasting, January
  • Fiscal and Monetary Policy in the Transition to EMU: what do SVAR Models Tell us? (en anglais), (2003), avec Catherine Bruneau, Economic Modelling, Volume 20, Number 5, September 2003 , pp. 959-985 
  • Systemic risks in Banking (en anglais), (2002), avec Ph. Hartmann, in Financial crisis, contagion and the Lender of Last resort, edited by Charles Goodhart and Gerhard Illing, Oxford University Press; Document de Travail de la Banque Centrale Européenne n° 35.
  • Optimal capacity in the banking sector and economic growth (2002) with Amable B., Chatelain J.-B., Journal of Banking and Finance, Elsevier, 2002,
  • Competition, Contestability and Market Structure in European Banking Sectors on the Eve of EMU (en anglais), (2000), avec Eric Philip Davis, Document de Travail de la Banque Centrale Européenne, n°7 et Journal of Banking and Finance, 2000. 

Updated on: 12/30/2019 16:13