Olivier de Bandt

Director of Research

Olivier De Bandt

Current Position

Director of Research (since January 2022).

Previous Position

  • Director of International Economics and Cooperation, Banque de France (September 2018-December 2021)
  • Director of Research and Risk Analysis, ACPR (August 2011-2018)
  • Associate Professor, Paris-Nanterre University (2008-2017)
  • Director of Business Conditions and Macroeconomic Forecasting, Banque de France (Sept 2008-July 2011)
  • Deputy Director of Macroeconomic Studies and Forecasting, Banque de France (Oct. 2005-Sept 2008)
  • Head of the Macroeconomic Forecasting Division, Banque de France (Feb.1999-Sept. 2005); Senior Economist, European Monetary Institute and European Central Bank (1996-1999).

Diplomas

  • Institut d'Etudes Politiques, Paris, 1982
  • PhD in Economics, University of Chicago, IL, USA (1994)
  • Research Habilitation, Paris X University (2005)

Research Interest

International economics, economics of climate change, cconomics of banking and insurance, stress tests, macroeconomics, forecasting methods

Contact

Academic Publications

Articles
  • Why do insurers fail? A comparison of life and non-life insolvencies using a new international database, (2022), with George Overton, Journal of Risk and Insurance, forthcoming.
  • Determinants of banks’ liquidity: A French perspective on interactions between market and regulatory requirements (2021), with Sandrine Lecarpentier and Cyril Pouvelle,  Journal of Banking & Finance, Elsevier, vol. 124(C)
  • 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.
  • 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, 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.
  • La mesure du risque systémique après la crise (2015), with J.-C. Héam, C. Labonne, S. Tavolaro, Revue Economique, vol. 66, May 2015.
  • 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.
  • Housing markets in Europe, (2010), with Thomas Knetsch, Juan Penalosa and 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, 26(1), 1-22.
  • Fiscal and Monetary Policy in the Transition to EMU: what do SVAR Models Tell us? (2003), Catherine Bruneau, Economic Modelling, 20 (5), 959-985 
  • Systemic risks in Banking, (2002), with Ph. Hartmann, in Financial crisis, contagion and the Lender of Last resort, edited by Charles Goodhart and Gerhard Illing, Oxford University Press; Working Paper of the European Central Bank 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, (2000), with Eric Philip Davis, Journal of Banking and Finance, 24(6), 1045-66.