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Diane Pierret


Tenure-Track Assistant Professor
Department of Finance

Extranef, room 230
Tel 021.692.61.28

Postal address
Université de Lausanne
Quartier UNIL-Chamberonne
Bâtiment Extranef
1015 Lausanne


master Datascience for Finance
Related programmes
Master of Science (MSc) in Finance, Orientation Corporate Finance
Master of Science (MSc) in Finance : Financial Entrepreneurship and Data Science
Master of Science (MSc) in Finance, Orientation Asset and Risk Management
bachelor Mathématiques I
Related programmes
Bachelor of Science (BSc) in Management
Bachelor of Science (BSc) in Economics


Luciano Somoza
Tel: (021 692) 6131
Room: 251

full description


3 last publications ordered by: publication type  -  year

: Peer Reviewed


Pierret D. (2015). Systemic Risk and the Solvency-Liquidity Nexus of Banks. International Journal of Central Banking, 11, 193-227. Peer Reviewed

Acharya V., Engle R. ; Pierret D. (2014). Testing macroprudential stress tests: The risk of regulatory risk weights. Journal of Monetary Economics, 65, 36-53. Peer Reviewed

Bauwens L., Hafner C.M. ; Pierret D. (2013). Multivariate volatility modeling of electricity futures. Journal of Applied Econometrics, 28, 743-761. Peer Reviewed


  • banking
  • risk management (5)
  • stress tests
  • systemic risk


Internef - CH-1015 Lausanne - Suisse  -   Tél. +41 21 692 33 00  -   Fax +41 21 692 33 05
Swiss University