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Diane Pierret

Contact

Tenure-Track Assistant Professor
Department of Finance


Contact
Diane.Pierret@unil.ch
Extranef, room 230
Tel 021.692.61.28

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

Teaching

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

Assistants

Alexandre Axilais
alexandre.axilais@unil.ch
Tel: (021 692) 3677
Room: 130

full description
  Quentin Ruel
quentin.ruel@unil.ch
Tel: (021 692) 3677
Room: 130

full description
 

Publications

3 last publications ordered by: publication type  -  year

: Peer Reviewed

Articles

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


Keywords

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

 
 
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