INNOVATION AND REGULATION IN INVESTMENT BANKING

Scientific project

The work of the research Chair at EDHEC-Risk Institute, supported by the FBF, focuses on the topic “Innovation and regulation in investment banking”, which is divided into four main themes:

  • – as an asset class – skewness is the new frontier after volatility (and correlation);
  • analysis of the sovereign credit default swap (CDS) and enterprise market – the objective is to assess the role of the CDS market in determining whether CDSs are finally of “economic value”;
  • evaluation of financial market regulation policies – this project seeks to quantify the effects of different regulatory measures;
  • liquidity options – liquidity derivatives are the new frontier after credit derivatives.

Scientific officers

Lionel Martellini
Lionel Martellini

Partenaires académiques

Partenaires économiques