Jérôme Coffinet
Head of Studies, Documentation and Statistics, ACPR
Jerome Coffinet is Head of the Studies, Documentation and Statistics Division at the ACPR. Previously, he occupied various positions in statistics, monetary policy, financial stability and banking supervision. He is currently a member of the Household Finance and Consumption Network and the Working Group on Supervisory Statistics. He holds Masters degrees in physics, public administration and econometrics.
Current Position
Head of Studies, Documentation and Statistics, ACPR
Previous Position
- Head of the Statistical Engineering Division, Directorate General Statistics
- Deputy Head of the Macrofinance Division
- Head of the Risk Modelling and Stress Testing Unit, Banking Studies Division
- Economist, Monetary Policy Research Division
Diplomas
- Master Econometrics, Paris School of Economics, 2007
- Master Public Affairs (« Diploma »), Institut d'Etudes Politiques de Paris, 2003
- MSc Physics and Chemistry (Ingénieur de l'ESPCI-Paristech), 2002
Research Interest
Banking and monetary economics, macroeconomics, finance, statistics
Contact
- jerome.coffinet@acpr.banque-france.fr
- +33 (0)1 42 44 37 76
- ACPR, BUD-2772, 4 Place de Budapest, 75009 Paris
Academic Publications
Articles
- “Relationship Banking: an Asset for Financing Small and Medium-Sized French Companies in Periods of Crisis» (2023), with Théo Nicolas, Revue d'économie financière, Association d'économie financière, vol. 0(2), pages 75-88.
- “Relationship lending and SMEs’ funding costs over the cycle: why diversification of borrowing matters” (2022), with Mikael Beatriz and Théo Nicolas, Journal of Banking & Finance, Elsevier, vol. 138(C).
- “Household preferences and demand for stocks in the Crisis: France 2004-2014” (2019), with Luc Arrondel, Revue d'économie politique, Dalloz, vol. 129(3), pages 391-417.
- “Detection of rare events: A machine learning toolkit with an application to banking crises” (2019), with Jean-Noël Kien, The Journal of Finance and Data Science, Volume 5, Issue 4, December 2019, Pages 183-207.
- “French household wealth and debt in 2015: Findings from the European HFCS survey and international comparisons” (2019), with Luc Arrondel, Revue de l'OFCE, Presses de Sciences-Po, vol. 0(1), pages 49-75.
- “Is the Office Market Overvalued? A Simple Framework Applied to France” (2019), with Etienne Kintzler, International Real Estate Review, Global Social Science Institute, vol. 22(2), pages 275-306.
- “The Dynamics of Households’ Wealth According to the Age and the Generation in France and Eurozone” (2018), with Luc Arrondel, Revue française d'économie, Presses de Sciences-Po, vol. 0(2), pages 147-177.
- "Household financial exclusion in the Eurozone: the contribution of the Household Finance and Consumption survey" (2017), with Christophe Jadeau, IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data needs and Statistics compilation for macroprudential analysis, volume 46, Bank for International Settlements.
- "Housing financing in France and the financial crisis" (2014), with Jérémi Montornès, Revue d’économie financière, n°115 (3-2014).
- "Stress tesing banks’ profitability : the case of French banks" (2013), with Surong Lin, Journal of Financial Perspectives, EY Global FS Institute, EY Global FS Institute, vol. 1(2), pp. 67-80.
- "Monitoring Financial Distress in a High-Stress Financial World: The Role of Option Prices as Bank Risk Metrics" (2013), with Adrian Pop and Muriel Tiesset, Journal of Financial Services Research, Volume 44, Issue 3, pp. 229-257.
- "Two-way interplays between capital buffers and credit growth: Evidence from French banks" (2012), with Virginie Coudert, Adrian Pop and Cyril Pouvelle, Journal of International Financial Markets, Institutions and Money, Volume 22, Issue 5, pp. 1110-1125, December.
- "Market-based Measures of Inflation Expectations in the Euro Area" (2011), with Sébastien Frappa, in Inflation, Deflation and Disinflation, Nova Publishers, Chapter 4, pp. 109-125.
- "Determinants of the Inflation Compensation Curve in the Euro Area" (2010), with Sébastien Frappa, The European Journal of Finance, Volume 16, Issue 8, pp. 769-783, December (in French).
- "Mitigating the procyclicality of capital requirements: an empirical assessment of CEBS’s proposals" (2010), with Nicolas Dumontaux and Anissa Naouar, Banks and Bank Systems, Volume 5, Issue 3, pp. 29-32, September.
- "Euro area yield curve reaction to monetary news" (2010), with Sylvain Gouteron, German Economic Review, Volume 11, Issue 2, pp. 208-224, May.
- "A structural evaluation of the sacrifice ratio in the euro area" (2009), with Céline Poilly, Revue d’Economie Politique, March-April (in French).