References of "Guigou, Jean-Daniel 50001905"
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See detailValidation nightmare: the slotting approach under International Financial Reporting Standard 9
Guigou, Jean-Daniel UL; Prorokowski, Lukasz; Deev, Oleg

in Journal of Risk Model Validation (2021), 15(2), 63-100

This paper makes an important contribution to the practice of validation by focusing on an under-researched area of the slotting approach to real estate specialized lending under the International ... [more ▼]

This paper makes an important contribution to the practice of validation by focusing on an under-researched area of the slotting approach to real estate specialized lending under the International Financial Reporting Standard 9 (IFRS 9) framework. The paper introduces the concept of mapping the probability of default estimates to the slotting scores. A sequential process for deriving the correspondence between the slotting scores and probabilities of default of a particular obligor is proposed as a solution to adapting the slotting approach to the IFRS 9 rules. This solution is especially useful for capturing the increase in credit risk under the IFRS 9 rules using denotching and staging processes. All in all, this paper addresses the research questions of whether and how a slotting model can be used for IFRS 9 compliance purposes. In addition to the core aim of the paper, which is the provision of a probability of default mapping solution under the IFRS 9 framework, we also explain the methodology of a slotting model, discussing specific modeling choices for the real estate slotting approach aligned to the relevant regulatory framework. In doing so, we provide an example of a slotting model that can be used by practitioners as a challenger model during the validation exercise. [less ▲]

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See detailRisky rents
Guigou, Jean-Daniel UL; Lovat, Bruno; Treich, Nicolas

in Economic Theory Bulletin (2017), 5(2), 151-164

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See detailOn strategically equivalent contests
Schiltz, Jang UL; Guigou, Jean-Daniel UL; Lovat, Bruno

Scientific Conference (2016, June 02)

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See detailOn some issues in trajectory modeling with finite mixture models
Schiltz, Jang UL; Guigou, Jean-Daniel UL; Lovat, Bruno

in Skiadas, Christos; Manca, Raimondo; McClean, Sally (Eds.) et al 16th ASMDA 2015 Conference and Demographics 2015 Proceedings (2015, June 30)

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See detailManagerial Collusive Behavior under Asymmetric Incentive Schemes
Guigou, Jean-Daniel UL; de Lamirande, Patrick *

in B.E. Journal of Theoretical Economics (2015), 15(2)

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See detailOptimal mix of funded and unfunded pension systems: The case of Luxembourg
Schiltz, Jang UL; Guigou, Jean-Daniel UL; Lovat, Bruno

Scientific Conference (2014, June 20)

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See detailAsymmetric contests with risky rents
Guigou, Jean-Daniel UL; Lovat, B.; Boissaux, M.

in Qualitative and quantitative economics research (2014)

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See detailAn R-package for Finite Mixture Models
Schiltz, Jang UL; Guigou, Jean-Daniel UL; Lovat, Bruno

Scientific Conference (2013, December 07)

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See detailAsymmetric contests with risky rents
Guigou, Jean-Daniel UL; Lovat, Bruno; Boissaux, Mac

E-print/Working paper (2013)

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See detailManagerial collusive behavior under asymmetric incentives
Guigou, Jean-Daniel UL

Scientific Conference (2013)

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See detailAsymmetric contests with risky rents
Guigou, Jean-Daniel UL

E-print/Working paper (2013)

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See detailDelegation and Firms’ Ability to Collude: Do Incentive Schemes Matter?
Guigou, Jean-Daniel UL; de Lamirande, Patrick; Lovat, Bruno

in China-USA Business Review (2013)

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See detailRobustness of groups and trajectories in Nagin's finite mixture model
Guigou, Jean-Daniel UL; Lovat, Bruno; Schiltz, Jang UL

Scientific Conference (2012, June 07)

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See detailOptimal mix of funded and unfunded pension systems: The case of Luxembourg
Guigou, Jean-Daniel UL; Lovat, Bruno; Schiltz, Jang UL

in Pensions (2012), 17(4), 208-222

Financing of the Luxembourg pension system is based on a pay-as-you-go (PAYG) system and hence on an intergenerational contract. As is the case for most other European countries, this system will be ... [more ▼]

Financing of the Luxembourg pension system is based on a pay-as-you-go (PAYG) system and hence on an intergenerational contract. As is the case for most other European countries, this system will be exposed to the effects of demographic ageing over the coming decades. The aim of this article is to develop a model that allows evaluating the effi ciency of a diversifi ed pension system fi nanced partly by a PAYG scheme and partly by capitalization. The efficiency is measured by the long-term sustainability of the system. We compare the sustainability of our model with the one of a pure PAYG system. [less ▲]

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See detailOptimal mix of funded and unfunded pension systems: the case of Luxembourg
Guigou, Jean-Daniel UL; Lovat, Bruno; Schiltz, Jang UL

E-print/Working paper (2012)

Financing of the Luxembourg pension system is based on a pay-as-you-go (PAYG) system <br />and hence on an inter-generational contract. As is the case for most other European <br />countries, this system ... [more ▼]

Financing of the Luxembourg pension system is based on a pay-as-you-go (PAYG) system <br />and hence on an inter-generational contract. As is the case for most other European <br />countries, this system will be exposed to the effects of demographic ageing over the coming <br />decades. <br />The aim of this paper is to develop a model that allows to evaluate the efficiency of a <br />diversified pension system financed partly by a pay-as-you-go scheme and partly by <br />capitalisation. The efficiency is measured by the long term sustainability of the system. We <br />compare the sustainability of our model to the one of a pure pay-as-you-go system. [less ▲]

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See detailAnalysis of the salary distribution in Luxembourg - a finite mixture approach
Schiltz, Jang UL; Guigou, Jean-Daniel UL; Lovat, Bruno et al

Scientific Conference (2011, December 11)

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See detailStrategic Delegation and Collusion: Do Incentive Schemes Matter?
Guigou, Jean-Daniel UL; de Lamirande, Patrick; Lovat, Bruno

E-print/Working paper (2011)

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See detailCorporate Governance and Financial Development: A Study of the French Case
Guigou, Jean-Daniel UL; Boughanmi, Afef; Defffains, Bruno et al

E-print/Working paper (2011)

Detailed reference viewed: 96 (2 UL)