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Christophe PERIGNON

Professor

Finance

 Profile picture

Biography

Christophe Pérignon is Associate Dean for Research and Professor of Finance at HEC Paris, France. He is also the co-holder of the ACPR (Banque de France) Chair in Regulation and Systemic Risk. He holds a Ph.D. in Finance from the Swiss Finance Institute and has been a Post-Doctoral Fellow at the University of California at Los Angeles (UCLA). Prior to joining HEC Paris, he was an Assistant Professor of Finance at Simon Fraser University in Vancouver, Canada. His areas of research and teaching are derivatives markets, banking, and the regulation of financial markets. His research has been published in top finance journals including the Journal of Finance, Journal of Financial Economics, Review of Financial Studies, Journal of Business, Journal of Financial and Quantitative Analysis, and Review of Finance. In 2014, he received the Europlace Award for the Best Young Researcher in Finance. He is a founder of the scientific website RunMyCode.org.

Scientific articles

The Private Production of Safe Assets

Journal of Finance (The), Forthcoming, (in coll. with M. KACPERCZYK, G. VUILLEMEY)

What if dividends were tax‐exempt? Evidence from a natural experiment

Review of Financial Studies, Forthcoming, (in coll. with D. ISAKOV, J.-P. WEISSKOPF)

Certify reproducibility with confidential data

Science, 12 July 2019, vol. 365, n° 6449, pp 127-128, (in coll. with K. GADOUCHE, C. HURLIN, R. SILBERMAN, E. DEBONNEL)

The Counterparty Risk Exposure of ETF Investors

Journal of Banking and Finance, May 2019, vol. 102, pp 215-230, (in coll. with C. HURLIN, G. ISELI, S. YEUNG)

Machine learning et nouvelles sources de données pour le scoring de crédit

Revue d'Économie Financière, 2019, vol. 135, n° 3, pp 21-50, (in coll. with C. Hurlin)

Pitfalls in Systemic-Risk Scoring

Journal of Financial Intermediation, April 2019, vol. 38, pp 19-44, (in coll. with S. BENOIT, C. HURLIN)

Wholesale Funding Dry-Ups

Journal of Finance (The), April 2018, vol. 73, n° 2, pp 575-617, (in coll. with D. THESMAR, G. VUILLEMEY)

Where the Risks Lie: A Survey on Systemic Risk

Review of Finance, March 2017, vol. 21, n° 1, pp 109-152, (in coll. with S. BENOIT, J. E. COLLIARD, C. HURLIN)

CoMargin

Journal of Financial and Quantitative Analysis, September 2017, vol. 52, n° 5, pp 2183–2215, (in coll. with J. A. CRUZ LOPEZ, J. HARRIS, C. HURLIN)

The Political Economy of Financial Innovation: Evidence from Local Governments

Review of Financial Studies, June 2017, vol. 30, n° 6, pp 1903-1934, (in coll. with B. VALLEE)

Books

Marchés Financiers: Gestion de portefeuille et des risques

Dunod (in coll. with B. JACQUILLAT, B. SOLNIK)

Marchés Financiers: Gestion de portefeuille et des risques

Dunod (in coll. with B. SOLNIK, B. Jacquillat)

Chapters in edited books

La gestion des risques fait sa révolution

Réinventer L'Entreprise - Repères Pour Une Crise Qui Va Durer, B. Ramanantsoa, J. M. Le Roux (eds), Pearson - Collection Village Mondial

Proceedings

Runmycode.org: a novel dissemination and collaboration platform for executing published computational results

Proceedings of IEEE 8th International Conference on e-Science , 2012 (V. STODDEN, C. HURLIN)

Working papers

Reproducibility Certification in Economics Research

Cahier de Recherche du Groupe HEC , 2019

The Private Production of Safe Assets

Cahier de Recherche du Groupe HEC , 2019

Scientific articles

Certify reproducibility with confidential data

Science, 12 July 2019, vol. 365, n° 6449, pp 127-128, (in coll. with K. GADOUCHE, C. HURLIN, R. SILBERMAN, E. DEBONNEL)

Machine learning et nouvelles sources de données pour le scoring de crédit

Revue d'Économie Financière, 2019, vol. 135, n° 3, pp 21-50, (in coll. with C. Hurlin)

Pitfalls in Systemic-Risk Scoring

Journal of Financial Intermediation, April 2019, vol. 38, pp 19-44, (in coll. with S. BENOIT, C. HURLIN)

The Counterparty Risk Exposure of ETF Investors

Journal of Banking and Finance, May 2019, vol. 102, pp 215-230, (in coll. with C. HURLIN, G. ISELI, S. YEUNG)

Books

Marchés Financiers: Gestion de portefeuille et des risques

Dunod (in coll. with B. JACQUILLAT, B. SOLNIK)

Marchés Financiers: Gestion de portefeuille et des risques

Dunod (in coll. with B. SOLNIK, B. Jacquillat)

Chapters in edited books

La gestion des risques fait sa révolution

Réinventer L'Entreprise - Repères Pour Une Crise Qui Va Durer, B. Ramanantsoa, J. M. Le Roux (eds), Pearson - Collection Village Mondial

Proceedings

Runmycode.org: a novel dissemination and collaboration platform for executing published computational results

Proceedings of IEEE 8th International Conference on e-Science , 2012 (V. STODDEN, C. HURLIN)

Working papers

Reproducibility Certification in Economics Research

Cahier de Recherche du Groupe HEC , 2019

The Private Production of Safe Assets

Cahier de Recherche du Groupe HEC , 2019

Education

  • Habilitation to conduct research, Université Paris Dauphine - France
  • Postdoctoral Studies, UCLA, University of California at Los Angeles - USA
  • Ph.D. in Finance, Swiss Finance Institute - Switzerland
  • M.A. in Economics and Finance, Université de Genève - Switzerland
  • B.A. in Economics, Université de Genève - Switzerland

Academic appointments

Academic responsabilities at HEC

  • 2018- Professor, Finance HEC Paris
  • 2007-2018 Associate Professor HEC Paris
  • 2016- Directeur du Laboratoire GREGHEC - UMR CNRS 2959 HEC Paris
  • 2016- Associate Dean for Research HEC Paris
  • 2011-2015 Responsable Track Finance MBA HEC Paris
  • 2012-2014 Deloitte and Société Générale "Energy and Finance" Chair HEC Paris
  • 2007- Member of GREGHEC (CNRS) HEC Paris

External Academic Responsabilities

  • 2003-2007 Assistant Professor of Finance Simon Fraser University
  • 2001-2003 Chercheur post doctoral UCLA, University of California at Los Angeles

Scientific Activities

Membership in Academic or Professional Organisation

  • Member, French Finance Association
  • Member, European Finance Association
  • Member, American Finance Association

Editorial activities

  • Reviewer, Journal of Finance, Review of Financial Studies, Management Science, Journal of Money, Credit and Banking, Review of Finance, Journal of Banking and Finance, Financial Review, Journal of Empirical Finance, Journal of Risk.

  • Conference organisation

  • 2019-2019 Co-organizer HEC Data Day
  • 2018-2018 Big Data Day @ HEC conference organizer, 1st edition
  • 2009- Co-organisateur, "6th HEC - INSEAD - PSE 2009 Workshop on Economics & Finance"
  • Membre du Comité de programme: Financial Management Association, European Meeting, 2008, 2009
  • Membre du Comité de programme : Conférence de l'AFFI, since 2007
  • Referee for European Finance Association since 2010
  • Awards & honors

    • 2016 Best AFFI 2016 Paper Award for the paper "Wholesale Funding Runs"
    • 2012 Winner of the 2012 HEC Foundation award for Teaching Innovation for the project "RunMyCode: Bringing Research into the Classroom"
    • 2009 Award for the Best Paper in Risk Management at the Midwest Finance Association Conference, Chicago