EM Strasbourg Business School

TEACHING STAFF
version française
Joël PETEY
Full Professor
Field : Finance-Insurance-Banking
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TEACHING FIELDS
Ingénierie Financière, Haut de bilan, Risque de crédit
RESEARCH TOPICS
Credit risk
Small business finance
Risk management and regulation in banking
Academic articles / Management and economics / Section 37
"The credit risk implications of home ownership promotion: The effects of public subsidies and adjustable-rate loans."
(with M. Dietsch), Journal of Housing Economics, Vol. 28, 2015 [CNRS cat.2 / HCERES]
"Les émissions obligataires des PME et ETI allemandes: entre Mittelstand et junk bonds" , Revue d'Economie
Financière, Vol. 114, juin 2014 [CNRS cat.4 / / FNEGE rang 4]
"Faut-il réglementer distinctement les différentes activités bancaires ?" (with Michel Dietsch), Revue d'économie
financière, Vol. 101, 2011 [CNRS cat.4 / HCERES]
"Should SME exposures be treated as retail or corporate exposures ? A comparative analysis of default probabilities
and asset correlations in French and German SMEs" (with M. Dietsch), Journal of Banking and Finance, Vol. 28, 2004
[CNRS cat.2 / HCERES / FNEGE rang 1]
"Les déterminants du risque d'insolvabilité dans l'industrie bancaire. Une approche en termes de frontière de production"
, Recherches Économiques de Louvain / Louvain Economic Review, Vol. 70, 2004 [CNRS cat.3 / HCERES]
"The credit risk in SME loans portfolios: Modelling issues, pricing and capital requirements" (with Michel Dietsch),
Journal of Banking and Finance, Vol. 26, 2002 [CNRS cat.2 / HCERES / FNEGE rang 1]
Academic articles (other journals)
"Heterogeneity and concentration risk in SME loans portfolios: illustration on the French case" (with Michel Dietsch),
Revue bancaire et financière, n° 4, 2009
Textbooks
Mesure et gestion du risque de crédit dans les institutions financières , Revue Banque Edition, Paris, 2 ed., 2008, 300 p.,
(with Michel Dietsch)
Chapters in research books
"Paniques bancaires, crises bancaires et mimétisme", in : Bourghelle, Brandouy, Gillet, Orléan, Croyances,
Représentations Collectives et Conventions en Finance, Economica, 2005, pp. 89-117, (with Frédéric Lobez)
Chapters in textbooks
"Mesure du risque de crédit des PME", in : Ph. Raimbourg, M. Boizard, Ingénierie Financière, Fiscale et Juridique,
Dalloz, 2009, pp. 452-475, (with Michel Dietsch)
Chapters in other books
"Comment mesurer l'efficacité du droit des faillites - Analyse comparée des taux de récupération", in : R. Blary; J.
Lasserre-Capdeville; M. Storck, Pratique des affaires. Les atouts du droit français, Lamy, 2010, pp. 145-170, (with R.
Blazy, L. Weill)
Papers presented at academic association conferences
"The credit risk implications of housing ownership promotion: the effects of public subsidies and adjustable-rate loans.",
31st Spring International Conference of the French Finance Association, mai 2014 (with M. Dietsch)
"Can bankruptcy codes create value: Evidence from creditors' recoveries in France, Germany and the UK.", EFMA
Conference, Hamburg (Germany), June 2010 (with R. Blazy, L. Weill)
"The sustainability of credit to low income mortgage borrowers: A risk management perspective.", Financial
Management Association Annual Meeting, Denver (USA), October 2011 (with M. Dietsch, A. Vandaele)
Other conferences/Other presentations
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"How different is the regulatory capital from the economic capital: the case of business loans portfolios held by the major
banking groups in France.", 2d Conference on Credit Analysis and Risk Management, Basel (Switzerland), September
2013, (with M. Dietsch)
"Concentration risk in mortgages portfolios: The role of geography and loans characteristics in a multifactor
Framework.", CREDIT 2010, Venice (Italy), September 2010, (with M. Dietsch, A. Vandeale)
"The efficiency of the German bankruptcy law: Some evidence from liquidation of small businesses.", 7th
French-German Talks in Law and Economics, Magdeburg (Germany), October 2012,
Organization of scientific meetings
Scientific Chair of the 29th International Conference of the French Finance Association, May 14-16 2012, Strasbourg. ,
May 2012
Member of the Organizing Committee of the Journées de l'AFSE, may 2006, Strasbourg , May 2006
Studies and reports
Une analyse comparative des procédures de faillite: France, Allemagne, Royaume-Uni, OSEO, Regards sur les PME n°
16, juin 2008, (with R. Blazy, A.F. Delannay, L. Weill)
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