policy & blogs

Other contributions, policy notes, bulletins and blog posts

Dealers' costs of intermediation in fixed income markets: Empirical results for the euro area

with R. Besugo, A. Poinelli and M. Scheicher

SUERF Policy Brief, July 2025

French sovereign debt liquidity: main factors, recent developments and resilience during the Covid crisis

with E. Lecomte, T. Legrand, A. Rossi

Banque de France Quarterly Bulletin, May 2023

How well have ECB rate hikes been transmitted to the money market?

with M. Vari

Banque de France's Blog, November 2022

How did the Eurosystem's collateral strategy adapt to the Covid-19 crisis?

with B. Brueckner and P. Lez

Banque de France Quarterly Bulletin, October 2022

A Tiering Rule to Balance the Impact of Negative Policy Rates on Banks

with M. Girotti and J.G. Sahuc

Finance Research Letter, September 2021

Negative interest rate policy makes excess liquidity costly to hold for banks and this may weaken the bank-based transmission of monetary policy. We design a rule-based tiering system for excess reserve remuneration that reduces the burden of negative rates on banks while ensuring that the central bank keeps control of interbank interest rates. Using euro-area data, we show that under the proposed tiering system, the aggregate cost of holding excess liquidity when the COVID-19 monetary stimulus fully unfolds would be more than 36% lower than that under the ECB's current system.

Crypto-assets and financial stability: are there any contagion risks?

with J. Barthélémy and P. Gardin

Banque de France's Blog, November 2021

Do mandatory climate-related disclosures by financial institutions speed up fossil fuel divestment?

with J.-S. Mésonnier

UN PRI Academic Blog, July 2021

Restarting asset purchases in the euro area: Lessons from €2 trillion of ECB purchases

with R. Koijen, F. Koulischer and M. Yogo

VoxEU, September 2019

QE in practice: what does market neutrality mean?

with J. Dalbard

Banque de France's Blog, August 2018

Eurosystem asset purchases and portfolio rebalancing in the euro area

with R. S. J. Koijen, F. Koulischer, and M. Yogo

Rue de la Banque no. 60, April 2018

No excessive risk in the quality of collateral pledged with the Eurosystem during the crisis

with J. Barthélémy and V. Bignon

Banque de France's Blog, March 2018

Business cycles and Taylor rules in the euro area

Banque de France's Blog, May 2017