Concepedia

Georges Duponcheele

GD

Statistics

Publications

5

Citations

65

H-Index

5

Active since

2013

Affiliations

BNP Paribas (France)(Current)

Georges Duponcheele is an author at BNP Paribas (France) specializing in regulatory capital allocation, financial risk, and banking regulation.

Publications per year

2013–2025

5

Publications

5

Maturity Effects in Securitisation Capital: Total Capital Levels and Dispersion Across Tranches

Georges Duponcheele, William Robert Maurice Perraudin, Daniel Totouom-Tangho · SSRN Electronic Journal · 2025 · 15 citations · Full text

Business, Finance, Financial Economics +13

Reducing the Reliance of Securitisation Capital on Agency Ratings

Georges Duponcheele, William Robert Maurice Perraudin, Daniel Totouom-Tangho · SSRN Electronic Journal · 2025 · 15 citations · Full text

Business, Finance, Financial Management +14

Calibration of the CMA and Regulatory Capital for Securitisations

Georges Duponcheele, Alexandre Linden, William Robert Maurice Perraudin et al. · SSRN Electronic Journal · 2025 · 14 citations · Full text

Law, Regulatory Policy, Financial Regulation +11

A Principles-Based Approach to Regulatory Capital for Securitisations

Georges Duponcheele, William Robert Maurice Perraudin, Daniel Totouom-Tangho · SSRN Electronic Journal · 2025 · 11 citations · Full text

Public Affairs, Regulatory Policy, Financial Regulation +13

The Simplified Arbitrage-Free Approach: Calculating securitisation capital based on Risk Weights alone

Georges Duponcheele, William Perraudin · 2013 · 10 citations

Business, Finance, Risk Management +17

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