Keyvan KIANI
Assistant Professor
Research topics
1. Bank regulation and stress tests
2. Generalized games
3. Optimal regulation
4. Environmental policy
5. Financial regulation
6. Game theory
Prizes and awards
Publications
Braouézec, Yann, Kiani, Keyvan. 2024. Preventing Price-Mediated Contagion Due to Fire Sales Externalities: Strategic Foundations of Macroprudential Regulation. Operations Research, FORTH : 21 p.
Braouézec, Yann, Kiani, Keyvan. 2023. Economic foundations of generalized games with shared constraint: Do binding agreements lead to less Nash equilibria?. European Journal of Operational Research, 308 (1) : 467-479 p.
Braouézec, Yann, Kiani, Keyvan. 2023. A generalized Nash equilibrium problem arising in banking regulation: An existence result with Tarski's theorem. Operations Research Letters, 51 (1) : 105-110 p.
Braouézec, Yann, Kiani, Keyvan. 2021. Target capital ratio and optimal channel(s) of adjustment: A simple model with empirical applications to European banks. Applied Economics, 53 (13) : 1435-1462 p.
Academic articles
Kiani, Keyvan, Braouézec, Yann. 2024. Preventing price-mediated contagion due to fire sales externalities: Strategic foundations of macroprudential regulation . 23rd, Marseille, France, June 26-28, 2024. Marseille : AMSE, Aix-Marseille School of Economics
Kiani, Keyvan, Braouézec, Yann. 2024. Preventing price-mediated contagion due to fire sales externalities: Strategic foundations of macroprudential regulation . 72th, Bordeaux, France, June 17-19, 2024. Bordeaux : AFSE, Association Française de Science Economique
Kiani, Keyvan, Braouézec, Yann. 2024. Preventing price-mediated contagion due to fire sales externalities: Strategic foundations of macroprudential regulation . Lyon, France, June 10th-12th, 2024. Lyon : APET, Association for Public Economic Theory
Conferences
Courses taught
- VBA for Finance
- Introduction to Financial Markets
- Advanced derivatives
- Financial maths
- Fixed Income
- Introduction to programming and modelling
Communications and Seminars
Conferences:
- 2024: Journées Louis-André Gérard-Varet (LAGV), Marseille (France).
- 2024: International Conference on Public Economic Theory, Lyon (France).
- 2022 : 70th congress of the French Economic Association (AFSE), Dijon (France).
- 2022 : Annual Meeting of the European Public Choice Society, Braga (Portugal).
- 2022 : 1st MUSEES Conference : Modeling Uncertainty in Social, Economic, and Environmental Sciences, Lyon (France).