Jean-Cyprien HEAM

Grade : Administrateur (DESE)


Bureau:
3011
Timbre:
J320
Lieu:
(MK2)
Labo:
LFA

Téléphone : 0141176062

Mail : jean-cyprien.heam[arrowbase]insee.fr

ResearchEducationJobsPublicationsTeachingWork in progressOther

Research Interests

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  • Health and social protection economics 
  • Short-term forecast
  • Network analysis

 

Contact : jean[.]cyprien[.]heam[at]ensae[.]fr


Biography

Education

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  • 2011-2015 : PhD Student at CREST and University Paris-Dauphine, Paris
    • Analysis and measure of systemic risk (download)
    • Committee: George Dionne (referee), Christian Gouriéroux (supervisor),  Stéphane Gregoir, Alain Monfort,Jean-Paul Laurent (referee), Bertrand Villeneuve, Jean-Michel Zakoïan. 
  • 2010-2012 : MA in Economics at PSE (Paris School of Economics), Paris
  • 2009-2011 : Degree of ENSAE (National School of Statistics and Economic Administration), Paris
  • 2008-2009 : MS in Actuarial Studies at ISFA (Acturial School of Lyon University), Lyon
  • 2006-2009 : Engineer of ECL (Ecole Centrale de Lyon), Lyon

 


Jobs

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  • 2017-... : Head of the Division Analysis of Social Accounts at the French Ministry of Social Affairs and Health, DREES (Directorate of Research Analysis, Studies, Evaluation, and Statistics)

  • 2016-2017 : Head of the Unit Euro Area Short-Term Forecast at INSEE (French National Statistical Institute)
  • 2015-2016 : Head of the Unit  Monetary and Finanical Short-Term Forecast at INSEE (French National Statistical Institute)
  • 2011-2015 : Economist at Autorité de Contrôle Prudentiel et de Résolution (French National Banking and Insurance Supervisory Authority)

 

  • Summer 2010 : Intern at OECD (Organization for Economic Co-Operation and Development), Paris
  • Summer 2008 : Intern at INSEE (French National Statistical Institut), Paris
  • Summer 2007 : Intern at CETE (Local Civil Engineering Study Center), Lyon


Publications

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  • Hauton, G. and Héam J.C. (2016): "How to measure interconnectedness between Banks, Insurers and Financial Conglomerates?", Statistics & Risk Modeling, 33, 3-4, 95-116. 

  • Hauton, G. and Héam J.C. (2014): "Interconnectedness of Financial Conglomerates", Risks, 3, 139-163. Policy relay : EIOPA Financial Stability Review Dec-2014Rue de la Banque N°4

  • Gouriéroux, C., Héam, J.C., and Monfort, A. (2013) : "Liquidation Equilibrium with Seniority and Hidden CDO", Journal of Banking and Finance, 37, 12, 5261-5274
  • Gouriéroux, C., Héam, J.C., and Monfort, A. (2012) : "Bilateral Exposures and Systemic Solvency Risk", Canadian Journal of Economics, 45, 4, 1273-1309 and in Banque de France Working Paper 414.

 



Teaching

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  • 2016-...: Associate Lecturer in Times Series (M2) at ENSAE (special catch-up class for 3rd year direct students )
  • 2014-2016: Associate Lecturer in Macroprudential Instruments and Policy (M2) at Université Paris-Dauphine
  • 2015-2016: Teaching Assistant in Financial Econometrics (M2) at ENSAE
  • 2015 (Spring): Financial Contagion (vocational training) at Joint Vienna Institute for IMF-BdF Workshop
  • 2012-2013: Tutoring of 3rd year project (M2) at ENSAE with E. Koch
  • 2011-2012: Teaching Assistant in Macroeconomics (M1) at ENSAE
  • 2009-2010: Teaching Assistant in Mathematics for Microecomics (L1) at Université Paris-V
  • 2008-2009: Teaching Assistant in Partial Differential Equations (L3) at ECL

Work in progress

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Woking Papers:
  • Gouriéroux, C. and Héam J.C. (2014): "Funding Liquidity in a Regulatory Perspective", CREST Working Paper 2013-20. .

  • Héam, J.C. and Koch E. (2014) : "Diversification and Endogenous Financial Network".
  • Fourel, V., Héam, J.C., Tavolaro, S., and Salakhova, D. (2013) : "Domino Effects when Banks Hoard Liquidity: the French network", Banque de France Working Paper 431.

Institutional Papers:

  • Héam, J.-C, Hritov, N. and Iannaccone, R. (2017): EuroZone Economics Outlook (EZEO), april.
  • Héam, J.-C, Iannaccone, R. and Lautenbacher, R. (2017): EuroZone Economics Outlook (EZEO), january.
  • Fioramanti, M., Héam, J.-C and Hritov, N. (2016): EuroZone Economics Outlook (EZEO), october.
  • Héam, J.-C, Lee, R., Marc, B. and Pak, M. (2015): "Quantitative easing by the ECB has driven down interest rates and contributed to the Eurozone recovery", Conjoncture in France, Decembre 2015.
  • Alves, I., Brinkhoff, J., Georgiev, S., Héam, J.-C, Moldovan, I., and Scotto di Carlo, M. (2015): "Network analysis of the EU insurance sector", European Systemic Risk Baord (ESRB) Occasional Paper, 7.
  • Camara, B., Castellani, F.D., Devost, F., Fraisse, H., Héam, J.-C, Kaminski, A.L., Labonne, C., Martin, V., and Thevenon, J.L.: "EBA-ECB Stress-test: international comparison", Analyse et Synthèse de l'ACPR, 40 (in French).
  • Héam, J.C. (2014): "How to measure interconnectedness ?", European Insurance and Occupational Funds Authority (EIOPA) Stability Review.
  • Alves, I., Ferrari, S., Franchini, P., Héam, J.-C., Jurca, P., Langfield, S., Laviola, S., Liedorp, F., Sanchez, A., Tavolaro, S., and Vuillemey, G. (2013): "The structure and resilience of the european interbank market", European Systemic Risk Baord (ESRB) Occasional Paper, 3.
  • de Bandt, O., Labonne, C., and Tavolaro, S. (2013): "Measuring systemic risk in a post-crisis world", Débats économique et financier de l'ACPR, 6.

Other

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Conferences:

2015

  • 4th International Conference of the Financial Engineering and Banking Society (FEBS), Nantes, France, June 2015: "Liquidation Equilibrium with Seniority and Hidden CDO" and "How to Measure Interconnectedness between Banks, Insurers and Financial Conglomerates?".
  • Canadian Economics Association Annual Conference, Toronto, Canada, May 2015: "How to Measure Interconnectedness between Banks, Insurers and Financial Conglomerates?".
  • New Approaches for Systemic Risk Workshop, Besancon, France, February 2015: "How to Measure Interconnectedness between Banks, Insurers and Financial Conglomerates?".

2014

  • 6th IMF Expert Forum on Stress Testing Techniques, London, UK, December 2014: "How to Measure Interconnectedness between Banks, Insurers and Financial Conglomerates?".
  • 3rd European Banking Authority Workshop, London, UK, November 2014: "How to Measure Interconnectedness between Banks, Insurers and Financial Conglomerates?".
  • Colloque de l'Association de Comptabilité Nationale, Paris, France, November 2014: "Structure et Résilience des Réseaux Financiers".
  • 13th International Conference on Credit Risk Evaluation (CREDIT), Venise, Italy, September 2014: "How to Measure Interconnectedness between Banks, Insurers and Financial Conglomerates?".
  • Newton Institute Workshop on Systemic Risk, Cambridge, UK, September 2014: "Funding Liquidity Risk from a Regulatory Perspective".
  • EIOPA Workshop Macroprudential Framework for Insurers, Riga, Latvia, September 2014: "How to Measure Interconnectedness between Banks, Insurers and Financial Conglomerates?".
  • 7th International Conference of International Finance and Banking Association (IFABS), Lisbon, Portugal, June 2014: "Funding Liquidity Risk from a Regulatory Perspective".
  • 7th Risk Forum, Paris, France, March 2014: "Funding Liquidity Risk from a Regulatory Perspective" and "How to Measure Interconnectedness between Banks, Insurers and Financial Conglomerates?".
  • 6th Annual Hedge Funds Research Conference, Paris, France, January, 2014: "Funding Liquidity Risk from a Regulatory Perspective".

2013

  • 7th International Conference on Computational and Financial Econometrics (CFE), London, United-Kingdom, December 2013: "Diversification and Endogenous Network"
  • Banking, Finance, Money and Institutions: The Post Crisis Era Conference, Surrey, United-Kingdom, November 2013: "Diversification and Endogenous Network"
  • Network and Trade Workshop of KU Leuven, Leuven, Belgium, October 2013: "Diversification and Endogenous Network"
  • 12th International Conference on Credit Risk Evaluation (CREDIT), Venise, Italy, September 2013 : "Diversification and Endogenous Network"
  • 5th International Conference of International Finance and Banking Association (IFABS), Nottingham, United-Kingdom, June 2013: "Endogenous Financial Network Formation for Solvency and Liquidity Shocks"
  • 3rd International Conference of the Financial Engineering and Banking Society (FEBS), Paris, France, June 2013: "Liquidation Equilibrium with Seniority and Hidden CDO"
  • Supervising Financial Network, Franckfurt, Germany, February 2013 : "Liquidation Equilibrium with Seniority and Hidden CDO".

2012

  • 4th French Econometrics Conference, Rennes, France, November 2012 : "Bilateral Exposures and Systemic Solvency Risk"
  • New tool for Financial Regulation Conference, Paris, France, November 2012 : "Liquidation Equilibrium with Seniority and Hidden CDO"
  • 11th International Conference on Credit Risk Evaluation (CREDIT), Venise, Italy, September 2012 : "Bilateral Exposures and Systemic Solvency Risk"
  • Latsis Symposium, Zurich, Switzerland, September 2012 : "Liquidation Equilibrium with Seniority and Hidden CDO"
  • 4th International Confrence of International Finance and Banking Association (IFABS), Valancia, Spain, June 2012 : "Liquidation Equilibrium with Seniority and Hidden CDO"
  • 5th Risk Forum, Paris, France, March 2012 : "Bilateral Exposures and Systemic Solvency Risk"

 

Seminars:

2016

  • Séminaire Fourgeaud at French Ministry of Finance, Paris, France, March 2016: "Impact of Quantitative Easing on the real economy".

2014

  • CREST Finance Laboratory, Paris, France, October 2014: "Analysis and Measure of Systemic Risk"
  • Banque de France, Paris, France, October 2014: "Diversification and Endogenous Network"
  • ACPR, Paris, France, October 2014: "How to Measure Interconnectedness between Banks, Insurers and Financial Conglomerates?".

2012

  • CREST Finance Laboratory, Paris, France, October 2012 : "Liquidation Equilibrium with Seniority and Hidden CDO"
  • Banque de France, Paris, France, October 2012: "Bilateral Exposures and Systemic Solvency Risk"

 

Organization:

Seminar

  • 2013-2015 : monthly ACPR Chair "Systemic Risks and Regulation" Seminar: website

Conference

 

Referee:

Journal of Applied Econometrics, Journal of Empirical Finance, Statistics & Risk Modeling

 


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