Cyril Couaillier

Banque de France

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

  • Banque de France

  • European Central Bank (ECB)

SCHOLARLY PAPERS

8

DOWNLOADS

618

SSRN CITATIONS

2

CROSSREF CITATIONS

1

Scholarly Papers (8)

Actions:
Email selected abstracts
1.

Caution: Do Not Cross! Capital Buffers and Lending in COVID-19 Times

ECB Working Paper No. 2022/2644
Number of pages: 52 Posted: 17 Feb 2022
Cyril Couaillier, Marco Lo Duca, Alessio Reghezza and Costanza Rodriguez d’Acri
Banque de France, European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 146 (317,358)

Abstract:

Loading...

bank lending, Buffer usability, coronavirus, credit register, macroprudential policy, MDA distance

2.

An Analytical Framework to Calibrate Macroprudential Policy.

Banque de France Working Paper No. 648
Number of pages: 86 Posted: 01 Nov 2017
Taryk Bennani, Cyril Couaillier, Antoine Devulder, Silvia Gabrieli, Julien Idier, Pierlauro Lopez, Thibaut Piquard and Valerio Scalone
Banque de France, Banque de France, Banque de France, Banque de France, Banque de France - Centre de Recherche, Federal Reserve Banks - Federal Reserve Bank of Cleveland, Banque de France and Banque de France
Downloads 126 (355,652)
Citation 4

Abstract:

Loading...

Macroprudential policy; Countercyclical capital buffer; Systemic risk buffer

3.

How Do Markets React to Tighter Bank Capital Requirements?

Banque de France Working Paper No. 772
Number of pages: 37 Posted: 07 Jul 2020 Last Revised: 18 Nov 2021
Cyril Couaillier and Dorian Henricot
Banque de France and Banque de France
Downloads 71 (516,020)

Abstract:

Loading...

Event Studies, Banking, Capital Requirements

4.

How to Release Capital Requirements During a Pandemic? Evidence from Euro Area Banks

ECB Working Paper No. 2022/2720
Number of pages: 36 Posted: 20 Sep 2022
Cyril Couaillier, Alessio Reghezza, Costanza Rodriguez d’Acri and Alessandro Scopelliti
Banque de France, European Central Bank (ECB), European Central Bank (ECB) and KU Leuven, Department Accounting, Finance and Insurance
Downloads 68 (527,916)

Abstract:

Loading...

bank capital requirements, coronavirus, countercyclical policy, credit register, macroprudential policy

5.

How Does Financial Vulnerability Amplify Housing and Credit Shocks?

Number of pages: 34 Posted: 15 May 2020 Last Revised: 18 Nov 2021
Cyril Couaillier and Valerio Scalone
Banque de France and Banque de France
Downloads 67 (532,130)

Abstract:

Loading...

Financial Vulnerability, Macroprudential Policy, non-linear Models, Housing, Credit

6.

What are Banks’ Actual Capital Targets?

ECB Working Paper No. 2021/2618
Number of pages: 41 Posted: 02 Dec 2021
Cyril Couaillier
Banque de France
Downloads 62 (553,625)

Abstract:

Loading...

bank credit, bank regulation, target capital structure

7.

Informing Macroprudential Policy Choices Using Credit Supply and Demand Decompositions

ECB Working Paper No. 2022/2702
Number of pages: 39 Posted: 10 Aug 2022
Claudio Barbieri, Cyril Couaillier, Cristian Perales and Costanza Rodriguez d’Acri
European Central Bank (ECB), Banque de France, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 41 (662,182)

Abstract:

Loading...

bank-lending channel, buffer releases, capital requirements, credit dynamics, European economy

8.

What Are Banks' Actual Capital Targets? Lessons for Policymakers

Number of pages: 38 Posted: 09 Aug 2021 Last Revised: 17 Nov 2022
Cyril Couaillier
Banque de France
Downloads 37 (687,126)

Abstract:

Loading...

Bank regulation, target capital structure, Bank credit