Cyril Couaillier

Banque de France

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

9

DOWNLOADS

992

SSRN CITATIONS

16

CROSSREF CITATIONS

1

Scholarly Papers (9)

1.

Same Same But Different: Credit Risk Provisioning Under IFRS 9

ECB Working Paper No. 2023/2841
Number of pages: 59 Posted: 21 Aug 2023
Markus Behn and Cyril Couaillier
European Central Bank (ECB) and Banque de France
Downloads 163 (339,379)

Abstract:

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bank regulation, credit risk, financial stability, loan loss accounting

2.

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
Banque de France, European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 154 (356,146)

Abstract:

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

3.

An Analytical Framework to Calibrate Macroprudential Policy.

Banque de France Working Paper No. 648
Number of pages: 86 Posted: 01 Nov 2017
Banque de France, Banque de France, Banque de France, Banque de France, Banque de France - Centre de Recherche, Federal Reserve Bank of Cleveland, Banque de France and Banque de France
Downloads 139 (386,432)
Citation 8

Abstract:

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Macroprudential policy; Countercyclical capital buffer; Systemic risk buffer

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
Banque de France, European Central Bank (ECB), European Central Bank (ECB) and KU Leuven, Department Accounting, Finance and Insurance
Downloads 131 (407,223)

Abstract:

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

5.

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 102 (486,993)

Abstract:

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Event Studies, Banking, Capital Requirements

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 100 (496,886)

Abstract:

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bank credit, bank regulation, target capital structure

7.

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 88 (535,701)

Abstract:

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

8.

Informing Macroprudential Policy Choices Using Credit Supply and Demand Decompositions

ECB Working Paper No. 2022/2702
Number of pages: 39 Posted: 10 Aug 2022
European Central Bank (ECB), Banque de France, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 63 (646,120)
Citation 2

Abstract:

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

9.

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 52 (713,785)

Abstract:

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Bank regulation, target capital structure, Bank credit