Details about Cyril Couaillier

Access statistics for papers by Cyril Couaillier.

Last updated 2021-12-01. Update your information in the RePEc Author Service.

Short-id: pco1006

Working Papers

2021

1. Risk-to-Buffer: Setting Cyclical and Structural Capital Buffers through Banks Stress Tests
   Working papers, Banque de France View citations (2)

2020

2. How Do Markets React to Tighter Bank Capital Requirements?
   Working papers, Banque de France View citations (1)
3. How does Financial Vulnerability amplify Housing and Credit Shocks?
   Working papers, Banque de France View citations (2)

2019

4. ALIENOR, a Macrofinancial Model for Macroprudential Policy
   Working papers, Banque de France View citations (1)

2018

5. Systemic liquidity concept, measurement and macroprudential instruments
   Occasional Paper Series, European Central Bank

2017

6. An analytical framework to calibrate macroprudential policy
   Working papers, Banque de France View citations (10)

Journal Articles

2021

1. Bank capital buffers and lending in the euro area during the pandemic
   Financial Stability Review, 2021, 2 View citations (5)

2020

2. Financial market pressure as an impediment to the usability of regulatory capital buffers
   Macroprudential Bulletin, 2020, 11 View citations (8)

2019

3. Activation of countercyclical capital buffers in Europe: initial experiences
   (Activation des coussins contracycliques en Europe: premiers retours d’expérience)
   Bulletin de la Banque de France, 2019, (222) View citations (1)

2018

4. L’apport personnel obligatoire: un outil macroprudentiel de plus en plus utilisé pour prévenir le risque immobilier
   Bulletin de la Banque de France, 2018, (215), 15-26
5. Minimum down payment requirement: a macroprudential tool that is increasingly being used to mitigate real estate risk
   Quarterly selection of articles - Bulletin de la Banque de France, 2018, (49), 15-24

2017

6. Measuring excess credit using the “Basel gap”: relevance for setting the countercyclical capital buffer and limitations
   Quarterly selection of articles - Bulletin de la Banque de France, 2017, (46), 5-18 View citations (1)
7. Mesurer l’excès de crédit avec le « gap bâlois »: pertinence et limites pour la fixation du coussin de fonds propres bancaires contracyclique
   Bulletin de la Banque de France, 2017, (211), 61-74 View citations (1)