3
H index
2
i10 index
37
Citations
Banque de France (50% share) | 3 H index 2 i10 index 37 Citations RESEARCH PRODUCTION: 7 Articles 6 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Cyril Couaillier. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| Bulletin de la Banque de France | 3 |
| Quarterly selection of articles - Bulletin de la Banque de France | 2 |
| Year | Title of citing document |
|---|---|
| 2024 | Resolution of banking crises: what are the loss absorbency requirements in Europe and the United States?. (2024). Benahmed, Riad. In: Bulletin de la Banque de France. RePEc:bfr:bullbf:2024:252:02. Full description at Econpapers || Download paper |
| 2024 | Advancements in stress-testing methodologies for financial stability applications. (2024). Marques, Aurea ; Konietschke, Paul ; Figueres, Juan ; Budnik, Katarzyna ; Legrand, Catherine ; Giglio, Carla ; Georgescu, Oana-Maria ; Sydow, Matthias ; Ortl, Aljosa ; Grassi, Alberto ; Metzler, Julian ; Durrani, Agha ; Gross, Johannes ; Trachana, Zoe ; Poblacion, Francisco Javier ; Chalf, Yasmine ; Shaw, Frances ; Franch, Fabio. In: Occasional Paper Series. RePEc:ecb:ecbops:2024348. Full description at Econpapers || Download paper |
| 2024 | Digital innovation and banking regulation. (2024). Papathanassiou, Chryssa. In: Occasional Paper Series. RePEc:ecb:ecbops:2024351. Full description at Econpapers || Download paper |
| 2024 | Risk-to buffer: setting cyclical and structural banks capital requirements through stress test. (2024). Scalone, Valerio ; Couaillier, Cyril. In: Working Paper Series. RePEc:ecb:ecbwps:20242966. Full description at Econpapers || Download paper |
| 2025 | From losses to buffer - calibrating the positive neutral CCyB rate in the euro area. (2025). Stammwitz, Florian ; Pirovano, Mara ; Pereira, Ana ; de Nora, Giorgia. In: Working Paper Series. RePEc:ecb:ecbwps:20253061. Full description at Econpapers || Download paper |
| 2025 | From risk to buffer: calibrating the positive neutral CCyB rate in the euro area. (2025). Herrera, Luis ; Scalone, Valerio ; Pirovano, Mara. In: Working Paper Series. RePEc:ecb:ecbwps:20253075. Full description at Econpapers || Download paper |
| 2025 | The impact of capital requirements on bank capital. (2025). Albertazzi, Ugo ; Marques, Aurea Ponte ; Abbondanza, Aurora ; Travaglini, Giulia Leila. In: Working Paper Series. RePEc:ecb:ecbwps:20253128. Full description at Econpapers || Download paper |
| 2025 | Banks’ regulatory risk tolerance. (2025). Marques, Aurea ; Tarashev, Nikola ; Juselius, Mikael. In: Working Paper Series. RePEc:ecb:ecbwps:20253161. Full description at Econpapers || Download paper |
| 2026 | A structural model of capital buffer usability. (2026). Menno, Dominik ; Lang, Jan Hannes. In: Working Paper Series. RePEc:ecb:ecbwps:20263188. Full description at Econpapers || Download paper |
| 2025 | Non-stationary financial risk factors and macroeconomic vulnerability for the UK. (2025). Szendrei, Tibor ; Varga, Katalin. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007981. Full description at Econpapers || Download paper |
| 2024 | Impact of higher capital buffers on banks’ lending and risk-taking in the short- and medium-term: Evidence from the euro area experiments. (2024). Varraso, Paolo ; Marques, Aurea ; Cappelletti, Giuseppe. In: Journal of Financial Stability. RePEc:eee:finsta:v:72:y:2024:i:c:s1572308924000354. Full description at Econpapers || Download paper |
| 2024 | Effects of macroprudential policy: Evidence from over 6000 estimates. (2024). Yao, Weijia ; Valencia, Fabian ; Popescu, Adina ; Patnam, Manasa ; Araujo, Juliana. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:169:y:2024:i:c:s0378426624001870. Full description at Econpapers || Download paper |
| 2024 | Regulatory and contextual factors influencing earnings and capital management decisions: evidence from the European banking sector. (2024). Casciello, Raffaela ; Maffei, Marco ; Ziebart, David A. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:63:y:2024:i:1:d:10.1007_s11156-024-01253-9. Full description at Econpapers || Download paper |
| 2025 | Banks regulatory risk tolerance. (2025). Marques, Aurea Ponte ; Tarashev, Nikola A ; Juselius, Mikael. In: Bank of Finland Research Discussion Papers. RePEc:zbw:bofrdp:325490. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2017 | An analytical framework to calibrate macroprudential policy In: Working papers. [Full Text][Citation analysis] | paper | 11 |
| 2019 | ALIENOR, a Macrofinancial Model for Macroprudential Policy In: Working papers. [Full Text][Citation analysis] | paper | 1 |
| 2020 | How does Financial Vulnerability amplify Housing and Credit Shocks? In: Working papers. [Full Text][Citation analysis] | paper | 2 |
| 2020 | How Do Markets React to Tighter Bank Capital Requirements? In: Working papers. [Full Text][Citation analysis] | paper | 1 |
| 2021 | Risk-to-Buffer: Setting Cyclical and Structural Capital Buffers through Banks Stress Tests In: Working papers. [Full Text][Citation analysis] | paper | 3 |
| 2017 | Mesurer l’excès de crédit avec le « gap blois » : pertinence et limites pour la fixation du coussin de fonds propres bancaires contracyclique In: Bulletin de la Banque de France. [Full Text][Citation analysis] | article | 0 |
| 2018 | L’apport personnel obligatoire : un outil macroprudentiel de plus en plus utilisé pour prévenir le risque immobilier In: Bulletin de la Banque de France. [Full Text][Citation analysis] | article | 0 |
| 2019 | Activation of countercyclical capital buffers in Europe: initial experiences In: Bulletin de la Banque de France. [Full Text][Citation analysis] | article | 1 |
| 2017 | Measuring excess credit using the “Basel gap”: relevance for setting the countercyclical capital buffer and limitations In: Quarterly selection of articles - Bulletin de la Banque de France. [Full Text][Citation analysis] | article | 0 |
| 2018 | Minimum down payment requirement: a macroprudential tool that is increasingly being used to mitigate real estate risk In: Quarterly selection of articles - Bulletin de la Banque de France. [Full Text][Citation analysis] | article | 0 |
| 2020 | Financial market pressure as an impediment to the usability of regulatory capital buffers In: Macroprudential Bulletin. [Full Text][Citation analysis] | article | 12 |
| 2018 | Systemic liquidity concept, measurement and macroprudential instruments In: Occasional Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2021 | Bank capital buffers and lending in the euro area during the pandemic In: Financial Stability Review. [Full Text][Citation analysis] | article | 5 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated March, 14 2025. Contact: CitEc Team