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pro vyhledávání: '"Couaillier, Cyril"'
Autor:
Couaillier, Cyril, Henricot, Dorian
Publikováno v:
In Journal of Banking and Finance June 2023 151
Akademický článek
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Macroprudential policies should strengthen the banking sector throughout the financial cycle. However, while bank credit growth is used to capture cyclical exuberance and calibrate buffer requirements, it depends on potentially heterogeneous dynamics
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::0234ce172162ebb8c14ec3a1286b2cf7
https://hdl.handle.net/10419/269109
https://hdl.handle.net/10419/269109
While regulatory capital buffers are expected to be drawn to absorb losses and meet credit demand during crises, this paper shows that banks were unwilling to do so during the pandemic. To the contrary, banks engaged in forms of pro-cyclical behaviou
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::b76694bc215ce2b9ba2dbf9edc4f5ca3
https://hdl.handle.net/10419/261178
https://hdl.handle.net/10419/261178
Autor:
Couaillier, Cyril, Reghezza, Alessio, Rodriguez d'Acri, Costanza, Scopelliti, Alessandro Diego
Publikováno v:
SSRN Electronic Journal.
This paper investigates the impact of the capital relief package adopted to support euro area banks at the outbreak of the COVID-19 pandemic. By leveraging on confidential supervisory and credit register data, we uncover two main findings. First, cap
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8205431bc7a71a0f2309206a77a336d9
https://doi.org/10.2139/ssrn.4220377
https://doi.org/10.2139/ssrn.4220377
Autor:
Couaillier, Cyril
How do banks set their target capital ratio? How do they adjust to reach it? This paper answers these questions using an original dataset of capital ratio targets directly announced to investors by European banks, materially improving data quality co
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::a1e62ee8e10aedb435645b1a20ee6cfd
https://hdl.handle.net/10419/249891
https://hdl.handle.net/10419/249891
Autor:
Budnik, Katarzyna, Couaillier, Cyril, Duijm, Patty, Faykiss, Peter, Gajewski, Krzysztof, Holtorf, Claudia, Izquierdo Rios, Laura, Koban, Anne, Kok, Christoffer, Laliotis, Dimitrios, Lamas, Matías, Lialiouti, Georgia, Loehe, Sebastian, Marques, Aurea, Matos, Joana, Meller, Barbara, Melo, Ana Sofia, Moldovan, Iulia, Morão, Alexandra, Pereira, Ana, Pessarossi, Pierre, Roling, Christoph, Rutkauskas, Virgilijus, Schmitz, Stefan, Silbermann, Leonid, Szakacs, Janos, Tissari, Päivi, Ubl, Eva, Di Virgilio, Domenica, Vlachogiannakis, Nikolaos, Bonner, Clemens, Wedow, Michael
This study provides a conceptual and monitoring framework for systemic liquidity, as well as a legal assessment of the possible use of macroprudential liquidity tools in the European Union. It complements previous work on liquidity and focuses on the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::4694c5534b0758a477b47e3571645440
https://hdl.handle.net/10419/192962
https://hdl.handle.net/10419/192962