Cosimo Pancaro

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

15

DOWNLOADS
Rank 34,057

SSRN RANKINGS

Top 34,057

in Total Papers Downloads

2,800

SSRN CITATIONS
Rank 14,155

SSRN RANKINGS

Top 14,155

in Total Papers Citations

72

CROSSREF CITATIONS

33

Scholarly Papers (15)

1.

A Macro Stress Testing Framework for Assessing Systemic Risks in the Banking Sector

ECB Occasional Paper No. 152
Number of pages: 82 Posted: 16 Mar 2014
European Central Bank (ECB), European Central Bank (ECB), European Securities and Markets Authority, European Central Bank (ECB), European Central Bank (ECB) - Directorate Financial Stability and Supervision, European Central Bank (ECB), International Monetary Fund (IMF), National Bank of Poland, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB)Bank of Greece, European Central Bank (ECB) and European Central Bank
Downloads 855 (53,617)
Citation 37

Abstract:

Loading...

macro stress test, systemic risk, financial crisis, banking sector, macro-prudential policy, micro-prudential supervision

A Stochastic Forward-Looking Model to Assess the Profitability and Solvency of European Insurers

SAFE Working Paper No. 137
Number of pages: 78 Posted: 22 May 2016 Last Revised: 21 Nov 2016
Elia Berdin, Cosimo Pancaro and Christoffer Kok
Generali & International Center for Insurance Regulation, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 192 (291,112)

Abstract:

Loading...

Financial Stability, Insurance, Interest Rate Risk, Stress Test

A Stochastic Forward-Looking Model to Assess the Profitability and Solvency of European Insurers

ECB Working Paper No. 2028
Number of pages: 78 Posted: 01 Mar 2017
Elia Berdin, Christoffer Kok and Cosimo Pancaro
Generali & International Center for Insurance Regulation, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 115 (445,238)

Abstract:

Loading...

financial stability, insurance, interest rate risk, stress test

A Stochastic Forward-Looking Model to Assess the Profitability and Solvency of European Insurers

Number of pages: 76 Posted: 21 May 2016 Last Revised: 12 Nov 2016
Elia Berdin, Cosimo Pancaro and Christoffer Kok
Generali & International Center for Insurance Regulation, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 45 (765,225)

Abstract:

Loading...

Financial Stability, Insurance, Interest Rate Risk, Stress Test

Trade Openness Reduces Growth Volatility when Countries are well Diversified

ECB Working Paper No. 1491
Number of pages: 44 Posted: 22 Nov 2012
World Bank - EASPR, World Bank, European Central Bank (ECB) and International Monetary Fund (IMF)
Downloads 112 (454,318)
Citation 9

Abstract:

Loading...

export diversification, growth volatility, trade openness

4.

The Balassa-Samuelson and the Penn Effect: Are They Really the Same?

Number of pages: 29 Posted: 13 Jun 2013
Cosimo Pancaro
European Central Bank (ECB)
Downloads 235 (241,817)
Citation 1

Abstract:

Loading...

Balassa-Samuelson effect, Penn effect, real exchange rate

The Disciplining Effect of Supervisory Scrutiny in the EU-wide Stress Test

ECB Working Paper No. 2021/2551
Number of pages: 65 Posted: 19 May 2021
European Central Bank (ECB), Halle Institute for Economic Research, University of Zurich and European Central Bank (ECB)
Downloads 128 (410,349)
Citation 4

Abstract:

Loading...

The Disciplining Effect of Supervisory Scrutiny in the EU-Wide Stress Test

Swiss Finance Institute Research Paper No. 22-59, 2022
Number of pages: 68 Posted: 03 Aug 2022 Last Revised: 14 Nov 2022
European Central Bank (ECB), European Central Bank (ECB), Halle Institute for Economic Research and University of Zurich - Department Finance
Downloads 103 (483,413)

Abstract:

Loading...

Stress Testing, Credit risk, Internal Models, Banking Supervision, banking regulation

The Disciplining Effect of Supervisory Scrutiny in the Eu-Wide Stress Test

CEPR Discussion Paper No. DP16157
Number of pages: 64 Posted: 14 Jul 2021
European Central Bank (ECB), Halle Institute for Economic Research, University of Zurich - Department Finance and European Central Bank (ECB)
Downloads 0
Citation 7
  • Add to Cart

Abstract:

Loading...

6.

Macroprudential Stress Test of the Euro Area Banking System

ECB Occasional Paper No. 226 (2019); ISBN 978-92-899-3691-0
Number of pages: 62 Posted: 03 Jul 2019
European Central Bank (ECB), Henley Business School - ICMA Centre, Bank of England, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), CESifo (Center for Economic Studies and Ifo Institute) - Ifo Institute, Bank of Lithuania, European Central Bank (ECB), European Central Bank (ECB), Bank of Latvia, Bank of Slovenia, European Central Bank (ECB), Bank of Italy, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 220 (257,512)

Abstract:

Loading...

macro stress test, macroprudential policy, banking sector deleveraging, real-financial feedback mechanism

7.

Do Non-Performing Loans Matter for Bank Lending and the Business Cycle in Euro Area Countries?

ECB Working Paper No. 20202411
Number of pages: 38 Posted: 15 May 2020
Ivan Huljak, Reiner Martin, Diego Moccero and Cosimo Pancaro
Croatian National Bank, National Bank of Slovakia, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 158 (345,784)
Citation 8

Abstract:

Loading...

euro area countries, hierarchical priors, non-performing loans, panel Bayesian VAR

8.
Downloads 148 (364,929)
Citation 7

Bank Funding Costs and Solvency

Number of pages: 39 Posted: 09 Jan 2020
European Central Bank (ECB), European Central Bank and Bank of EnglandUniversité Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES)
Downloads 74 (597,187)
Citation 1

Abstract:

Loading...

banks, funding costs, solvency

Bank Funding Costs and Solvency

Bank of England Working Paper No. 853
Number of pages: 38 Posted: 04 Jan 2021
Bank of EnglandUniversité Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES), European Central Bank (ECB) and European Central Bank
Downloads 74 (597,187)
Citation 7

Abstract:

Loading...

Banks, solvency, funding costs

9.

Macroeconomic Volatility after Trade and Capital Account Liberalization

World Bank Policy Research Working Paper No. 5441
Number of pages: 32 Posted: 20 Apr 2016
Cosimo Pancaro
European Central Bank (ECB)
Downloads 114 (446,055)

Abstract:

Loading...

Emerging Markets, Economic Theory & Research, Free Trade, Debt Markets, Trade Policy

10.

Macro Stress Testing Euro Area Banks' Fees and Commissions

ECB Working Paper No. 2029
Number of pages: 37 Posted: 02 Mar 2017
Christoffer Kok, Harun Mirza and Cosimo Pancaro
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 95 (506,731)
Citation 3

Abstract:

Loading...

fee and commission income, stress testing, scenario analysis

11.

Euro Area Banks’ Market Power, Lending Channel and Stability: The Effects of Negative Policy Rates

ECB Working Paper No. 2023/2790
Number of pages: 52 Posted: 24 Feb 2023
University of Wales, Bangor, European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 77 (575,919)

Abstract:

Loading...

Bank lending channel, Bank Stability, DiD, Lerner index, NIRP

12.

Current Account Reversals in Industrial Countries: Does the Exchange Rate Regime Matter?

ECB Working Paper No. 1547
Number of pages: 36 Posted: 19 Jun 2013
Cosimo Pancaro
European Central Bank (ECB)
Downloads 72 (597,953)

Abstract:

Loading...

Current account, reversals, exchange rate regime

13.

Digital Euro Safeguards – Protecting Financial Stability and Liquidity in the Banking Sector

ECB Occasional Paper No. 2024/346
Number of pages: 21 Posted: 19 Apr 2024
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 47 (740,397)

Abstract:

Loading...

bank intermediation, CBDC, digital euro, financial stability risks

14.

Bank Private Information in CDS Markets

ECB Working Paper No. 2023/2818
Number of pages: 37 Posted: 17 May 2023
Andrada Bilan, Steven Ongena and Cosimo Pancaro
Swiss National Bank, University of Zurich - Department Finance and European Central Bank (ECB)
Downloads 43 (760,966)

Abstract:

Loading...

banks, credit derivatives, EMIR, price discovery, syndicated loans

15.

Fire Sales by Euro Area Banks and Funds: What is Their Asset Price Impact?

ECB Working Paper No. 20202491
Number of pages: 46 Posted: 23 Nov 2020
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 41 (775,263)

Abstract:

Loading...