Cosimo Pancaro

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

10

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1,019

SSRN CITATIONS
Rank 13,614

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Top 13,614

in Total Papers Citations

16

CROSSREF CITATIONS

57

Scholarly Papers (10)

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 Central Bank (ECB), 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), European Central Bank (ECB) and European Central Bank
Downloads 384 (82,037)
Citation 6

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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 147 (213,063)

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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 44 (444,500)

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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 20 (574,857)
Citation 2

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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 79 (331,069)

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export diversification, growth volatility, trade openness

Trade Openness Reduces Growth Volatility When Countries are Well Diversified

Canadian Journal of Economics/Revue canadienne d'économique, Vol. 46, Issue 2, pp. 765-790, 2013
Number of pages: 26 Posted: 18 May 2013
World Bank - EASPR, World Bank, European Central Bank (ECB) and International Monetary Fund (IMF)
Downloads 0
Citation 2
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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 139 (222,449)
Citation 1

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Balassa-Samuelson effect, Penn effect, real exchange rate

5.

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 73 (343,113)

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

6.

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 40 (452,363)

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Current account, reversals, exchange rate regime

7.

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 37 (464,964)

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fee and commission income, stress testing, scenario analysis

8.

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) - Directorate Financial Stability and Supervision, Henley Business School - ICMA Centre, European Central Bank (ECB), 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, Financial Stability, European Central Bank (ECB), Bank of Italy, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 26 (519,653)

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

9.

Bank Funding Costs and Solvency

ECB Working Paper No. 2356
Number of pages: 39 Posted: 09 Jan 2020
Cosimo Pancaro, Dawid Żochowski and Guillaume Arnould
European Central Bank (ECB), European Central Bank and Bank of England
Downloads 22 (543,526)

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banks, funding costs, solvency

10.

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, Joint Vienna Insitute, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 8 (634,793)

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