Karlo Kauko

Bank of Finland

Economist

P.O. Box 160

FIN-00101 Helsinki

Finland

SCHOLARLY PAPERS

18

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3,460

SSRN CITATIONS
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Top 7,906

in Total Papers Citations

28

CROSSREF CITATIONS

190

Scholarly Papers (18)

1.

The New Basel Accord: Some Potential Implications of the New Standards for Credit Risk

Bank of Finland Working Paper No. 2/2001
Number of pages: 23 Posted: 22 Jul 2002
Esa Jokivuolle and Karlo Kauko
Bank of Finland, Research Unit and Bank of Finland
Downloads 778 (61,010)
Citation 4

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capital adequacy requirements, credit risk, banking stability

2.

Comparing Different Early Warning Systems: Results from a Horse Race Competition Among Members of the Macro-Prudential Research Network

Number of pages: 27 Posted: 18 Feb 2015
European Central Bank (ECB), Bank of Portugal - Department of Economics, Czech National Bank (CNB), De Nederlandsche Bank, European Central Bank (ECB), Banco de Portugal, London School of Economics & Political Science (LSE)Bank of England, European Central Bank (ECB), Bank for International Settlements, Bank of England, Charles University in Prague, University of Glasgow - Department of Economics, Bank of Finland, Charles University in Prague - CERGE-EI, Bank of Portugal, Oesterreichische Nationalbank (OeNB), European Central Bank (ECB), Czech National Bank (CNB), Banco de Portugal, European Central Bank (ECB), Oesterreichische Nationalbank (OeNB), WHU - Otto Beisheim School of Management, Czech National Bank (Deceased), De Nederlandsche Bank, Czech National Bank (CNB) and Charles University in PragueEuropean Stability Mechanism
Downloads 482 (111,502)
Citation 28

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Early warning systems, financial crisis, Bayesian model averaging

3.
Downloads 307 (184,766)
Citation 15

The Demand for Money Market Mutual Funds

Bank of Finland Research Discussion Paper No. 14
Number of pages: 32 Posted: 30 Dec 2005
Karlo Kauko
Bank of Finland
Downloads 268 (211,435)
Citation 15

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money market mutual funds, money demand

The Demand for Money Market Mutual Funds

Bank of Finland Research Discussion Paper No. 14/2005
Number of pages: 32 Posted: 17 Aug 2017 Last Revised: 18 Nov 2021
Karlo Kauko
Bank of Finland
Downloads 39 (811,078)

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4.

Household Loan Loss Risk in Finland - Estimations and Simulations With Micro Data

Bank of Finland Research Discussion Paper No. 5/2007
Number of pages: 48 Posted: 21 Aug 2007
Risto Herrala and Karlo Kauko
European Central Bank (ECB) - Directorate General International and European Relations and Bank of Finland
Downloads 295 (192,758)
Citation 26

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financial stability, indebtedness, micro simulations, households

5.

Why is Equity Capital Expensive for Opaque Banks?

Bank of Finland Research Discussion Paper No. 4/2012
Number of pages: 28 Posted: 30 Jan 2012
Karlo Kauko
Bank of Finland
Downloads 232 (245,000)
Citation 45

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bank run, capital adequacy, signalling, dividends, irrelevance theorem

6.

Managers and Efficiency in Banking

Bank of Finland Research Discussion Paper No. 11/2007
Number of pages: 38 Posted: 27 Feb 2007
Karlo Kauko
Bank of Finland
Downloads 191 (293,312)
Citation 4

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efficiency, banking, managers

7.

Links between Securities Settlement Systems: An Oligopoly Theoretic Approach

Bank of Finland Working Paper No. 27/2002
Number of pages: 34 Posted: 06 Feb 2003
Karlo Kauko
Bank of Finland
Downloads 181 (307,590)
Citation 7

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oligopoly, securities settlement systems

8.

Interlinking Securities Settlement Systems: A Strategic Commitment?

Number of pages: 40 Posted: 02 May 2005
Karlo Kauko
Bank of Finland
Downloads 177 (313,726)
Citation 1

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securities settlement systems, central securities depositories, network

Bank Interest Rates in a Small European Economy: Some Exploratory Macro Level Analyses Using Finnish Data

Bank of Finland Research Discussion Paper No. 9/2005
Number of pages: 48 Posted: 09 Sep 2005
Karlo Kauko
Bank of Finland
Downloads 124 (420,581)
Citation 21

Abstract:

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Banking, interest rates

Bank Interest Rates in a Small European Economy: Some Exploratory Macro Level Analyses Using Finnish Data

Bank of Finland Research Discussion Paper No. 9/2005
Number of pages: 48 Posted: 14 Aug 2017 Last Revised: 18 Nov 2021
Karlo Kauko
Bank of Finland
Downloads 38 (819,012)

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10.
Downloads 140 (381,637)
Citation 17

The Mixed Oligopoly of Cross-Border Payment Systems

Bank of Finland Research Discussion Paper No. 11
Number of pages: 35 Posted: 30 Dec 2005
Karlo Kauko
Bank of Finland
Downloads 112 (454,583)
Citation 17

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payment systems, network economics, mixed oligopolies

The Mixed Oligopoly of Cross-Border Payment Systems

Bank of Finland Research Discussion Paper No. 11/2005
Number of pages: 35 Posted: 17 Aug 2017 Last Revised: 18 Nov 2021
Karlo Kauko
Bank of Finland
Downloads 28 (906,093)

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11.

The Net Stable Funding Ratio Requirement When Money is Endogenous

Bank of Finland Research Discussion Paper No. 1/2015
Number of pages: 9 Posted: 31 Jan 2015
Karlo Kauko
Bank of Finland
Downloads 124 (419,063)
Citation 12

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net stable funding ratio, endogenous money, liquidity regulation

12.

Can Credit Risk Be Rated Through-the-Cycle?

Frontiers in Finance and Economics, Vol. 9, No. 1, 1-32
Number of pages: 50 Posted: 29 Jun 2012
Karlo Kauko
Bank of Finland
Downloads 113 (449,284)

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Through-the-cycle rating, Credit risk, Distance to default, Procyclicality

13.

The Feasibility of Through-the-Cycle Ratings

Bank of Finland Research Discussion Paper No. 14/2010
Number of pages: 35 Posted: 28 Aug 2010
Karlo Kauko
Bank of Finland
Downloads 91 (520,995)
Citation 10

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through-the-cycle rating, credit risk, procyclicality

14.

On the Long-Run Calibration of the Credit-to-Gdp Gap as a Banking Crisis Predictor

Bank of Finland Research Discussion Paper No. 6/2019
Number of pages: 14 Posted: 26 Feb 2019 Last Revised: 18 Nov 2021
Karlo Kauko and Eero Tölö
Bank of Finland and Bank of Finland - Financial Markets
Downloads 82 (555,443)
Citation 3

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15.

A Cross-Country Study of Market-Based Housing Finance

Bank of Finland Research Discussion Paper No. 13/1996
Number of pages: 47 Posted: 14 Aug 2017 Last Revised: 18 Nov 2021
Kaare Guttorm Andersen and Karlo Kauko
Bank of Finland and Bank of Finland
Downloads 40 (782,993)

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16.

The Vanishing Interest Income of Chinese Banks

BOFIT Discussion Paper No. 2/2020
Number of pages: 25 Posted: 22 Jan 2021 Last Revised: 18 Nov 2021
Karlo Kauko
Bank of Finland
Downloads 36 (812,984)

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non-performing loans, China, banks, impaired loans, NPLs

17.

The New Basel Accord: Some Potential Implications of the New Standards for Credit Risk

Bank of Finland Research Discussion Paper No. 2/2001
Number of pages: 23 Posted: 14 Aug 2017 Last Revised: 18 Nov 2021
Karlo Kauko
Bank of Finland
Downloads 29 (870,939)

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18.

How to Foresee Banking Crises? A Survey of the Empirical Literature

Economic Systems, Vol. 38, No. 3, 2014
Posted: 29 Oct 2015
Karlo Kauko
Bank of Finland

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Banking crisis, Financial crisis, Early warning, Financial instability