Karlo Kauko

Bank of Finland

Economist

P.O. Box 160

FIN-00101 Helsinki

Finland

SCHOLARLY PAPERS

20

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Top 23,209

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2,796

SSRN CITATIONS
Rank 6,178

SSRN RANKINGS

Top 6,178

in Total Papers Citations

25

CROSSREF CITATIONS

191

Scholarly Papers (20)

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 753 (42,881)
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 359 (106,942)
Citation 28

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Early warning systems, financial crisis, Bayesian model averaging

3.
Downloads 260 (150,768)
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 238 (163,940)
Citation 15

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money market mutual funds, money demand

The Demand for Money Market Mutual Funds

Number of pages: 32 Posted: 17 Aug 2017 Last Revised: 18 Nov 2021
Karlo Kauko
Bank of Finland
Downloads 22 (655,856)

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4.

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

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 247 (158,656)
Citation 25

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financial stability, indebtedness, micro simulations, households

5.

Managers and Efficiency in Banking

Number of pages: 38 Posted: 27 Feb 2007
Karlo Kauko
Bank of Finland
Downloads 179 (213,859)
Citation 4

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efficiency, banking, managers

6.

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 165 (229,171)
Citation 7

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oligopoly, securities settlement systems

7.

Interlinking Securities Settlement Systems: A Strategic Commitment?

Number of pages: 40 Posted: 02 May 2005
Karlo Kauko
Bank of Finland
Downloads 160 (235,182)
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 111 (312,846)
Citation 22

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Banking, interest rates

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

Number of pages: 48 Posted: 14 Aug 2017 Last Revised: 18 Nov 2021
Karlo Kauko
Bank of Finland
Downloads 15 (711,422)

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9.

The Net Stable Funding Ratio Requirement When Money is Endogenous

Number of pages: 9 Posted: 31 Jan 2015
Karlo Kauko
Bank of Finland
Downloads 102 (329,510)
Citation 12

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net stable funding ratio, endogenous money, liquidity regulation

10.

Why is Equity Capital Expensive for Opaque Banks?

Number of pages: 28 Posted: 30 Jan 2012
Karlo Kauko
Bank of Finland
Downloads 100 (333,772)
Citation 40

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

11.
Downloads 99 (335,999)
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 92 (354,889)
Citation 17

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payment systems, network economics, mixed oligopolies

The Mixed Oligopoly of Cross-Border Payment Systems

Number of pages: 35 Posted: 17 Aug 2017 Last Revised: 18 Nov 2021
Karlo Kauko
Bank of Finland
Downloads 7 (779,977)

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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 91 (354,454)

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

13.

The Feasibility of Through-the-Cycle Ratings

Number of pages: 35 Posted: 28 Aug 2010
Karlo Kauko
Bank of Finland
Downloads 72 (406,766)
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

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 42 (520,847)
Citation 1

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15.

A Cross-Country Study of Market-Based Housing Finance

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 18 (664,314)

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16.

The Vanishing Interest Income of Chinese Banks

Number of pages: 25 Posted: 22 Jan 2021 Last Revised: 18 Nov 2021
Karlo Kauko
Bank of Finland
Downloads 12 (709,848)

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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

Number of pages: 23 Posted: 14 Aug 2017 Last Revised: 18 Nov 2021
Karlo Kauko
Bank of Finland
Downloads 10 (725,576)

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18.

A Short Note on the Net Stable Funding Ratio Requirement with Endogenous Money

Economic Notes, Vol. 46, Issue 1, pp. 105-115, 2017
Number of pages: 11 Posted: 07 Jan 2017
Karlo Kauko
Bank of Finland
Downloads 1 (801,650)
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19.

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

20.

Do Bailouts Cause Moral Hazards or Franchise Value in Banking?

Kyklos, Vol. 67, Issue 1, pp. 82-92, 2014
Number of pages: 11 Posted: 04 Jan 2014
Karlo Kauko
Bank of Finland
Downloads 0 (819,021)
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