Christoffer Kok

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

47

DOWNLOADS
Rank 8,165

SSRN RANKINGS

Top 8,165

in Total Papers Downloads

9,796

SSRN CITATIONS
Rank 4,089

SSRN RANKINGS

Top 4,089

in Total Papers Citations

231

CROSSREF CITATIONS

180

Scholarly Papers (47)

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 776 (56,290)
Citation 35

Abstract:

Loading...

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

2.

Impact of Bank Competition on the Interest Rate Pass-Through in the Euro Area

Banco de Espana Working Paper No. 0828, ECB Working Paper No. 885
Number of pages: 37 Posted: 29 Dec 2008
deleteAPG, European Central Bank (ECB), De Nederlandsche Bank and European Central Bank (ECB)
Downloads 719 (62,331)
Citation 30

Abstract:

Loading...

Monetary transmission, banks, retail rates, competition, panel data

3.

Housing Finance in the Euro Area

ECB Occasional Paper No. 101
Number of pages: 97 Posted: 17 Apr 2009
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Deutsche Bundesbank, Oesterreichische Nationalbank, Bank of Finland - Monetary Policy, International Monetary Fund (IMF), Bank of Italy, Bank of Italy, European Central Bank (ECB), European Central Bank (ECB), National Bank of Belgium, affiliation not provided to SSRN, Bank of Greece, Bank of Greece, affiliation not provided to SSRN, Banco de España, Banque de France, Bank of Italy, Central Bank of Cyprus, Banque Centrale du Luxembourg, Central Bank of Malta, De Nederlandsche Bank, Bank of Portugal - Economic Research Department, Bank of Slovenia, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Oesterreichische Nationalbank (OeNB) and affiliation not provided to SSRN
Downloads 512 (95,538)
Citation 3

Abstract:

Loading...

bank competition, bank funding, bankruptcy, banks, cost of funding (of banks), cost of housing loans, debt service, ECB monetary policy, foreclosure, household debt, household survey, housing finance, insolvency, loan maturity, loan-to-value ratio, monetary policy transmission, mortgage

4.

Do Bank Loans and Credit Standards Have an Effect on Output? A Panel Approach for the Euro Area

ECB Working Paper No. 1150
Number of pages: 31 Posted: 08 Feb 2010
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 442 (113,910)
Citation 25

Abstract:

Loading...

bank credit, bank lending channel, euro area, panel data

5.

A New Approach to Measuring Competition in the Loan Markets of the Euro Area

ECB Working Paper No. 768, Banco de España Working Paper No. 0736
Number of pages: 33 Posted: 28 Jun 2007
deleteAPG, De Nederlandsche Bank, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 438 (115,111)
Citation 9

Abstract:

Loading...

banking industry, competition, loan markets, marginal costs, market shares

6.

Bank Interest Rate Pass-Through in the Euro Area: A Cross Country Comparison

ECB Working Paper No. 580
Number of pages: 65 Posted: 18 Jan 2006
Christoffer Kok and Thomas Werner
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 409 (124,702)

Abstract:

Loading...

Interest rate pass-through, euro area countries, panel cointegration

7.

The Dynamics of Bank Spreads and Financial Structure

ECB Working Paper No. 714
Number of pages: 54 Posted: 19 Jan 2007
Reint Gropp, Christoffer Kok and Jung-Duk Lichtenberger
Halle Institute for Economic Research, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 370 (139,619)
Citation 5

Abstract:

Loading...

monetary transmission, banks, retail rates, financial structure

8.

Multi-Layered Interbank Model For Assessing Systemic Risk

ECB Working Paper No. 1944
Number of pages: 55 Posted: 28 Aug 2016
Mattia Montagna and Christoffer Kok
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 359 (144,342)
Citation 31

Abstract:

Loading...

financial contagion, interbank market, network theory

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 185 (277,988)

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 104 (441,313)

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 36 (769,180)
Citation 3

Abstract:

Loading...

Financial Stability, Insurance, Interest Rate Risk, Stress Test

10.

Macroprudential Policy Measures: Macroeconomic Impact and Interaction with Monetary Policy

ECB Working Paper No. 20202376
Number of pages: 65 Posted: 21 Feb 2020 Last Revised: 18 Nov 2021
University of St. Gallen - Institute of Economics (FGN), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) - Directorate General Research and University of Chicago - Booth School of Business
Downloads 316 (165,478)

Abstract:

Loading...

11.

Do Stress Tests Matter? Evidence from the 2014 and 2016 Stress Tests

ECB Working Paper No. 2054
Number of pages: 36 Posted: 16 May 2017
European Central Bank (ECB), International Monetary Fund (IMF), ECB and European Central Bank (ECB)
Downloads 312 (167,793)
Citation 3

Abstract:

Loading...

event study, bank stress tests, disclosure

12.

Euro Area Banking Sector Integration - Using Hierarchical Cluster Analysis Techniques

ECB Working Paper No. 627
Number of pages: 43 Posted: 01 Jun 2006
Christoffer Kok and Josep Maria Puigvert Gutierrez
European Central Bank (ECB) and European Central Bank
Downloads 267 (196,968)

Abstract:

Loading...

Financial integration, cluster analysis, banking sector

13.

The Impact of Supply Constraints on Bank Lending in the Euro Area - Crisis Induced Crunching?

ECB Working Paper No. 2010/1262
Number of pages: 46 Posted: 11 Nov 2010
Hannah Sabine Hempell and Christoffer Kok
European Central Bank (ECB) - Directorate General Macroprudential Policy and Financial Stability and European Central Bank (ECB)
Downloads 249 (211,084)
Citation 2

Abstract:

Loading...

bank credit, loan supply constraints, euro area, panel data

Modelling Loans to Non-Financial Corporations in the Euro Area

Bank of Italy Temi di Discussione (Working Paper) No. 857
Number of pages: 48 Posted: 30 Mar 2012
Christoffer Kok, David Marques-Ibanez and Carlotta Rossi
European Central Bank (ECB), European Central Bank (ECB) and Bank of Italy
Downloads 128 (378,041)
Citation 48

Abstract:

Loading...

loans to non-financial corporations, credit

Modelling Loans to Non-Financial Corporations in the Euro Area

ECB Working Paper No. 989
Number of pages: 47 Posted: 02 Feb 2009
Christoffer Kok, David Marques-Ibanez and Carlotta Rossi
European Central Bank (ECB), European Central Bank (ECB) and Bank of Italy
Downloads 114 (412,529)

Abstract:

Loading...

bank credit, euro area, non-financial corporations, cointegration, error-correction model

Modelling Loans to Non-Financial Corporations in the Euro Area

ECB Working Paper No. 989
Posted: 08 Feb 2009
Carlotta Rossi, Christoffer Kok and David Marques-Ibanez
Bank of Italy, European Central Bank (ECB) and European Central Bank (ECB)

Abstract:

Loading...

bank credit, euro area, non-financial corporations, cointegration, error-correction model

The ECB After the Crisis: Existing Synergies Among Monetary Policy, Macroprudential Policies and Banking Supervision

Number of pages: 69 Posted: 21 Nov 2019
Nuno Cassola, Christoffer Kok and Francesco Paolo Mongelli
University of Milan Bicocca - CefES, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 156 (322,552)
Citation 1

Abstract:

Loading...

banking supervision, banking union, decision-making process, European Central Bank, financial stability, macroprudential policies, monetary policy, systemic risks

The ECB After the Crisis: Existing Synergies Among Monetary Policy, Macroprudential Policies and Banking Supervision

University of Milan Bicocca Department of Economics, Management and Statistics Working Paper No. 424, December 2019
Number of pages: 57 Posted: 12 Dec 2019
Nuno Cassola, Christoffer Kok and Francesco Paolo Mongelli
University of Milan Bicocca - CefES, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 81 (519,955)
Citation 4

Abstract:

Loading...

European Central Bank, monetary policy, banking union, banking supervision, financial stability, systemic risks, macroprudential policies, decision-making process

16.

Macroeconomic Propagation Under Different Regulatory Regimes: Evidence From an Estimated DSGE Model For the Euro Area

ECB Working Paper No. 1251
Number of pages: 96 Posted: 04 Oct 2010
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 222 (235,829)
Citation 23

Abstract:

Loading...

DSGE models, Bayesian estimation, Banking, Financial regulation

The Role of Financial Stability Considerations in Monetary Policy and the Interaction with Macroprudential Policy in the Euro Area

ECB Occasional Paper No. 2021272
Number of pages: 142 Posted: 23 Sep 2021 Last Revised: 18 Nov 2021
ECB -DG Monetary Policy, Banque de France, European Central Bank (ECB), De Nederlandsche Bank, European Central Bank (ECB), Deutsche Bundesbank - Economics Department, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Banque de France, European Central Bank (ECB), European Central Bank, Bank of Slovenia, Leibniz Institute for Financial Research SAFE, Banco de España, Banque de France - Centre de Recherche, Bank of Italy, Banco de España, Deutsche Bundesbank, Central Bank of Malta, Bank of Greece, Bank of Greece, European Central Bank (ECB), Banco de Portugal, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Deutsche Bundesbank, Bank of Finland, European Central Bank (ECB)CEPR, Bank of Slovenia, National Bank of Belgium, Central Bank of Cyprus, Latvijas Banka, De Nederlandsche Bank, Oesterreichische Nationalbank (OeNB), Deutsche Bundesbank, Bank of Italy, De Nederlandsche Bank - Monetary and Economic Policy Department, European Central Bank (ECB), European Central Bank (ECB), Deutsche Bundesbank, University of Giessen - Department of Economics and Bank of Slovenia
Downloads 129 (375,783)

Abstract:

Loading...

financial frictions, Monetary policy, systemic risk

The Role of Financial Stability Considerations in Monetary Policy and the Interaction with Macroprudential Policy in the Euro Area

ECB Occasional Paper No. 2023/272
Number of pages: 142 Posted: 16 May 2023
ECB -DG Monetary Policy, Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI), Banque de France, European Central Bank (ECB), De Nederlandsche Bank, European Central Bank (ECB), Deutsche Bundesbank - Economics Department, European Central Bank (ECB), European Central Bank (ECB), Research Centre, European Central Bank (ECB), Bank of Portugal, European Central Bank (ECB), European Central Bank (ECB), Banque de France, European Central Bank (ECB), European Central Bank, Bank of Slovenia, Banque de FranceMassachusetts Institute of Technology (MIT) - Sloan School of Management, Deutsche Bundesbank - Economic Research Centre, Leibniz Institute for Financial Research SAFE, Banco de España, Banque de France - Centre de Recherche, Bank of Italy, Banco de España, Deutsche Bundesbank - Economic Research Centre, Suomen Pankki – Finlands Bank, Central Bank of Malta, Bank of Greece, Bank of Greece, European Central Bank (ECB), Banca d’Italia, Bank of Portugal, Oesterreichische Nationalbank (OeNB), European Central Bank (ECB), European Central Bank (ECB), Banco de España, European Central Bank (ECB), Central Bank of Ireland, European Central Bank (ECB), Deutsche Bundesbank - Economic Research Centre, Suomen Pankki – Finlands Bank, European Central Bank (ECB), European Central Bank (ECB)CEPR, Deutsche Bundesbank - Economic Research Centre, Banka Slovenije, Banque Nationale de Belgique, Central Bank of Cyprus, European Central Bank (ECB), Latvijas Banka, De Nederlandsche Bank, Oesterreichische Nationalbank (OeNB), Deutsche Bundesbank - Economic Research Centre, Banca d’Italia, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Oesterreichische Nationalbank (OeNB), Deutsche Bundesbank - Economic Research Centre, Deutsche Bundesbank - Economic Research Centre and Národná banka Slovenska
Downloads 86 (504,743)

Abstract:

Loading...

financial frictions, Monetary policy, systemic risk

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), Center for Latin American Monetary Studies – CEMLA, University of Zurich and European Central Bank (ECB)
Downloads 119 (399,622)
Citation 3

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), Center for Latin American Monetary Studies – CEMLA and University of Zurich - Department of Banking and Finance
Downloads 87 (497,298)

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), Center for Latin American Monetary Studies – CEMLA, University of Zurich - Department of Banking and Finance and European Central Bank (ECB)
Downloads 0
Citation 7
  • Add to Cart

Abstract:

Loading...

19.

Mortgage Interest Rate Dispersion in the Euro Area

ECB Working Paper No. 733
Number of pages: 34 Posted: 03 Mar 2007
Christoffer Kok and Jung-Duk Lichtenberger
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 191 (270,671)

Abstract:

Loading...

Mortgage markets, bank interest rates, euro area countries, financial integration, panel econometrics

20.

The Systemic Implications of Bail-In: A Multi-Layered Network Approach

ECB Working Paper No. 2010
Number of pages: 43 Posted: 03 Feb 2017
Bank of England, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and Maastricht University
Downloads 168 (302,622)
Citation 7

Abstract:

Loading...

bail-in, resolution regimes, financial networks, policy simulation, systemic risk

21.

Interconnected Banks and Systemically Important Exposures

Number of pages: 51 Posted: 21 Nov 2019
University of Zurich - Department of Banking and Finance, University of Zurich - Department of Banking and Finance, University of Zurich, Government of Canada - Bank of Canada and European Central Bank (ECB)
Downloads 151 (331,116)

Abstract:

Loading...

bank stress test, cross-border contagion channels, financial contagion, financial networks, financial stability, systemic risk

22.

The Impact of Bank Capital on Economic Activity - Evidence from a Mixed-Cross-Section GVAR Model

ECB Working Paper No. 1888
Number of pages: 54 Posted: 27 Apr 2016
Marco Gross, Christoffer Kok and Dawid Żochowski
International Monetary Fund (IMF), European Central Bank (ECB) and European Central Bank
Downloads 150 (332,968)
Citation 2

Abstract:

Loading...

Macro-

23.

A Tale of Three Crises: Synergies between ECB Tasks

ECB Occasional Paper No. 2022/305
Number of pages: 47 Posted: 16 Sep 2022
European Central Bank (ECB), European Central Bank (ECB) and Columbia University
Downloads 146 (340,344)

Abstract:

Loading...

banking supervision, banking union, decision-making process., European Central Bank (ECB), financial stability, macroprudential policies, monetary policy, systemic risks

24.

Measuring Contagion Potential Among Sovereigns and Banks Using a Mixed-Cross-Section GVAR

ECB Working Paper No. 1570
Number of pages: 49 Posted: 12 Aug 2013
Marco Gross and Christoffer Kok
International Monetary Fund (IMF) and European Central Bank (ECB)
Downloads 145 (342,176)
Citation 18

Abstract:

Loading...

Macro-financial linkages, global macroeconometric modeling, models with panel data, forecasting and simulation, contagion, spill-overs, network analysis

Shadow Banking and Market Discipline on Traditional Banks

IMF Working Paper No. 17/285
Number of pages: 65 Posted: 18 Jan 2018
International Monetary Fund, European Central Bank (ECB), European Central Bank (ECB) and European Central Bank
Downloads 91 (483,402)
Citation 1

Abstract:

Loading...

Financial crisis, United States, Western Hemisphere, Financial crises, Shadow banking, Central banks and their policies, Market discipline, Fire-sales, Financial Markets and the Macroeconomy, Government Policy and Regulation

Shadow Banking and Market Discipline on Traditional Banks

Number of pages: 61 Posted: 10 Nov 2017 Last Revised: 14 May 2019
International Monetary Fund, European Central Bank (ECB), European Central Bank (ECB) and European Central Bank
Downloads 52 (660,312)
Citation 2

Abstract:

Loading...

Shadow banking, financial crisis, market discipline, fire-sales

26.
Downloads 139 (353,751)
Citation 3

Bank Reactions after Capital Shortfalls

National Bank of Belgium Working Paper No. 250
Number of pages: 37 Posted: 20 Dec 2013
Christoffer Kok and Glenn Schepens
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 75 (544,794)
Citation 1

Abstract:

Loading...

Banking, banking capital optimization, financial regulation, deleveraging, capital structure

Bank Reactions After Capital Shortfalls

ECB Working Paper No. 1611
Number of pages: 36 Posted: 30 Nov 2013
Christoffer Kok and Glenn Schepens
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 64 (595,060)
Citation 1

Abstract:

Loading...

banking, bank capital optimisation, financial regulation, deleveraging, capital structure

27.

Leaning Against the Wind: Macroprudential Policy and the Financial Cycle

ECB Working Paper No. 2223
Number of pages: 35 Posted: 17 Jan 2019
Christoffer Kok and Thore Kockerols
European Central Bank (ECB) and Norges Bank
Downloads 138 (355,730)
Citation 1

Abstract:

Loading...

leaning against the wind, macroprudential policy, financial cycle

28.

The Ecb's Price Stability Framework: Past Experience, and Current and Future Challenges

ECB Occasional Paper No. 2021269
Number of pages: 128 Posted: 23 Sep 2021 Last Revised: 18 Nov 2021
Bank of Italy, European Central Bank (ECB), European Central Bank (ECB), Banque de France - Centre de Recherche, Bank of Latvia, ECB -DG Monetary Policy, De Nederlandsche Bank, European Central Bank (ECB), Bank of Portugal, European Central Bank (ECB), European Central Bank (ECB), Bank of Italy, European Central Bank (ECB), Banque de France, Bank of Finland - Research, Central Bank of Cyprus, Deutsche BundesbankEuropean Central Bank (ECB)University of Kiel, European Central BankECB, European Central Bank (ECB), Central Bank of Ireland, Banco de España, Bank of Italy, Deutsche Bundesbank, Deutsche Bundesbank, Banque de France, European Central Bank (ECB), European Central Bank (ECB), De Nederlandsche Bank, European Central Bank, University of St. Gallen, European Central Bank (ECB) - Directorate General Research, European Central Bank (ECB), Bank of Finland, Central Bank of Ireland, European Central Bank (ECB), Deutsche Bundesbank, European Central Bank (ECB), Národná banka Slovenska, European Central Bank (ECB), European Central Bank (ECB), Banque de France, Deutsche Bundesbank, Bank of Greece, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Frankfurt School of Finance & Management, European Central Bank, European Central Bank, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Deutsche Bundesbank, National Bank of Belgium, Bank of Italy and Bank of Italy
Downloads 137 (357,714)
Citation 1

Abstract:

Loading...

effective lower bound, euro area, European Central Bank, monetary policy strategy, price stability

29.

Macroprudential Policy in a Monetary Union with Cross-Border Banking

ECB Working Paper No. 2260 (2019); ISBN 978-92-899-3522-7
Number of pages: 71 Posted: 02 Apr 2019
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 134 (363,862)
Citation 2

Abstract:

Loading...

monetary policy, macroprudential policy, DSGE, banking

30.

Modeling Emergence of the Interbank Networks

ECB Working Paper No. 1646
Number of pages: 41 Posted: 15 Mar 2014
Grzegorz Halaj and Christoffer Kok
National Bank of Poland and European Central Bank (ECB)
Downloads 133 (365,990)
Citation 6

Abstract:

Loading...

interbank network, financial contagion, counterparty risk, financial regulation

CoMap: Mapping Contagion in the Euro Area Banking Sector

ECB Working Paper No. 2224
Number of pages: 66 Posted: 17 Jan 2019
Giovanni Covi, Mehmet Gorpe and Christoffer Kok
Bank of England, International Monetary Fund (IMF) and European Central Bank (ECB)
Downloads 78 (532,099)
Citation 3

Abstract:

Loading...

systemic risk, network analysis, interconnectedness, large exposures, stress test, macroprudential policy

Comap: Mapping Contagion in the Euro Area Banking Sector

IMF Working Paper No. 19/102
Number of pages: 64 Posted: 27 Aug 2019
Giovanni Covi, Mehmet Gorpe and Christoffer Kok
Bank of England, International Monetary Fund (IMF) and European Central Bank (ECB)
Downloads 54 (648,501)
Citation 3

Abstract:

Loading...

Banking sector, Financial crises, Macroprudential policies and financial stability, Financial institutions, Central banks, Systemic Risk, Network Analysis, Interconnectedness, Large Exposures, Stress Test, Macroprudential Policy., euro area, fire-sale, large exposure, interbank, fire sale

32.

Assessing Interbank Contagion Using Simulated Networks

ECB Working Paper No. 1506
Number of pages: 44 Posted: 12 Feb 2013
Grzegorz Halaj and Christoffer Kok
National Bank of Poland and European Central Bank (ECB)
Downloads 131 (370,239)
Citation 24

Abstract:

Loading...

Network Theory, interbank contagion, systemic risk, banking, stress-testing

33.

'Leaning Against the Wind', Macroprudential Policy and the Financial Cycle

Norges Bank Working Paper 1/2019; ISBN 978-82-8379-067-2
Number of pages: 34 Posted: 15 Feb 2019
Thore Kockerols and Christoffer Kok
Norges Bank and European Central Bank (ECB)
Downloads 129 (374,567)
Citation 9

Abstract:

Loading...

leaning against the wind, macroprudential policy, financial cycle

34.

Exploring the Nexus between Macro-Prudential Policies and Monetary Policy Measures: Evidence from an Estimated DSGE Model for the Euro Area

Becker Friedman Institute for Research in Economics Working Paper No. 2013-005
Number of pages: 46 Posted: 27 Oct 2013
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 118 (400,280)
Citation 3

Abstract:

Loading...

DSGE models, Bayesian estimation, Banking, Financial regulation, macro-prudential policy, monetary policy

35.

When Shadows Grow Longer: Shadow Banking with Endogenous Entry

ECB Working Paper No. 1943
Number of pages: 35 Posted: 28 Aug 2016
International Monetary Fund, European Central Bank (ECB), European Central Bank (ECB) and European Central Bank
Downloads 117 (402,770)
Citation 3

Abstract:

Loading...

Shadow Banking, Fire-Sales, Financial Crises, Macro-Prudential Regulation

36.

Bank Capital Structure and the Credit Channel of Central Bank Asset Purchases

ECB Working Paper No. 1916
Number of pages: 69 Posted: 19 Jun 2016
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 106 (435,523)

Abstract:

Loading...

portfolio optimisation, banking, quantitative easing, DSGE

37.

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 91 (479,304)
Citation 3

Abstract:

Loading...

fee and commission income, stress testing, scenario analysis

38.

The Impact of Regulating Occupational Pensions in Europe on Investment and Financial Stability

ECB Occasional Paper No. 154
Number of pages: 59 Posted: 20 Sep 2014
Adrien Amzallag, Daniel Kapp and Christoffer Kok
European Securities and Markets Authority, ECB and European Central Bank (ECB)
Downloads 85 (499,864)
Citation 2

Abstract:

Loading...

financial regulation, financial stability, Institutions for Occupational Retirement Provision

39.

Reversal Interest Rate and Macroprudential Policy

ECB Working Paper No. 20202487
Number of pages: 56 Posted: 10 Nov 2020
Matthieu Darracq Paries and Christoffer Kok
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 75 (538,174)
Citation 2

Abstract:

Loading...

40.

Cross-Border Spillover Effects of Macroprudential Policies: A Conceptual Framework

ECB Occasional Paper No. 2020242
Number of pages: 81 Posted: 23 Jun 2020
Christoffer Kok and Dennis Reinhardt
European Central Bank (ECB) and Bank of England
Downloads 73 (546,335)
Citation 4

Abstract:

Loading...

banking union, cross-border spillovers, European Central Bank, financial stability, macroprudential policies, systemic risks

41.

Reversal Interest Rate and Macroprudential Policy

Deutsche Bundesbank Discussion Paper No. 24/2021
Number of pages: 1 Posted: 13 Aug 2021
European Central Bank (ECB), European Central Bank (ECB) and Deutsche Bundesbank - Research Centre
Downloads 62 (595,230)
Citation 1

Abstract:

Loading...

42.

Mapping Bank Securities across Euro Area Sectors: Comparing Funding and Exposure Networks

ECB Working Paper No. 2273 (2019); ISBN 978-92-899-3535-7
Number of pages: 39 Posted: 01 May 2019
Anne-Caroline Hüser and Christoffer Kok
Bank of England and European Central Bank (ECB)
Downloads 61 (600,065)
Citation 4

Abstract:

Loading...

interbank networks, macro-financial networks, multilayer networks, market microstructure, macroprudential analysis

43.

On the Optimal Control of Interbank Contagion in the Euro Area Banking System

ECB Working Paper No. 2021/2554
Number of pages: 48 Posted: 24 May 2021
Gábor Fukker and Christoffer Kok
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 55 (630,730)
Citation 2

Abstract:

Loading...

44.

Contagion Accounting

ECB Working Paper No. 20202499
Number of pages: 41 Posted: 11 Dec 2020
Iñaki Aldasoro, Anne-Caroline Hüser and Christoffer Kok
Bank for International Settlements (BIS), Bank of England and European Central Bank (ECB)
Downloads 53 (641,652)
Citation 1

Abstract:

Loading...

45.

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 52 (647,213)

Abstract:

Loading...

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

46.

Reversal Interest Rate and Macroprudential Policy

Number of pages: 55 Posted: 14 May 2022
affiliation not provided to SSRN, European Central Bank (ECB) and Deutsche Bundesbank - Research Centre
Downloads 36 (749,009)

Abstract:

Loading...

Reversal Interest Rate, Negative Interest Rates, macroprudential policy, monetary policy, ZLB

47.

An Adaptive Contagion Mapping Methodology

Number of pages: 50 Posted: 06 Jul 2022
Giovanni Covi, Mehmet Gorpe and Christoffer Kok
Bank of England, International Monetary Fund (IMF) and European Central Bank (ECB)
Downloads 29 (802,744)

Abstract:

Loading...

Network Analysis, Systemic Risk, Contagion Mapping (CoMap), Prudential Regulation, Microstructural model