Karlo Kauko

Bank of Finland

Economist

P.O. Box 160

FIN-00101 Helsinki

Finland

SCHOLARLY PAPERS

20

DOWNLOADS
Rank 21,928

SSRN RANKINGS

Top 21,928

in Total Papers Downloads

2,723

SSRN CITATIONS
Rank 6,056

SSRN RANKINGS

Top 6,056

in Total Papers Citations

24

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 750 (40,153)
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), 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 Prague
Downloads 338 (107,627)
Citation 28

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Early warning systems, financial crisis, Bayesian model averaging

3.
Downloads 248 (148,487)
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 236 (155,259)
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: 27 Jun 2018
Karlo Kauko
Bank of Finland
Downloads 12 (697,410)

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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 237 (155,751)
Citation 25

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financial stability, indebtedness, micro simulations, households

5.

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 179 (201,187)
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 161 (220,161)
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 159 (222,552)
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 (294,980)
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

Bank of Finland Research Discussion Paper No. 9/2005
Number of pages: 48 Posted: 14 Aug 2017 Last Revised: 27 Jun 2018
Karlo Kauko
Bank of Finland
Downloads 13 (689,332)

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9.

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 101 (313,074)
Citation 12

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net stable funding ratio, endogenous money, liquidity regulation

10.
Downloads 97 (321,322)
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 91 (337,299)
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: 27 Jun 2018
Karlo Kauko
Bank of Finland
Downloads 6 (746,714)

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11.

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 96 (323,438)
Citation 40

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

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 (334,591)

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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 72 (384,050)
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: 01 Mar 2019
Karlo Kauko and Eero Tölö
Bank of Finland and Bank of Finland - Financial Markets
Downloads 35 (525,202)
Citation 1

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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: 15 Jun 2018
Kaare Guttorm Andersen and Karlo Kauko
Bank of Finland and Bank of Finland
Downloads 17 (635,097)

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16.

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: 20 Jun 2018
Karlo Kauko
Bank of Finland
Downloads 9 (693,792)

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17.

The Vanishing Interest Income of Chinese Banks

BOFIT Discussion Paper No. 2/2020
Number of pages: 25 Posted: 22 Jan 2021
Karlo Kauko
Bank of Finland
Downloads 8 (701,353)

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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 (762,819)
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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 (780,600)
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