Christoffer Kok

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

38

DOWNLOADS
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Top 9,004

in Total Papers Downloads

6,279

SSRN CITATIONS
Rank 3,644

SSRN RANKINGS

Top 3,644

in Total Papers Citations

120

CROSSREF CITATIONS

245

Scholarly Papers (38)

1.

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
delete, European Central Bank (ECB), De Nederlandsche Bank and European Central Bank (ECB)
Downloads 637 (49,860)
Citation 5

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

2.

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 502 (67,312)
Citation 10

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

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 442 (78,617)

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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.

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
delete, De Nederlandsche Bank, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 378 (94,424)
Citation 5

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

5.

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 352 (102,379)
Citation 5

Abstract:

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monetary transmission, banks, retail rates, financial structure

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 350 (102,979)

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

7.

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 331 (109,650)
Citation 2

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

8.

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 246 (149,432)

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Financial integration, cluster analysis, banking sector

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 151 (232,402)

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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 55 (446,284)

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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 21 (626,756)
Citation 3

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Financial Stability, Insurance, Interest Rate Risk, Stress Test

10.

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 223 (164,242)
Citation 7

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financial contagion, interbank market, network theory

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 111 (294,488)
Citation 39

Abstract:

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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 91 (336,753)

Abstract:

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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:

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

12.

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

ECB Working Paper No. 1262
Number of pages: 46 Posted: 11 Nov 2010
Hannah Sabine Hempell and Christoffer Kok
European Central Bank (ECB) - Directorate General Economics and European Central Bank (ECB)
Downloads 186 (194,187)
Citation 2

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

13.

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), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 175 (204,815)
Citation 3

Abstract:

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event study, bank stress tests, disclosure

14.

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 167 (213,121)

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

15.

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 135 (253,836)
Citation 7

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

16.

Macroprudential Policy Measures: Macroeconomic Impact and Interaction with Monetary Policy

ECB Working Paper No. 2376
Number of pages: 65 Posted: 21 Feb 2020
University of St. Gallen - SEPS: Economics and Political Sciences, 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 125 (269,050)

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bank stability, credit, monetary policy

17.

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 121 (275,574)
Citation 4

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DSGE models, Bayesian estimation, Banking, Financial regulation

18.

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 113 (289,338)
Citation 6

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interbank network, financial contagion, counterparty risk, financial regulation

19.

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 109 (296,745)
Citation 5

Abstract:

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

20.

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 106 (302,582)
Citation 2

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Macro-

21.

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 104 (306,436)
Citation 9

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

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

ECB Occasional Paper No. 237
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 59 (431,306)

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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 43 (496,994)
Citation 1

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

23.
Downloads 96 (322,937)
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 53 (453,981)
Citation 1

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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 43 (496,994)
Citation 1

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

24.

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 91 (334,054)
Citation 3

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

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 53 (453,981)

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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 35 (536,743)
Citation 2

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

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
European Central Bank (ECB), International Monetary Fund (IMF) and European Central Bank (ECB)
Downloads 52 (457,958)

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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
European Central Bank (ECB), International Monetary Fund (IMF) and European Central Bank (ECB)
Downloads 31 (559,221)
Citation 3

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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

27.

Interconnected Banks and Systemically Important Exposures

ECB Working Paper No. 2331
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 81 (358,513)

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

28.

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 75 (374,920)

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leaning against the wind, macroprudential policy, financial cycle

29.

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 69 (392,534)
Citation 3

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

30.

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 66 (401,755)

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portfolio optimisation, banking, quantitative easing, DSGE

31.

'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 57 (432,099)
Citation 9

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leaning against the wind, macroprudential policy, financial cycle

32.

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 Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 56 (435,703)
Citation 2

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financial regulation, financial stability, Institutions for Occupational Retirement Provision

33.

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 55 (439,333)
Citation 2

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monetary policy, macroprudential policy, DSGE, banking

34.

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 43 (487,304)
Citation 2

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fee and commission income, stress testing, scenario analysis

35.

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 30 (550,589)

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

36.

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 23 (593,581)

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37.

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 20 (613,549)

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38.

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 13 (662,868)
Citation 1

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