Details about Christoffer Kok

Access statistics for papers by Christoffer Kok.

Last updated 2024-11-06. Update your information in the RePEc Author Service.

Short-id: pko232

Working Papers

2023

1. Euro area banks’ market power, lending channel and stability: the effects of negative policy rates
   Working Paper Series, European Central Bank

2022

2. A tale of three crises: synergies between ECB tasks
   Occasional Paper Series, European Central Bank View citations (1)
3. The Disciplining Effect of Supervisory Scrutiny in the EU-Wide Stress Test
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (1)
   Also in Working Paper Series, European Central Bank (2021) View citations (7)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2021)
   See also Journal Article The disciplining effect of supervisory scrutiny in the EU-wide stress test, Journal of Financial Intermediation, Elsevier (2023) View citations (6) (2023)

2021

4. On the optimal control of interbank contagion in the euro area banking system
   Working Paper Series, European Central Bank View citations (3)
   See also Journal Article On the optimal control of interbank contagion in the euro area banking system, Journal of Financial Stability, Elsevier (2024) View citations (2) (2024)
5. Reversal interest rate and macroprudential policy
   Discussion Papers, Deutsche Bundesbank View citations (3)
   Also in Working Paper Series, European Central Bank (2020) View citations (20)
   See also Journal Article Reversal interest rate and macroprudential policy, European Economic Review, Elsevier (2023) View citations (1) (2023)
6. The ECB’s price stability framework: past experience, and current and future challenges
   Occasional Paper Series, European Central Bank View citations (20)

2020

7. Contagion Accounting
   BIS Working Papers, Bank for International Settlements
   Also in Working Paper Series, European Central Bank (2020)
   Bank of England working papers, Bank of England (2020)
8. Cross-border spillover effects of macroprudential policies: a conceptual framework
   Occasional Paper Series, European Central Bank View citations (5)
9. Macroprudential policy measures: macroeconomic impact and interaction with monetary policy
   Working Paper Series, European Central Bank View citations (14)

2019

10. CoMap: Mapping Contagion in the Euro Area Banking Sector
    IMF Working Papers, International Monetary Fund View citations (9)
    Also in Working Paper Series, European Central Bank (2019) View citations (7)
    See also Journal Article CoMap: Mapping Contagion in the Euro Area Banking Sector, Journal of Financial Stability, Elsevier (2021) View citations (13) (2021)
11. Interconnected Banks and Systemically Important Exposures
    Staff Working Papers, Bank of Canada View citations (10)
    Also in Working Paper Series, European Central Bank (2019) View citations (10)
    See also Journal Article Interconnected banks and systemically important exposures, Journal of Economic Dynamics and Control, Elsevier (2021) View citations (14) (2021)
12. Leaning against the wind: macroprudential policy and the financial cycle
    Working Paper Series, European Central Bank View citations (19)
    Also in Working Paper, Norges Bank (2019)
13. Macroprudential policy in a monetary union with cross-border banking
    Working Paper Series, European Central Bank View citations (23)
14. Mapping bank securities across euro area sectors: comparing funding and exposure networks
    Working Paper Series, European Central Bank View citations (8)
    Also in Bank of England working papers, Bank of England (2019) View citations (8)
15. The ECB after the crisis: existing synergies among monetary policy, macroprudential policies and banking supervision
    Working Papers, University of Milano-Bicocca, Department of Economics View citations (3)
    Also in Occasional Paper Series, European Central Bank (2019) View citations (3)

2018

16. Systemic liquidity concept, measurement and macroprudential instruments
    Occasional Paper Series, European Central Bank

2017

17. A stochastic forward-looking model to assess the profitability and solvency of European insurers
    Working Paper Series, European Central Bank View citations (4)
    Also in SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE (2016) View citations (4)
    ICIR Working Paper Series, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR) (2016) View citations (4)
18. Do stress tests matter? Evidence from the 2014 and 2016 stress tests
    Working Paper Series, European Central Bank View citations (14)
19. Macro stress testing euro area banks' fees and commissions
    Working Paper Series, European Central Bank View citations (2)
    See also Journal Article Macro stress testing euro area banks’ fees and commissions, Journal of International Financial Markets, Institutions and Money, Elsevier (2019) View citations (9) (2019)
20. Shadow Banking and Market Discipline on Traditional Banks
    IMF Working Papers, International Monetary Fund View citations (5)
21. The systemic implications of bail-in: a multi-layered network approach
    Working Paper Series, European Central Bank View citations (23)
    See also Journal Article The systemic implications of bail-in: A multi-layered network approach, Journal of Financial Stability, Elsevier (2018) View citations (21) (2018)

2016

22. Bank capital structure and the credit channel of central bank asset purchases
    Working Paper Series, European Central Bank View citations (4)
23. Multi-layered interbank model for assessing systemic risk
    Working Paper Series, European Central Bank View citations (34)
    Also in Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) (2013) View citations (65)
24. The impact of bank capital on economic activity - evidence from a mixed-cross-section GVAR model
    Working Paper Series, European Central Bank View citations (24)
25. When shadows grow longer: shadow banking with endogenous entry
    Working Paper Series, European Central Bank View citations (1)

2014

26. Modeling emergence of the interbank networks
    Working Paper Series, European Central Bank View citations (12)
    See also Journal Article Modelling the emergence of the interbank networks, Quantitative Finance, Taylor & Francis Journals (2015) View citations (45) (2015)
27. The impact of regulating occupational pensions in Europe on investment and financial stability
    Occasional Paper Series, European Central Bank View citations (3)

2013

28. A macro stress testing framework for assessing systemic risks in the banking sector
    Occasional Paper Series, European Central Bank View citations (41)
29. Assessing interbank contagion using simulated networks
    Working Paper Series, European Central Bank View citations (94)
    See also Journal Article Assessing interbank contagion using simulated networks, Computational Management Science, Springer (2013) View citations (96) (2013)
30. Bank reactions after capital shortfalls
    Working Paper Series, European Central Bank View citations (16)
    Also in Working Paper Research, National Bank of Belgium (2013) View citations (19)
31. Measuring contagion potential among sovereigns and banks using a mixed-cross-section GVAR
    Working Paper Series, European Central Bank View citations (45)

2012

32. Modelling loans to non-financial corporations in the euro area
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (2)
    Also in Working Paper Series, European Central Bank (2009) View citations (11)

2011

33. Impact of bank competition on the interest rate pass-through in the euro area
    Post-Print, HAL View citations (7)
    Also in Working Paper Series, European Central Bank (2008) View citations (62)
    Working Papers, Utrecht School of Economics (2008) View citations (76)
    Working Papers, Banco de España (2008) View citations (64)
    See also Journal Article Impact of bank competition on the interest rate pass-through in the euro area, Applied Economics, Taylor & Francis Journals (2013) View citations (93) (2013)

2010

34. Do bank loans and credit standards have an effect on output? A panel approach for the euro area
    Working Paper Series, European Central Bank View citations (54)
35. Macroeconomic propagation under different regulatory regimes: Evidence from an estimated DSGE model for the euro area
    Working Paper Series, European Central Bank View citations (26)
    See also Journal Article Macroeconomic Propagation under Different Regulatory Regimes: Evidence from an Estimated DSGE Model for the Euro Area, International Journal of Central Banking, International Journal of Central Banking (2011) View citations (153) (2011)
36. The impact of supply constraints on bank lending in the euro area - crisis induced crunching?
    Working Paper Series, European Central Bank View citations (67)

2009

37. Housing finance in the euro area
    Occasional Paper Series, European Central Bank View citations (7)

2007

38. A new approach to measuring competition in the loan markets of the euro area
    CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University View citations (45)
    Also in Working Papers, Banco de España (2007) View citations (55)
    Working Paper Series, European Central Bank (2007) View citations (63)
    See also Journal Article A new approach to measuring competition in the loan markets of the euro area, Applied Economics, Taylor & Francis Journals (2011) View citations (85) (2011)
39. Mortgage interest rate dispersion in the euro area
    Working Paper Series, European Central Bank View citations (28)
40. The dynamics of bank spreads and financial structure
    Working Paper Series, European Central Bank View citations (84)
    See also Journal Article The Dynamics of Bank Spreads and Financial Structure, Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd. (2014) View citations (22) (2014)

2006

41. Bank interest rate pass-through in the euro area: a cross country comparison
    Working Paper Series, European Central Bank View citations (198)
42. Euro area banking sector integration: using hierarchical cluster analysis techniques
    Working Paper Series, European Central Bank View citations (15)

Journal Articles

2024

1. On the optimal control of interbank contagion in the euro area banking system
   Journal of Financial Stability, 2024, 71, (C) View citations (2)
   See also Working Paper On the optimal control of interbank contagion in the euro area banking system, Working Paper Series (2021) View citations (3) (2021)

2023

2. Reversal interest rate and macroprudential policy
   European Economic Review, 2023, 159, (C) View citations (1)
   See also Working Paper Reversal interest rate and macroprudential policy, Discussion Papers (2021) View citations (3) (2021)
3. The disciplining effect of supervisory scrutiny in the EU-wide stress test
   Journal of Financial Intermediation, 2023, 53, (C) View citations (6)
   See also Working Paper The Disciplining Effect of Supervisory Scrutiny in the EU-Wide Stress Test, Swiss Finance Institute Research Paper Series (2022) View citations (1) (2022)

2022

4. Contagion accounting in stress-testing
   Journal of Economic Dynamics and Control, 2022, 137, (C) View citations (7)
5. The Impact of Capital Requirements on the Macroeconomy: Lessons from Four Macroeconomic Models of the Euro Area
   International Journal of Central Banking, 2022, 18, (5), 1-50 View citations (1)

2021

6. CoMap: Mapping Contagion in the Euro Area Banking Sector
   Journal of Financial Stability, 2021, 53, (C) View citations (13)
   See also Working Paper CoMap: Mapping Contagion in the Euro Area Banking Sector, IMF Working Papers (2019) View citations (9) (2019)
7. Interconnected banks and systemically important exposures
   Journal of Economic Dynamics and Control, 2021, 133, (C) View citations (14)
   See also Working Paper Interconnected Banks and Systemically Important Exposures, Staff Working Papers (2019) View citations (10) (2019)

2020

8. Enhancing macroprudential space when interest rates are “low for long”
   Macroprudential Bulletin, 2020, 11 View citations (5)
9. Financial stability considerations arising from the interaction of coronavirus-related policy measures
   Financial Stability Review, 2020, 2 View citations (1)

2019

10. Macro stress testing euro area banks’ fees and commissions
    Journal of International Financial Markets, Institutions and Money, 2019, 61, (C), 97-119 View citations (9)
    See also Working Paper Macro stress testing euro area banks' fees and commissions, Working Paper Series (2017) View citations (2) (2017)
11. Macroprudential space and current policy trade-offs in the euro area
    Financial Stability Review, 2019, 1 View citations (6)
12. The disciplining effect of supervisory scrutiny on banks’ risk-taking: evidence from the EU wide stress test
    Macroprudential Bulletin, 2019, 9 View citations (1)

2018

13. How can euro area banks reach sustainable profitability in the future?
    Financial Stability Review, 2018, 2 View citations (13)
14. The systemic implications of bail-in: A multi-layered network approach
    Journal of Financial Stability, 2018, 38, (C), 81-97 View citations (21)
    See also Working Paper The systemic implications of bail-in: a multi-layered network approach, Working Paper Series (2017) View citations (23) (2017)
15. Using large exposure data to gauge the systemic importance of SSM significant institutions
    Macroprudential Bulletin, 2018, 5 View citations (5)

2016

16. Adapting Bank Business Models: Financial Stability Implications of Greater Reliance on Fee and Commission Income
    Financial Stability Review, 2016, 2 View citations (8)
17. Recent Trends in Euro Area Banks' Business Models and Implications for Banking Sector Stability
    Financial Stability Review, 2016, 1 View citations (5)
18. Systemic Implications of the European Bail-In Tool: a Multi-Layered Network Analysis
    Financial Stability Review, 2016, 1 View citations (3)

2015

19. Bank Profitability Challenges in Euro Area Banks: the Role of Cyclical and Structural Factors
    Financial Stability Review, 2015, 1 View citations (20)
20. Euro area insurers and the low interest rate environment
    Financial Stability Review, 2015, 2 View citations (8)
21. Modelling the emergence of the interbank networks
    Quantitative Finance, 2015, 15, (4), 653-671 View citations (45)
    See also Working Paper Modeling emergence of the interbank networks, Working Paper Series (2014) View citations (12) (2014)
22. Quantifying the Policy Mix in a Monetary Union with National Macroprudential Policies
    Financial Stability Review, 2015, 2 View citations (5)

2014

23. Recent Experience of European Countries with Macro-Prudential Policy
    Financial Stability Review, 2014, 1 View citations (1)
24. The Dynamics of Bank Spreads and Financial Structure
    Quarterly Journal of Finance (QJF), 2014, 04, (04), 1-53 View citations (22)
    See also Working Paper The dynamics of bank spreads and financial structure, Working Paper Series (2007) View citations (84) (2007)

2013

25. Assessing interbank contagion using simulated networks
    Computational Management Science, 2013, 10, (2), 157-186 View citations (96)
    See also Working Paper Assessing interbank contagion using simulated networks, Working Paper Series (2013) View citations (94) (2013)
26. Exploring the Nexus between Macro-Prudential Policies and Monetary Policy Measures
    Financial Stability Review, 2013, 1 View citations (11)
27. Gauging the Effectiveness of Cross-Sectional Macro-Prudential Tools through the Lens of Interbank Networks
    Financial Stability Review, 2013, 2 View citations (2)
28. Impact of bank competition on the interest rate pass-through in the euro area
    Applied Economics, 2013, 45, (11), 1359-1380 View citations (93)
    See also Working Paper Impact of bank competition on the interest rate pass-through in the euro area, Post-Print (2011) View citations (7) (2011)

2011

29. A new approach to measuring competition in the loan markets of the euro area
    Applied Economics, 2011, 43, (23), 3155-3167 View citations (85)
    See also Working Paper A new approach to measuring competition in the loan markets of the euro area, CEI Working Paper Series (2007) View citations (45) (2007)
30. Macroeconomic Propagation under Different Regulatory Regimes: Evidence from an Estimated DSGE Model for the Euro Area
    International Journal of Central Banking, 2011, 7, (4), 49-113 View citations (153)
    See also Working Paper Macroeconomic propagation under different regulatory regimes: Evidence from an estimated DSGE model for the euro area, Working Paper Series (2010) View citations (26) (2010)

Chapters

2022

1. Is this time different? Synergies between ECB's tasks
   Chapter 12 in Central Banks and Supervisory Architecture in Europe, 2022, pp 135-155

2017

2. Competition and contestability in bank retail markets
   Chapter 17 in Handbook of Competition in Banking and Finance, 2017, pp 365-382 View citations (2)