Christoffer Kok - Central Bank Research Hub

Papers by year: All | 2017 | 2016 | 2014 | 2013

Title Other author(s)

Do stress tests matter? Evidence from the 2014 and 2016 stress tests

European Central Bank Working papers [View] (Paper: 2054, 05.05.2017)

JEL: G14, G18, G21

Macro stress testing euro area banks' fees and commissions

European Central Bank Working papers [View] (Paper: 2029, 27.02.2017)

JEL: G01, G17, G21

A stochastic forward-looking model to assess the profitability and solvency of European insurers

European Central Bank Working papers [View] (Paper: 2028, 27.02.2017)

JEL: G20, G22, G23

The systemic implications of bail-in: a multi-layered network approach

European Central Bank Working papers [View] (Paper: 2010, 02.02.2017)

JEL: C63, G01, G18, G21

When shadows grow longer: shadow banking with endogenous entry

European Central Bank Working papers [View] (Paper: 1943, 25.08.2016)

JEL: E44, G01, G11, G21, G28

Multi-layered interbank model for assessing systemic risk

European Central Bank Working papers [View] (Paper: 1944, 25.08.2016)

JEL: C45, C63, D85, G21

Bank capital structure and the credit channel of central bank asset purchases

European Central Bank Working papers [View] (Paper: 1916, 07.06.2016)

JEL: C61, E52, G11

The impact of regulating occupational pensions in Europe on investment and financial stability

European Central Bank Occasional papers [View] (Paper: 154, 29.07.2014)

JEL: C13, C23, G11, G18, G23, G28

Modeling emergence of the interbank networks

European Central Bank Working papers [View] (Paper: 1646, 07.03.2014)

Bank reactions after capital shortfalls

European Central Bank Working papers [View] (Paper: 1611, 15.11.2013)

Papers by year: All | 2017 | 2016 | 2014 | 2013