Christoffer Kok

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• European Central Bank
  • EDIRC entry
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Research profile

author of:

• Interconnected Banks and Systemically Important Exposures (RePEc:bca:bocawp:19-44)
  by Alan Roncoroni & Stefano Battiston & Marco D’Errico & Grzegorz Halaj & Christoffer Kok
• A new approach to measuring competition in the loan markets of the euro area (RePEc:bde:wpaper:0736)
  by Michiel van Leuvensteijn & Jacob A. Bikker & Adrian van Rixtel & Christoffer Kok-Sørensen
• Impact of bank competition on the interest rate pass-through in the euro area (RePEc:bde:wpaper:0828)
  by Michiel van Leuvensteijn & Christoffer Kok Sørensen & Jacob A. Bikker & Adrian van Rixtel
• Modelling loans to non-financial corporations in the euro area (RePEc:bdi:wptemi:td_857_12)
  by Christoffer Kok S�rensen & David Marqu�s Ib��ez & Carlotta Rossi
• Contagion Accounting (RePEc:bis:biswps:908)
  by Iñaki Aldasoro & Anne-Caroline Hüser & Christoffer Kok Sørensen
• “Leaning against the wind”, macroprudential policy and the financial cycle (RePEc:bno:worpap:2019_01)
  by Thore Kockerols & Christoffer Kok
• Mapping bank securities across euro area sectors: comparing funding and exposure networks (RePEc:boe:boeewp:0795)
  by Hüser, Anne-Caroline & Kok, Christoffer
• Contagion accounting (RePEc:boe:boeewp:0897)
  by Aldasoro, Iñaki & Hüser, Anne-Caroline & Kok, Christoffer
• The Disciplining Effect of Supervisory Scrutiny in the EU-Wide Stress Test (RePEc:chf:rpseri:rp2259)
  by Cosimo Pancaro & Christoffer Kok & Carola Müller & Steven Ongena
• The disciplining effect of supervisory scrutiny in the EU-wide stress test (RePEc:cpr:ceprdp:16157)
  by Ongena, Steven & Kok, Christoffer & Müller, Carola & Pancaro, Cosimo
• Using large exposure data to gauge the systemic importance of SSM significant institutions (RePEc:ecb:ecbmbu:2018:0005:1)
  by Covi, Giovanni & Kok, Christoffer & Meller, Barbara
• The disciplining effect of supervisory scrutiny on banks’ risk-taking: evidence from the EU wide stress test (RePEc:ecb:ecbmbu:2019:0009:3)
  by Kok, Christoffer & Müller, Carola & Pancaro, Cosimo
• Enhancing macroprudential space when interest rates are “low for long” (RePEc:ecb:ecbmbu:2020:0011:4)
  by Darracq Pariès, Matthieu & Kok, Christoffer & Rottner, Matthias
• Housing finance in the euro area (RePEc:ecb:ecbops:2009101)
  by Köhler-Ulbrich, Petra & Asimakopoulos, Yannis & Doyle, Nicola & Magono, Ruth & Zachary, Marie-Denise & Walko, Zoltan & Stoess, Elmar & Kok, Christoffer & Wagner, Karin & Valckx, Nico & Martínez Pagés,
• A macro stress testing framework for assessing systemic risks in the banking sector (RePEc:ecb:ecbops:2013152)
  by Henry, Jérôme & Zimmermann, Maik & Leber, Miha & Kolb, Markus & Grodzicki, Maciej & Amzallag, Adrien & Vouldis, Angelos & Hałaj, Grzegorz & Pancaro, Cosimo & Gross, Marco & Baudino, Patrizia & Sydow,
• The impact of regulating occupational pensions in Europe on investment and financial stability (RePEc:ecb:ecbops:2014154)
  by Kok, Christoffer & Amzallag, Adrien & Kapp, Daniel
• Systemic liquidity concept, measurement and macroprudential instruments (RePEc:ecb:ecbops:2018214)
  by Bonner, Clemens & Wedow, Michael & Budnik, Katarzyna & Koban, Anne & Kok, Christoffer & Laliotis, Dimitrios & Meller, Barbara & Melo, Ana Sofia & Moldovan, Iulia & Schmitz, Stefan & Couaillier, Cyril
• The ECB after the crisis: existing synergies among monetary policy, macroprudential policies and banking supervision (RePEc:ecb:ecbops:2019237)
  by Cassola, Nuno & Kok, Christoffer & Mongelli, Francesco Paolo
• Cross-border spillover effects of macroprudential policies: a conceptual framework (RePEc:ecb:ecbops:2020242)
  by Financial Stability Committee, Task Force on cross-border Spillover Effects of macroprudential measures & Kok, Christoffer & Reinhardt, Dennis
• The ECB’s price stability framework: past experience, and current and future challenges (RePEc:ecb:ecbops:2021269)
  by Cecion, Martina & Coenen, Günter & Gerke, Rafael & Le Bihan, Hervé & Motto, Roberto & Aguilar, Pablo & Ajevskis, Viktors & Giesen, Sebastian & Albertazzi, Ugo & Gilbert, Niels & Al-Haschimi, Alexander
• A tale of three crises: synergies between ECB tasks (RePEc:ecb:ecbops:2022305)
  by Hobelsberger, Karin & Kok, Christoffer & Mongelli, Francesco Paolo
• Bank interest rate pass-through in the euro area: a cross country comparison (RePEc:ecb:ecbwps:2006580)
  by Kok, Christoffer & Werner, Thomas
• Euro area banking sector integration: using hierarchical cluster analysis techniques (RePEc:ecb:ecbwps:2006627)
  by Kok, Christoffer & Puigvert Gutiérrez, Josep Maria
• The dynamics of bank spreads and financial structure (RePEc:ecb:ecbwps:2007714)
  by Gropp, Reint & Kok, Christoffer & Lichtenberger, Jung-Duk
• Mortgage interest rate dispersion in the euro area (RePEc:ecb:ecbwps:2007733)
  by Kok, Christoffer & Lichtenberger, Jung-Duk
• A new approach to measuring competition in the loan markets of the euro area (RePEc:ecb:ecbwps:2007768)
  by Van Rixtel, Adrian & Kok, Christoffer & van Leuvensteijn, Michiel & Bikker, Jacob A.
• Impact of bank competition on the interest rate pass-through in the euro area (RePEc:ecb:ecbwps:2008885)
  by van Leuvensteijn, Michiel & Kok, Christoffer & Bikker, Jacob A. & Van Rixtel, Adrian
• Modelling loans to non-financial corporations in the euro area (RePEc:ecb:ecbwps:2009989)
  by Kok, Christoffer & Rossi, Carlotta & Marqués-Ibáñez, David
• Do bank loans and credit standards have an effect on output? A panel approach for the euro area (RePEc:ecb:ecbwps:20101150)
  by Cappiello, Lorenzo & Kadareja, Arjan & Kok, Christoffer & Protopapa, Marco
• Macroeconomic propagation under different regulatory regimes: Evidence from an estimated DSGE model for the euro area (RePEc:ecb:ecbwps:20101251)
  by Kok, Christoffer & Rodriguez-Palenzuela, Diego & Darracq Pariès, Matthieu
• The impact of supply constraints on bank lending in the euro area - crisis induced crunching? (RePEc:ecb:ecbwps:20101262)
  by Hempell, Hannah S. & Kok, Christoffer
• Assessing interbank contagion using simulated networks (RePEc:ecb:ecbwps:20131506)
  by Kok, Christoffer & Hałaj, Grzegorz
• Measuring contagion potential among sovereigns and banks using a mixed-cross-section GVAR (RePEc:ecb:ecbwps:20131570)
  by Kok, Christoffer & Gross, Marco
• Bank reactions after capital shortfalls (RePEc:ecb:ecbwps:20131611)
  by Kok, Christoffer & Schepens, Glenn
• Modeling emergence of the interbank networks (RePEc:ecb:ecbwps:20141646)
  by Kok, Christoffer & Hałaj, Grzegorz
• The impact of bank capital on economic activity - evidence from a mixed-cross-section GVAR model (RePEc:ecb:ecbwps:20161888)
  by Kok, Christoffer & Gross, Marco & Żochowski, Dawid
• Bank capital structure and the credit channel of central bank asset purchases (RePEc:ecb:ecbwps:20161916)
  by Kok, Christoffer & Darracq Pariès, Matthieu & Hałaj, Grzegorz
• When shadows grow longer: shadow banking with endogenous entry (RePEc:ecb:ecbwps:20161943)
  by Ari, Anil & Darracq Pariès, Matthieu & Kok, Christoffer & Żochowski, Dawid
• Multi-layered interbank model for assessing systemic risk (RePEc:ecb:ecbwps:20161944)
  by Kok, Christoffer & Montagna, Mattia
• The systemic implications of bail-in: a multi-layered network approach (RePEc:ecb:ecbwps:20172010)
  by Kok, Christoffer & Hałaj, Grzegorz & Hüser, Anne-Caroline & Perales, Cristian & van der Kraaij, Anton
• A stochastic forward-looking model to assess the profitability and solvency of European insurers (RePEc:ecb:ecbwps:20172028)
  by Kok, Christoffer & Pancaro, Cosimo & Berdin, Elia
• Macro stress testing euro area banks' fees and commissions (RePEc:ecb:ecbwps:20172029)
  by Kok, Christoffer & Pancaro, Cosimo & Mirza, Harun
• Do stress tests matter? Evidence from the 2014 and 2016 stress tests (RePEc:ecb:ecbwps:20172054)
  by Georgescu, Oana-Maria & Gross, Marco & Kapp, Daniel & Kok, Christoffer
• Leaning against the wind: macroprudential policy and the financial cycle (RePEc:ecb:ecbwps:20192223)
  by Kockerols, Thore & Kok, Christoffer
• CoMap: mapping contagion in the euro area banking sector (RePEc:ecb:ecbwps:20192224)
  by Covi, Giovanni & Gorpe, Mehmet Ziya & Kok, Christoffer
• Macroprudential policy in a monetary union with cross-border banking (RePEc:ecb:ecbwps:20192260)
  by Darracq Pariès, Matthieu & Kok, Christoffer & Rancoita, Elena
• Mapping bank securities across euro area sectors: comparing funding and exposure networks (RePEc:ecb:ecbwps:20192273)
  by Hüser, Anne-Caroline & Kok, Christoffer
• Interconnected banks and systemically important exposures (RePEc:ecb:ecbwps:20192331)
  by Roncoroni, Alan & Battiston, Stefano & D'Errico, Marco & Hałaj, Grzegorz & Kok, Christoffer
• Macroprudential policy measures: macroeconomic impact and interaction with monetary policy (RePEc:ecb:ecbwps:20202376)
  by Cozzi, Gabriele & Darracq Pariès, Matthieu & Karadi, Peter & Körner, Jenny & Kok, Christoffer & Mazelis, Falk & Nikolov, Kalin & Rancoita, Elena & Van der Ghote, Alejandro & Weber, Julien
• Reversal interest rate and macroprudential policy (RePEc:ecb:ecbwps:20202487)
  by Darracq Pariès, Matthieu & Kok, Christoffer & Rottner, Matthias
• Contagion accounting (RePEc:ecb:ecbwps:20202499)
  by Aldasoro, Iñaki & Hüser, Anne-Caroline & Kok, Christoffer
• The disciplining effect of supervisory scrutiny in the EU-wide stress test (RePEc:ecb:ecbwps:20212551)
  by Kok, Christoffer & Müller, Carola & Ongena, Steven & Pancaro, Cosimo
• On the optimal control of interbank contagion in the euro area banking system (RePEc:ecb:ecbwps:20212554)
  by Fukker, Gábor & Kok, Christoffer
• Euro area banks’ market power, lending channel and stability: the effects of negative policy rates (RePEc:ecb:ecbwps:20232790)
  by Altunbas, Yener & Avignone, Giuseppe & Kok, Christoffer & Pancaro, Cosimo
• Exploring the Nexus between Macro-Prudential Policies and Monetary Policy Measures (RePEc:ecb:fsrart:2013:0001:1)
  by Carboni, Giacomo & Darracq Pariès, Matthieu & Kok, Christoffer
• Gauging the Effectiveness of Cross-Sectional Macro-Prudential Tools through the Lens of Interbank Networks (RePEc:ecb:fsrart:2013:0002:3)
  by Hałaj, Grzegorz & Kok, Christoffer & Montagna, Mattia
• Recent Experience of European Countries with Macro-Prudential Policy (RePEc:ecb:fsrart:2014:0001:1)
  by Kok, Christoffer & Martin, Reiner & Moccero, Diego & Sandström, Maria
• Bank Profitability Challenges in Euro Area Banks: the Role of Cyclical and Structural Factors (RePEc:ecb:fsrart:2015:0001:2)
  by Kok, Christoffer & Móré, Csaba & Pancaro, Cosimo
• Euro area insurers and the low interest rate environment (RePEc:ecb:fsrart:2015:0002:2)
  by Berdin, Elia & Kok, Christoffer & Mikkonen, Katri & Pancaro, Cosimo & Simon, Josep Maria Vendrell
• Quantifying the Policy Mix in a Monetary Union with National Macroprudential Policies (RePEc:ecb:fsrart:2015:0002:4)
  by Darracq Pariès, Matthieu & Rancoita, Elena & Kok, Christoffer
• Systemic Implications of the European Bail-In Tool: a Multi-Layered Network Analysis (RePEc:ecb:fsrart:2016:0001:2)
  by Hałaj, Grzegorz & Hüser, Anne-Caroline & Kok, Christoffer & Perales, Cristian & van der Kraaij, Anton
• Recent Trends in Euro Area Banks' Business Models and Implications for Banking Sector Stability (RePEc:ecb:fsrart:2016:0001:3)
  by Kok, Christoffer & Móré, Csaba & Petrescu, Monica
• Adapting Bank Business Models: Financial Stability Implications of Greater Reliance on Fee and Commission Income (RePEc:ecb:fsrart:2016:0002:3)
  by Kok, Christoffer & Mirza, Harun & Móré, Csaba & Pancaro, Cosimo
• How can euro area banks reach sustainable profitability in the future? (RePEc:ecb:fsrart:2018:0002:1)
  by Andersson, Magnus & Kok, Christoffer & Mirza, Harun & Móré, Csaba & Mosthaf, Jonas
• Macroprudential space and current policy trade-offs in the euro area (RePEc:ecb:fsrart:2019:0001:3)
  by Darracq Pariès, Matthieu & Fahr, Stephan & Kok, Christoffer
• Financial stability considerations arising from the interaction of coronavirus-related policy measures (RePEc:ecb:fsrart:2020:0002:1)
  by Rancoita, Elena & Grodzicki, Maciej & Kok, Christoffer & Metzler, Julian & Prapiestis, Algirdas & Hempell, Hannah S.
• Interconnected banks and systemically important exposures (RePEc:eee:dyncon:v:133:y:2021:i:c:s0165188921002013)
  by Roncoroni, Alan & Battiston, Stefano & D’Errico, Marco & Hałaj, Grzegorz & Kok, Christoffer
• Contagion accounting in stress-testing (RePEc:eee:dyncon:v:137:y:2022:i:c:s0165188922000598)
  by Aldasoro, Iñaki & Hüser, Anne-Caroline & Kok, Christoffer
• Reversal interest rate and macroprudential policy (RePEc:eee:eecrev:v:159:y:2023:i:c:s0014292123002003)
  by Darracq Pariès, Matthieu & Kok, Christoffer & Rottner, Matthias
• The systemic implications of bail-in: A multi-layered network approach (RePEc:eee:finsta:v:38:y:2018:i:c:p:81-97)
  by Hüser, Anne-Caroline & Hałaj, Grzegorz & Kok, Christoffer & Perales, Cristian & van der Kraaij, Anton
• CoMap: Mapping Contagion in the Euro Area Banking Sector (RePEc:eee:finsta:v:53:y:2021:i:c:s1572308920301170)
  by Covi, Giovanni & Gorpe, Mehmet Ziya & Kok, Christoffer
• On the optimal control of interbank contagion in the euro area banking system (RePEc:eee:finsta:v:71:y:2024:i:c:s157230892400010x)
  by Fukker, Gábor & Kok, Christoffer
• Macro stress testing euro area banks’ fees and commissions (RePEc:eee:intfin:v:61:y:2019:i:c:p:97-119)
  by Kok, Christoffer & Mirza, Harun & Pancaro, Cosimo
• The disciplining effect of supervisory scrutiny in the EU-wide stress test (RePEc:eee:jfinin:v:53:y:2023:i:c:s1042957322000687)
  by Kok, Christoffer & Müller, Carola & Ongena, Steven & Pancaro, Cosimo
• Competition and contestability in bank retail markets (RePEc:elg:eechap:16878_17)
  by Reint Gropp & Christoffer Kok
• Is this time different? Synergies between ECB's tasks (RePEc:elg:eechap:21354_12)
  by Karin Hobelsberger & Christoffer Kok & Francesco Paolo Mongelli
• Impact of bank competition on the interest rate pass-through in the euro area (RePEc:hal:journl:hal-00763955)
  by Michiel van Leuvensteijn & Christoffer Kok Sorensen & Jacob A. Bikker & Adrian A.R.J.M. van Rixtel
• A new approach to measuring competition in the loan markets of the euro area (RePEc:hit:hitcei:2007-6)
  by Leuvensteijn, Michiel van & Bikker, Jacob A. & Rixtel, Adrian A.R.J.M. van & Kok-Sørensen, Christoffer
• Macroeconomic Propagation under Different Regulatory Regimes: Evidence from an Estimated DSGE Model for the Euro Area (RePEc:ijc:ijcjou:y:2011:q:4:a:3)
  by Matthieu Darracq Pariès & Christoffer Kok Sørensen & Diego Rodriguez-Palenzuela
• The Impact of Capital Requirements on the Macroeconomy: Lessons from Four Macroeconomic Models of the Euro Area (RePEc:ijc:ijcjou:y:2022:q:5:a:5)
  by Matthieu Darracq Paries & Peter Karadi & Christoffer Kok & Kalin Nikolov
• Shadow Banking and Market Discipline on Traditional Banks (RePEc:imf:imfwpa:2017/285)
  by Mr. Anil Ari & Matthieu Darracq-Paries & Christoffer Kok
• CoMap: Mapping Contagion in the Euro Area Banking Sector (RePEc:imf:imfwpa:2019/102)
  by Mehmet Ziya Gorpe & Giovanni Covi & Christoffer Kok
• Unknown item RePEc:kie:kieliw:1873 (paper)
• The ECB after the crisis: existing synergies among monetary policy, macroprudential policies and banking supervision (RePEc:mib:wpaper:424)
  by Nuno Cassola & Christoffer Kok & Francesco Paolo Mongelli
• Bank reactions after capital shortfalls (RePEc:nbb:reswpp:201312-250)
  by Christoffer Kok & Glenn Schepens
• Assessing interbank contagion using simulated networks (RePEc:spr:comgts:v:10:y:2013:i:2:p:157-186)
  by Grzegorz Hałaj & Christoffer Kok
• Impact of bank competition on the interest rate pass-through in the euro area (RePEc:taf:applec:45:y:2013:i:11:p:1359-1380)
  by Michiel van Leuvensteijn & Christoffer Kok Sørensen & Jacob A. Bikker & Adrian A.R.J.M. van Rixtel
• A new approach to measuring competition in the loan markets of the euro area (RePEc:taf:applec:v:43:y:2011:i:23:p:3155-3167)
  by Michiel van Leuvensteijn & Jacob Bikker & Adrian van Rixtel & Christoffer Kok Sørensen
• Modelling the emergence of the interbank networks (RePEc:taf:quantf:v:15:y:2015:i:4:p:653-671)
  by Grzegorz Haᴌaj & Christoffer Kok
• Impact of bank competition on the interest rate pass-through in the euro area (RePEc:use:tkiwps:0808)
  by M. van Leuvensteijn & C. Kok Sørensen & J.A. Bikker & A.A.R.J.M. van Rixtel
• The Dynamics of Bank Spreads and Financial Structure (RePEc:wsi:qjfxxx:v:04:y:2014:i:04:n:s2010139214500141)
  by Reint Gropp & Christoffer Kok & Jung-Duk Lichtenberger
• Reversal interest rate and macroprudential policy (RePEc:zbw:bubdps:242021)
  by Darracq Pariès, Matthieu & Kok Sørensen, Christoffer & Rottner, Matthias
• A stochastic forward-looking model to assess the profitability and solvency of European insurers (RePEc:zbw:icirwp:2116)
  by Berdin, Elia & Pancaro, Cosimo & Kok Sørensen, Christoffer
• Multi-layered interbank model for assessing systemic risk (RePEc:zbw:ifwkwp:1873)
  by Montagna, Mattia & Kok, Christoffer
• A stochastic forward-looking model to assess the profitability and solvency of European insurers (RePEc:zbw:safewp:137)
  by Berdin, Elia & Pancaro, Cosimo & Kok Sørensen, Christoffer