Zobrazeno 1 - 10 of 53 pro vyhledávání: '"Christoffer Kok"'
2
The disciplining effect of supervisory scrutiny in the EU-wide stress test
Autor: Christoffer Kok, Carola Müller, Steven Ongena, Cosimo Pancaro
Using a difference-in-differences approach and relying on conftdential supervisory data and an unique proprietary data set available at the European Central Bank related to the 2016 EU-wide stress test, this paper presents novel empirical evidence th
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a109a7552b53c622d72cb1e9e54b4b67
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5
Interconnected banks and systemically important exposures
Autor: Alan Roncoroni, Grzegorz Hałaj, Marco D'Errico, Stefano Battiston, Christoffer Kok
How do banks' interconnections in the euro area contribute to the vulnerability of the banking system? We study both the direct interconnections (banks lend to each other) and the indirect interconnections (banks are exposed to similar sectors of the
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4886ab5c5f73fe735b9509860d33791b
https://www.zora.uzh.ch/id/eprint/210386/
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6
Macro stress testing euro area banks’ fees and commissions
Autor: Christoffer Kok, Harun Mirza, Cosimo Pancaro
Publikováno v: Journal of International Financial Markets, Institutions and Money. 61:97-119
This paper uses panel econometric techniques to estimate a macro-financial model for fee and commission income over total assets for a broad sample of euro area banks. Using the estimated parameters, it conducts a scenario analysis projecting the fee
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::93ba560acdab299dde7f819ae7afd8a2
https://doi.org/10.1016/j.intfin.2019.02.005
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