Christoffer Kok
Macro Prud Policy&Financial Stability
- Division
-
Stress Test Modelling
- Current Position
-
Deputy Head of Division
- Fields of interest
-
Macroeconomics and Monetary Economics, Mathematical and Quantitative Methods, Financial Economics
Biography
- Education
- 1999
MSc (econ) Aarhus University, MSc (finance) Copenhagen Business School
- Professional experience
- 1997-
EPRU (Copenhagen University) 1997-99, Danmarks Nationalbank 1999-2002, ECB 2002- , IMF Short-Term Expert 2019-
- 11 December 2020
- 25 November 2020
- Financial Stability Review Issue ,
- 24 November 2020
- Financial Stability Review Issue ,
- 10 November 2020
- 19 October 2020
- 22 June 2020
- 26 May 2020
- Financial Stability Review Issue ,
- 20 February 2020
- 21 November 2019
- 20 November 2019
- 29 October 2019
- 29 May 2019
- Financial Stability Review Issue ,
- 26 April 2019
- 29 March 2019
- 16 January 2019
- 16 January 2019
- 29 November 2018
- Financial Stability Review Issue ,
- 4 October 2018
- 30 April 2018
- 5 May 2017
- 27 February 2017
- 27 February 2017
- 2 February 2017
- 24 November 2016
- Financial Stability Review Issue ,
- 25 August 2016
- 25 August 2016
- 7 June 2016
- 24 May 2016
- Financial Stability Review Issue ,
- 24 May 2016
- Financial Stability Review Issue ,
- 8 March 2016
- 25 November 2015
- Financial Stability Review Issue ,
- 25 November 2015
- Financial Stability Review Issue ,
- 28 May 2015
- Financial Stability Review Issue ,
- 28 July 2014
- 28 May 2014
- Financial Stability Review Issue ,
- 7 March 2014
- 27 November 2013
- Financial Stability Review Issue ,
- 14 November 2013
- 11 October 2013
- 2 August 2013
- 29 May 2013
- Financial Stability Review Issue ,
- 24 January 2013
- 2 November 2010
- 1 October 2010
- 29 January 2010
- 31 March 2009
- 7 January 2009
- 31 March 2008
- 28 June 2007
- 23 February 2007
- 16 January 2007
- 26 May 2006
- 16 January 2006
- 2021
- International Journal of Central Banking"Leaning against the wind", macroprudential policy and the financial cycle
- 2020
- Journal of Financial StabilityCoMap: Mapping Contagion in the Euro Area Banking Sector
- 2020
- Journal of Network Theory in FinanceMapping bank securities across euro area sectors: comparing funding and exposure networks
- 2019
- Journal of International Financial Markets, Institutions & MoneyMacro Stress Testing Euro Area Banks’ Fees and Commissions
- 2018
- Journal of Financial StabilityThe systemic implications of bail-in: A multi-layered network approach
- 2015
- Journal of Network Theory in FinanceEmergence of the EU corporate lending network
- 2015
- Quantitative FinanceEmergence of interbank networks
- 2014
- Quarterly Journal of FinanceThe Dynamics of Bank Spreads and Financial Structure
- 2013
- Applied Economics Vol. 45 (11), pp. 1359-1380Impact of Bank Competition on the Interest Rate Pass-through in the Euro Area
- 2013
- Computational Management Science, Vol. 10(2), pp. 157-186Interbank contation using simulated networks
- 2011
- Applied Economics Vol. 43 (23), pp. 3155-3167A New Approach to Measuring Competition in the Loan Markets of the Euro Area
- 2011
- International Journal of Central Banking, Dec. 2011)Macroeconomic Propagation under Different Regulatory Regimes: Evidence from an Estimated DSGE for the Euro Area
- 2017
- Handbook on Competition in Banking and Finance by J. Bikker and L. Spiedijk (eds.), October 2017, Edward Elgar Publishing Ltd.Competition and contestability in bank retail markets
- 2015
- Computational Network Theory-Theoretical Foundations and Applications-Quantitative and Network, by M. Dehmer, F. Emmert-Streib and S. Pickl (eds.), 2015, Wiley-VCH Verlag GmbH & Co.Contagion in interbank networks
- 2006
- Elements of the Euro Area: Integrating financial markets by J. Berg, M. Grande and F. Mongelli (eds.), 2005, Ashgate PublishersHow are euro area financial structures changing?
- 2020
- VoxEUThe effect of bank capital requirements on the real economy and their interaction with monetary policy
- 2020
- VoxEUThe ECB after the crisis: Existing synergies among monetary policy, macroprudential policies, and banking supervision
- 2020
- SUERF Policy Brief No. 37In Support of Monetary Policy: Using the Countercyclical Capital Buffer to Avoid a Reversal Interest Rate
- 2018
- JRC Technical ReportReview of the Symbol Model
- 2010
- VoxEUThe effect of bank loans and credit standards on output