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Kok, Christoffer

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

Email

christoffer.kok@ecb.europa.eu

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-

ECB Working Paper Series

2020
2019
2017
2016
2014
2013
2010
2009
2008
2007
2006

ECB Occasional Paper Series

2020
2019
2018
2014
2013
2009

ECB Financial Stability Review Box

ECB Financial Stability Review Article

2020
2019
2018
2016
2015
2014
2013

ECB Macroprudential Bulletin Articles

Journal publications

2021
Kocherels, T. and Kok, C.
"Leaning against the wind", macroprudential policy and the financial cycle
International Journal of Central Banking, Forthcoming
2020
Covi, G., Gorpe, M.Z. and Kok, C.
CoMap: Mapping Contagion in the Euro Area Banking Sector
Journal of Financial Stability
Hüser, A.-C. and Kok, C.
Mapping bank securities across euro area sectors: comparing funding and exposure networks
Journal of Network Theory in Finance, Vol. 5, No. 2, pp. 1-34
2019
Kok, C., Mirza, H. and Pancaro, C.
Macro Stress Testing Euro Area Banks’ Fees and Commissions
Journal of International Financial Markets, Institutions & Money, Vol. 61, July, pp. 97-119
2018
Halaj, G., Hüser, A.-C., Kok, C., Perales, C. and van der Kraaij, A.
The systemic implications of bail-in: A multi-layered network approach
Journal of Financial Stability, Vol. 38, October, pp. 81-97
2015
Halaj, G., Kochanska, U. and Kok, C.
Emergence of the EU corporate lending network
Journal of Network Theory in Finance, Vol. 1, No. 1., pp. 33-76
Grzegorz Halaj, C. Kok
Emergence of interbank networks
Quantitative Finance, Vol. 15, pp 653-671
2014
Gropp, R., Kok, C. and Lichtenberger, J.
The Dynamics of Bank Spreads and Financial Structure
Quarterly Journal of Finance, Vol. 4 (4)
2013
Van Leuvensteijn, M., Kok, C., Bikker, J.A. and Van Rixtel, A.R.J.M. (forthcoming)
Impact of Bank Competition on the Interest Rate Pass-through in the Euro Area
Applied Economics Vol. 45 (11), pp. 1359-1380
Grzegorz Halaj, C. Kok
Interbank contation using simulated networks
Computational Management Science, Vol. 10(2), pp. 157-186
2011
Van Leuvensteijn, M., Bikker, J.A., Van Rixtel, A.R.J.M. and Kok, C. (2011)
A New Approach to Measuring Competition in the Loan Markets of the Euro Area
Applied Economics Vol. 43 (23), pp. 3155-3167
Darracq Pariès, M., Kok, C. and Rodriguez Palenzuela, D. (2011)
Macroeconomic Propagation under Different Regulatory Regimes: Evidence from an Estimated DSGE for the Euro Area
International Journal of Central Banking, Dec. 2011)

Other publications

2017
Gropp, R. and Kok, C.
Competition and contestability in bank retail markets
Handbook on Competition in Banking and Finance by J. Bikker and L. Spiedijk (eds.), October 2017, Edward Elgar Publishing Ltd.
2015
Halaj, G. and Kok, C.
Contagion in interbank networks
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.
2006
Kok, C. and Maddaloni, A.
How are euro area financial structures changing?
Elements of the Euro Area: Integrating financial markets by J. Berg, M. Grande and F. Mongelli (eds.), 2005, Ashgate Publishers
2020
Cozzi, G., Darracq Pariès, M., Karadi, P., Körner, J. Kok, C., Mazelis, F., Nikolov, K., Rancoita, E., Van der Ghote, A. and Weber, J.
The effect of bank capital requirements on the real economy and their interaction with monetary policy
VoxEU
2018
Hordijk, L. and Kancs, D., editor(s), Kok, C., Ongena, S., Pelizzon, L., Cariboni, J., Heynderickx, W., Maccaferri, S., Pagano, A. and Petracco Giudici, M.
Review of the Symbol Model
JRC Technical Report
2010
Cappiello, L., Kadareja, A., Kok, C. and Protopapa, M.
The effect of bank loans and credit standards on output
VoxEU