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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

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- , IMF Short-Term Expert 2019-

14 May 2021
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
  • Kocherels
  • T. and Kok
  • C.
2020
Journal of Financial Stability
CoMap: Mapping Contagion in the Euro Area Banking Sector
  • Covi
  • G.
  • Gorpe
  • M.Z. and Kok
  • C.
2020
Journal of Network Theory in Finance
Mapping bank securities across euro area sectors: comparing funding and exposure networks
  • Hüser
  • A.-C. and Kok
  • C.
2019
Journal of International Financial Markets, Institutions & Money
Macro Stress Testing Euro Area Banks’ Fees and Commissions
  • Kok
  • C.
  • Mirza
  • H. and Pancaro
  • C.
2018
Journal of Financial Stability
The systemic implications of bail-in: A multi-layered network approach
  • Halaj
  • G.
  • Hüser
  • A.-C.
  • Kok
  • C.
  • Perales
  • C. and van der Kraaij
  • A.
2015
Journal of Network Theory in Finance
Emergence of the EU corporate lending network
  • Halaj
  • G.
  • Kochanska
  • U. and Kok
  • C.
2015
Quantitative Finance
Emergence of interbank networks
  • Grzegorz Halaj
  • C. Kok
2014
Quarterly Journal of Finance
The Dynamics of Bank Spreads and Financial Structure
  • Gropp
  • R.
  • Kok
  • C. and Lichtenberger
  • J.
2013
Applied Economics Vol. 45 (11), pp. 1359-1380
Impact of Bank Competition on the Interest Rate Pass-through in the Euro Area
  • Van Leuvensteijn
  • M.
  • Kok
  • C.
  • Bikker
  • J.A. and Van Rixtel
  • A.R.J.M. (forthcoming)
2013
Computational Management Science, Vol. 10(2), pp. 157-186
Interbank contation using simulated networks
  • Grzegorz Halaj
  • C. Kok
2011
Applied Economics Vol. 43 (23), pp. 3155-3167
A New Approach to Measuring Competition in the Loan Markets of the Euro Area
  • Van Leuvensteijn
  • M.
  • Bikker
  • J.A.
  • Van Rixtel
  • A.R.J.M. and Kok
  • C. (2011)
2011
International Journal of Central Banking, Dec. 2011)
Macroeconomic Propagation under Different Regulatory Regimes: Evidence from an Estimated DSGE for the Euro Area
  • Darracq Pariès
  • M.
  • Kok
  • C. and Rodriguez Palenzuela
  • D. (2011)
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
  • Gropp
  • R. and Kok
  • C.
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
  • Halaj
  • G. and Kok
  • C.
2006
Elements of the Euro Area: Integrating financial markets by J. Berg, M. Grande and F. Mongelli (eds.), 2005, Ashgate Publishers
How are euro area financial structures changing?
  • Kok
  • C. and Maddaloni
  • A.
2021
VoxEU/CEPR
The reversal interest rate: A new motive for countercyclical macroprudential policy
  • Darracq Pariès
  • M.
  • Kok
  • C. and Rottner
  • M.
2020
VoxEU/CEPR
The effect of bank capital requirements on the real economy and their interaction with monetary policy
  • Cozzi
  • G.
  • Darracq Pariès
  • M.
  • Karadi
  • P.
  • Körner
  • J. Kok
  • C.
  • Mazelis
  • F.
  • Nikolov
  • K.
  • Rancoita
  • E.
  • Van der Ghote
  • A. and Weber
  • J.
2020
VoxEU/CEPR
The ECB after the crisis: Existing synergies among monetary policy, macroprudential policies, and banking supervision
  • Cassola
  • N.
  • Kok
  • C. and Mongelli
  • F.P.
2020
SUERF Policy Brief No. 37
In Support of Monetary Policy: Using the Countercyclical Capital Buffer to Avoid a Reversal Interest Rate
  • Darracq Pariès
  • M.
  • Kok
  • C. and Rottner
  • M.
2018
JRC Technical Report
Review of the Symbol Model
  • 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.
2010
VoxEU/CEPR
The effect of bank loans and credit standards on output
  • Cappiello
  • L.
  • Kadareja
  • A.
  • Kok
  • C. and Protopapa
  • M.