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subject:"USA"
~isPartOf:"IMF working paper"
~isPartOf:"Working paper series / European Central Bank"
~person:"Kok Sørensen, Christoffer"
~subject:"Currency crisis"
~subject:"Financial crisis"
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Kok Sørensen, Christoffer
Fratzscher, Marcel
13
Laeven, Luc
10
Ehrmann, Michael
7
Hałaj, Grzegorz
7
Hesse, Heiko
7
Hoerova, Marie
7
Stracca, Livio
7
Darracq Pariès, Matthieu
6
Flood, Robert P.
6
Manganelli, Simone
6
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6
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5
Balakrishnan, Ravi
5
Berg, Andrew
5
Borensztein, Eduardo
5
Dell'Ariccia, Giovanni
5
Eisenschmidt, Jens
5
Goldfajn, Ilan
5
González Hermosillo, Brenda
5
Habib, Maurizio Michael
5
Heider, Florian
5
Kremer, Manfred
5
Mendicino, Caterina
5
Schwaab, Bernd
5
Smets, Frank
5
Stone, Mark Richard
5
Sy, Amadou N. R.
5
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4
Bindseil, Ulrich
4
Budnik, Katarzyna
4
Bussière, Matthieu
4
Chavleishvili, Sulkhan
4
Dungey, Mardi H.
4
Gelos, Gaston
4
Georgiadis, Georgios
4
Giannone, Domenico
4
Jeanne, Olivier
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4
Lang, Jan Hannes
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Journal of economic dynamics & control
2
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ECONIS (ZBW)
10
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1
Assessing interbank contagion using simulated networks
Hałaj, Grzegorz
;
Kok Sørensen, Christoffer
-
2013
Persistent link: https://www.econbiz.de/10009765565
Saved in:
2
On the optimal control of interbank contagion in the
euro
area banking system
Fukker, Gábor
;
Kok Sørensen, Christoffer
-
2021
of fire sale mechanisms. We then demonstrate the power of the methodology on the
euro
area banking system based on a …
Persistent link: https://www.econbiz.de/10012519357
Saved in:
3
Contagion accounting
Aldasoro, Iñaki
;
Hüser, Anne-Caroline
;
Kok Sørensen, …
-
2020
proprietary ECB datasets, including an interbank network of 26 large
euro
area banks as well as their overlapping portfolios of …
Persistent link: https://www.econbiz.de/10012384482
Saved in:
4
Do stress tests matter? : evidence from the 2014 and 2016 stress tests
Georgescu, Oana-Maria
;
Groß, Marco
;
Kapp, Daniel
;
Kok …
-
2017
Stress tests have been increasingly used in recent years by regulators to foster confidence in the banking sector by not only increasing its resilience via mandatory capital increases but also by enhancing transparency to allow investors to better discriminate between banks. In this study, using...
Persistent link: https://www.econbiz.de/10011648333
Saved in:
5
Macroprudential policy measures : macroeconomic impact and interaction with monetary policy
Cozzi, Guido
;
Darracq Pariès, Matthieu
;
Karadi, Peter
; …
-
2020
This paper examines the interactions of macroprudential and monetary policies. We find, using a range of macroeconomic models used at the European Central Bank, that in the long run, a 1% bank capital requirement increase has a small impact on GDP. In the short run, GDP declines by 0.15-0.35%....
Persistent link: https://www.econbiz.de/10012165315
Saved in:
6
Interconnected banks and systemically important exposures
Roncoroni, Alan
;
Battiston, Stefano
;
D'Errico, Marco
; …
-
2019
supervisory data set collected by the European Central Bank that covers 26 large banks in the
euro
area. To assess the impact of …
Persistent link: https://www.econbiz.de/10012132464
Saved in:
7
The systemic implications of bail-in : a multi-layered network approach
Hüser, Anne-Caroline
;
Hałaj, Grzegorz
;
Kok Sørensen, …
-
2017
-layered network model where each layer represents the securities cross holdings of a specific seniority among the largest
euro
area …
Persistent link: https://www.econbiz.de/10011636947
Saved in:
8
Macro stress testing
euro
area banks' fees and commissions
Kok Sørensen, Christoffer
;
Mirza, Harun
;
Pancaro, Cosimo
-
2017
total assets for a broad sample of
euro
area banks. Using the estimated parameters, it conducts a scenario analysis …
Persistent link: https://www.econbiz.de/10011637357
Saved in:
9
Multi-layered interbank model for assessing systemic risk
Montagna, Mattia
;
Kok Sørensen, Christoffer
-
2016
Persistent link: https://www.econbiz.de/10011618800
Saved in:
10
CoMap: mapping contagion in the
euro
area banking sector
Covi, Giovanni
;
Gorpe, Mehmet Ziya
;
Kok Sørensen, …
-
2019
This paper presents a novel approach to investigate and model the network of
euro
area banks' large exposures within … risk of the
euro
area banking system based on bilateral linkages. We then develop a Contagion Mapping (CoMap) methodology … that tipping points shifting the
euro
area banking system from a less vulnerable state to a highly vulnerable state are a …
Persistent link: https://www.econbiz.de/10011959290
Saved in:
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