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Cosimo Pancaro

Personal Details

First Name:Cosimo
Middle Name:
Last Name:Pancaro
Suffix:
RePEc Short-ID:ppa895
[This author has chosen not to make the email address public]

Affiliation

European Central Bank

Frankfurt am Main, Germany
http://www.ecb.europa.eu/
RePEc:edi:emieude (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Lambert, Claudia & Meller, Barbara & Pancaro, Cosimo & Pellicani, Antonella & Radulova, Petya & Soons, Oscar & van der Kraaij, Anton, 2024. "Digital euro safeguards – protecting financial stability and liquidity in the banking sector," Occasional Paper Series 346, European Central Bank.
  2. Lambert, Claudia & Larkou, Chloe & Pancaro, Cosimo & Pellicani, Antonella & Sintonen, Meri, 2024. "Digital euro demand: design, individuals’ payment preferences and socioeconomic factors," Working Paper Series 2980, European Central Bank.
  3. Coulier, Lara & Pancaro, Cosimo & Reghezza, Alessio, 2024. "Are low interest rates firing back? Interest rate risk in the banking book and bank lending in a rising interest rate environment," Working Paper Series 2950, European Central Bank.
  4. Altunbas, Yener & Avignone, Giuseppe & Kok, Christoffer & Pancaro, Cosimo, 2023. "Euro area banks’ market power, lending channel and stability: the effects of negative policy rates," Working Paper Series 2790, European Central Bank.
  5. Bilan, Andrada & Ongena, Steven & Pancaro, Cosimo, 2023. "Bank private information in CDS markets," Working Paper Series 2818, European Central Bank.
  6. Cosimo Pancaro & Christoffer Kok & Carola Müller & Steven Ongena, 2022. "The Disciplining Effect of Supervisory Scrutiny in the EU-Wide Stress Test," Swiss Finance Institute Research Paper Series 22-59, Swiss Finance Institute.
  7. Avignone, Giuseppe & Girardone, Claudia & Pancaro, Cosimo & Pancotto, Livia & Reghezza, Alessio, 2022. "Making a virtue out of necessity: the effect of negative interest rates on bank cost efficiency," Working Paper Series 2718, European Central Bank.
  8. Arnould, Guillaume & Pancaro, Cosimo & Żochowski, Dawid, 2020. "Bank funding costs and solvency," Bank of England working papers 853, Bank of England.
  9. Mirza, Harun & Moccero, Diego & Palligkinis, Spyros & Pancaro, Cosimo, 2020. "Fire sales by euro area banks and funds: what is their asset price impact?," Working Paper Series 2491, European Central Bank.
  10. Huljak, Ivan & Martin, Reiner & Moccero, Diego & Pancaro, Cosimo, 2020. "Do non-performing loans matter for bank lending and the business cycle in euro area countries?," Working Paper Series 2411, European Central Bank.
  11. Budnik, Katarzyna & Balatti, Mirco & Dimitrov, Ivan & Groß, Johannes & Hansen, Ib & Kleemann, Michael & Sanna, Francesco & Sarychev, Andrei & Siņenko, Nadežda & Volk, Matjaz & Covi, Giovanni & di Iasi, 2019. "Macroprudential stress test of the euro area banking system," Occasional Paper Series 226, European Central Bank.
  12. Kok, Christoffer & Pancaro, Cosimo & Berdin, Elia, 2017. "A stochastic forward-looking model to assess the profitability and solvency of European insurers," Working Paper Series 2028, European Central Bank.
  13. Kok, Christoffer & Pancaro, Cosimo & Mirza, Harun, 2017. "Macro stress testing euro area banks' fees and commissions," Working Paper Series 2029, European Central Bank.
  14. Cosimo Pancaro, 2013. "The Balassa-Samuelson and the Penn Effect: Are They Really the Same?," Swiss Finance Institute Research Paper Series 13-03, Swiss Finance Institute.
  15. Henry, Jérôme & Zimmermann, Maik & Leber, Miha & Kolb, Markus & Grodzicki, Maciej & Amzallag, Adrien & Vouldis, Angelos & Hałaj, Grzegorz & Pancaro, Cosimo & Gross, Marco & Baudino, Patrizia & Sydow, , 2013. "A macro stress testing framework for assessing systemic risks in the banking sector," Occasional Paper Series 152, European Central Bank.
  16. Pancaro, Cosimo, 2013. "Current account reversals in industrial countries: does the exchange rate regime matter?," Working Paper Series 1547, European Central Bank.
  17. Saborowski, Christian & Haddad, Mona & Lim, Jamus Jerome & Pancaro, Cosimo, 2012. "Trade openness reduces growth volatility when countries are well diversified," Working Paper Series 1491, European Central Bank.
  18. Mona Haddad & Cosimo Pancaro, 2010. "Can Real Exchange Rate Undervaluation Boost Exports and Growth in Developing Countries? Yes, But Not for Long," World Bank Publications - Reports 10178, The World Bank Group.
  19. Pancaro, Cosimo, 2010. "Macroeconomic volatility after trade and capital account liberalization," Policy Research Working Paper Series 5441, The World Bank.

Articles

  1. Avril, Pauline & Bochmann, Paul & Domenech Palacios, Mar & Fahr, Stephan & Grothe, Magdalena & Horan, Aoife & McQuade, Peter & Pancaro, Cosimo & Pizzeghello, Riccardo & Ricci, Martino & Simon, Josep M, 2025. "Risks to euro area financial stability from trade tensions," Financial Stability Review, European Central Bank, vol. 1.
  2. Avignone, Giuseppe & Girardone, Claudia & Pancaro, Cosimo & Pancotto, Livia & Reghezza, Alessio, 2025. "Making a virtue out of necessity: The effect of negative interest rates on bank cost efficiency," Journal of International Money and Finance, Elsevier, vol. 155(C).
  3. Dieckelmann, Daniel & Kaufmann, Christoph & Larkou, Chloe & McQuade, Peter & Negri, Caterina & Pancaro, Cosimo & Rößler, Denise, 2024. "Turbulent times: geopolitical risk and its impact on euro area financial stability," Financial Stability Review, European Central Bank, vol. 1.
  4. Bochmann, Paul & Kagerer, Benedikt & Pancaro, Cosimo, 2024. "Recent evidence on the sovereign-bank nexus in the euro area," Finance Research Letters, Elsevier, vol. 69(PB).
  5. Coulier, Lara & Gardó, Sándor & Klaus, Benjamin & Lenoci, Francesca & Pancaro, Cosimo & Reghezza, Alessio & Bräutigam, Marcel & Roulund, Rasmus Pank & Stania, Gernot & Stizi, Nina, 2023. "Assessing risks from euro area banks’ maturity transformation," Financial Stability Review, European Central Bank, vol. 2.
  6. Franceschi, Emanuele & Grodzicki, Maciej & Kagerer, Benedikt & Kaufmann, Christoph & Lenoci, Francesca & Mingarelli, Luca & Pancaro, Cosimo & Senner, Richard, 2023. "Key linkages between banks and the non-bank financial sector," Financial Stability Review, European Central Bank, vol. 1.
  7. Kok, Christoffer & Müller, Carola & Ongena, Steven & Pancaro, Cosimo, 2023. "The disciplining effect of supervisory scrutiny in the EU-wide stress test," Journal of Financial Intermediation, Elsevier, vol. 53(C).
  8. Durrani, Agha & Ponte Marques, Aurea & Giraldo, Giacomo & Pancaro, Cosimo & Panos, Jiri & Zaharia, Alina, 2022. "Does the disclosure of stress test results affect market behaviour?," Macroprudential Bulletin, European Central Bank, vol. 17.
  9. Ivan Huljak & Reiner Martin & Diego Moccero & Cosimo Pancaro, 2022. "Do non-performing loans matter for bank lending and the business cycle in euro area countries?," Journal of Applied Economics, Taylor & Francis Journals, vol. 25(1), pages 1050-1080, December.
  10. Guillaume Arnould & Giuseppe Avignone & Cosimo Pancaro & Dawid Żochowski, 2022. "Bank funding costs and solvency," The European Journal of Finance, Taylor & Francis Journals, vol. 28(10), pages 931-963, July.
  11. Gross, Christian & Jarmuzek, Mariusz & Pancaro, Cosimo, 2021. "Macro-stress testing dividend income. Evidence from euro area banks," Economics Letters, Elsevier, vol. 201(C).
  12. Mirza, Harun & Moccero, Diego & Palligkinis, Spyros & Pancaro, Cosimo, 2020. "Fire sales by euro area banks and funds: What is their asset price impact?," Economic Modelling, Elsevier, vol. 93(C), pages 430-444.
  13. Kok, Christoffer & Mirza, Harun & Pancaro, Cosimo, 2019. "Macro stress testing euro area banks’ fees and commissions," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 61(C), pages 97-119.
  14. Kok, Christoffer & Müller, Carola & Pancaro, Cosimo, 2019. "The disciplining effect of supervisory scrutiny on banks’ risk-taking: evidence from the EU wide stress test," Macroprudential Bulletin, European Central Bank, vol. 9.
  15. Cosimo Pancaro & Christian Saborowski, 2016. "Current Account Reversals in Industrial Countries: does the Exchange Rate Regime Matter?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 21(2), pages 107-130, April.
  16. Kok, Christoffer & Mirza, Harun & Móré, Csaba & Pancaro, Cosimo, 2016. "Adapting Bank Business Models: Financial Stability Implications of Greater Reliance on Fee and Commission Income," Financial Stability Review, European Central Bank, vol. 2.
  17. Berdin, Elia & Kok, Christoffer & Mikkonen, Katri & Pancaro, Cosimo & Simon, Josep Maria Vendrell, 2015. "Euro area insurers and the low interest rate environment," Financial Stability Review, European Central Bank, vol. 2.
  18. Kok, Christoffer & Móré, Csaba & Pancaro, Cosimo, 2015. "Bank Profitability Challenges in Euro Area Banks: the Role of Cyclical and Structural Factors," Financial Stability Review, European Central Bank, vol. 1.
  19. Mona Haddad & Jamus Jerome Lim & Cosimo Pancaro & Christian Saborowski, 2013. "Trade openness reduces growth volatility when countries are well diversified," Canadian Journal of Economics, Canadian Economics Association, vol. 46(2), pages 765-790, May.
  20. Haddad, Mona & Pancaro, Cosimo, 2010. "Can Real Exchange Rate Undervaluation Boost Exports and Growth in Developing Countries? Yes, But Not for Long," World Bank - Economic Premise, The World Bank, issue 20, pages 1-5, June.

More information

Research fields, statistics, top rankings, if available.

Statistics

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This author is among the top 5% authors according to these criteria:
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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 21 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BAN: Banking (12) 2020-02-03 2020-02-17 2020-06-15 2020-12-07 2021-05-24 2022-09-05 2022-09-26 2023-03-20 2023-06-26 2024-05-13 2024-08-12 2024-10-14. Author is listed
  2. NEP-EEC: European Economics (12) 2019-07-15 2020-02-03 2020-06-15 2020-12-07 2021-05-24 2022-09-05 2022-09-26 2023-03-20 2023-06-26 2024-05-13 2024-08-12 2024-10-14. Author is listed
  3. NEP-CBA: Central Banking (10) 2015-01-19 2019-07-15 2020-02-03 2020-02-17 2021-05-24 2022-09-26 2023-03-20 2024-05-13 2024-08-12 2024-10-14. Author is listed
  4. NEP-MON: Monetary Economics (8) 2013-08-23 2020-02-03 2022-09-26 2023-03-20 2024-05-13 2024-08-12 2024-08-19 2024-10-14. Author is listed
  5. NEP-FDG: Financial Development and Growth (5) 2013-01-07 2020-06-15 2023-03-20 2024-08-12 2024-10-14. Author is listed
  6. NEP-IAS: Insurance Economics (3) 2016-05-28 2016-06-25 2017-03-12
  7. NEP-OPM: Open Economy Macroeconomics (3) 2010-10-16 2013-01-07 2013-08-23
  8. NEP-IFN: International Finance (2) 2024-08-12 2024-08-19
  9. NEP-MAC: Macroeconomics (2) 2010-10-16 2015-01-19
  10. NEP-PAY: Payment Systems and Financial Technology (2) 2024-05-13 2024-10-14
  11. NEP-RMG: Risk Management (2) 2021-05-24 2022-09-05
  12. NEP-DCM: Discrete Choice Models (1) 2024-10-14
  13. NEP-DGE: Dynamic General Equilibrium (1) 2010-10-16
  14. NEP-EFF: Efficiency and Productivity (1) 2022-09-26
  15. NEP-EUR: Microeconomic European Issues (1) 2024-10-14
  16. NEP-FMK: Financial Markets (1) 2023-06-26
  17. NEP-INT: International Trade (1) 2013-01-07
  18. NEP-IPR: Intellectual Property Rights (1) 2024-10-14
  19. NEP-MST: Market Microstructure (1) 2023-06-26
  20. NEP-NET: Network Economics (1) 2016-06-25

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