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Cosimo Pancaro

Personal Details

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


European Central Bank

Frankfurt am Main, Germany

+49 69 1344 0
+49 69 1344 6000
D-60640 Frankfurt am Main
RePEc:edi:emieude (more details at EDIRC)

Research output

Jump to: Working papers Articles

Working papers

  1. 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.
  2. 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.
  3. Pancaro, Cosimo & Żochowski, Dawid & Arnould, Guillaume, 2020. "Bank funding costs and solvency," Working Paper Series 2356, European Central Bank.
  4. 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.
  5. Kok, Christoffer & Pancaro, Cosimo & Mirza, Harun, 2017. "Macro stress testing euro area banks' fees and commissions," Working Paper Series 2029, European Central Bank.
  6. Berdin, Elia & Pancaro, Cosimo & Kok Sørensen, Christoffer, 2016. "A stochastic forward-looking model to assess the profitability and solvency of European insurers," SAFE Working Paper Series 137, Leibniz Institute for Financial Research SAFE.
  7. Pancaro, Cosimo, 2013. "Current account reversals in industrial countries: does the exchange rate regime matter?," Working Paper Series 1547, European Central Bank.
  8. 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.
  9. 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.
  10. 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.
  11. Pancaro, Cosimo, 2010. "Macroeconomic volatility after trade and capital account liberalization," Policy Research Working Paper Series 5441, The World Bank.
  12. Mona Haddad & Cosimo Pancaro, 2010. "Can Real Exchange Rate Undervaluation Boost Exports and Growth in Developing Countries? Yes, But Not for Long," World Bank Other Operational Studies 10178, The World Bank.


  1. 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.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. 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.

More information

Research fields, statistics, top rankings, if available.


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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 12 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 (4) 2020-02-03 2020-02-17 2020-06-15 2020-12-07
  2. NEP-CBA: Central Banking (4) 2015-01-19 2019-07-15 2020-02-03 2020-02-17
  3. NEP-EEC: European Economics (4) 2019-07-15 2020-02-03 2020-06-15 2020-12-07
  4. NEP-IAS: Insurance Economics (3) 2016-05-28 2016-06-25 2017-03-12
  5. NEP-OPM: Open Economy Macroeconomics (3) 2010-10-16 2013-01-07 2013-08-23
  6. NEP-FDG: Financial Development & Growth (2) 2013-01-07 2020-06-15
  7. NEP-MAC: Macroeconomics (2) 2010-10-16 2015-01-19
  8. NEP-MON: Monetary Economics (2) 2013-08-23 2020-02-03
  9. NEP-DGE: Dynamic General Equilibrium (1) 2010-10-16
  10. NEP-INT: International Trade (1) 2013-01-07
  11. NEP-NET: Network Economics (1) 2016-06-25


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