Christoffer KokDeputy Head, Stress Test Modelling Division at ECB - EUROPEAN CENTRAL BANK
Christoffer is Deputy Head of the Stress Test Modelling Division of the ECB's Directorate General Macroprudential Policy and Financial Stability. He has a leading role in the ECB’s work on macroprudential stress testing and in the team conducting the top-down, model-based challenge in the ECB/SSM supervisory stress tests, and has been involved in various stress test exercises in EU/IMF programme countries. He has also been extensively involved in quantitative impact studies of regulatory reforms, such as the macroeconomic assessments of Basel II and Basel III, derivatives reforms and TLAC.
Previously, he worked as a Principal Economist for 8 years in the ECB's Monetary Policy Directorate and he also worked at Danmarks Nationalbank.
He has published several articles on stress testing, monetary and macroprudential policy issues in academic journals and books. He holds an MSc in Economics from Aarhus University and Université Paris 1 Panthéon-Sorbonne and an MSc in Finance from Copenhagen Business School.”