Esa Jokivuolle

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Esa Jokivuolle

Head of Research

Research

firstname.lastname@bof.fi

Head of Research, Monetary Policy and Research Department

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  • Have Too-Big-To-Fail Expectations Diminished? Evidence from the European Overnight Interbank Market (15.8.2021). Eero Tölö; Esa Jokivuolle; Matti Virén. Journal of Financial Services Research.

  • Are bank capital requirements optimally set? Evidence from researchers’ views (22.7.2020). Gene Ambrocio; Iftekhar Hasan; Esa Jokivuolle; Kim Ristolainen. Journal of Financial Stability.

  • Bail-In: EU Rules and Their Applicability in the Nordic Context (15.6.2020). Esa Jokivuolle; Vesa Vihriälä; Kimmo Virolainen; Hanna Westman. Nordic Economic Policy Review.

  • Miksi Suomi säästyi pankkikriisiltä? (18.12.2017). Esa Jokivuolle; Matti Virén. Kansantaloudellinen aikakauskirja.

  • Do Banks' Overnight Borrowing Rates Lead Their CDS Price? Evidence from the Eurosystem (25.5.2017). Esa Jokivuolle; Eero Tölö; Matti Virén. Journal of Financial Intermediation.

  • Why is credit-to-GDP a good measure for setting countercyclical capital buffers? (20.3.2015). Esa Jokivuolle; Jarmo Pesola; Matti Virén. Journal of Financial Stability.

  • Does a Leverage Ratio Requirement Increase Bank Stability? (18.11.2013). Ilkka Kiema; Esa Jokivuolle. Journal of Banking and Finance.

  • Why Do We Need Countercyclical Capital Requirements? (15.8.2013). Esa Jokivuolle; Ilkka Kiema; Timo Vesala. Journal of Financial Services Research.

  • Cyclical default and recovery in stress testing loan losses (19.10.2011). Matti Virén; Esa Jokivuolle. Journal of Financial Stability.

  • Rating targeting and dynamic economic capital (1.4.2010). Esa Jokivuolle; Samu Peura. Journal of Risk.

  • Trading Nokia: The roles of the Helsinki vs the New York stock exchanges (1.3.2005). Esa Jokivuolle; Markku Lanne. Liiketaloudellinen aikakauskirja - Finnish Journal of Business Economics.

  • Simulation Based Stress Tests of Banks' Regulatory Capital Adequacy (31.12.2004). Samu Peura; Esa Jokivuolle. Journal of Banking and Finance.

  • Incorporating Collateral Value Uncertainty in Loss-Given-Default Estimates and Loan-to-Value Ratios (31.12.2003). Esa Jokivuolle; Samu Peura. European Financial Management.

  • Regulatory Capital Volatility (1.5.2001). Esa Jokivuolle; Samu Peura. Risk.

  • Pricing European Options on Autocorrelated Indexes (1.1.1998). Esa Jokivuolle. Journal of Derivatives.

  • Measuring True Stock Index Value in the Presence of Infrequent Trading (1.9.1995). Esa Jokivuolle. Journal of Financial and Quantitative Analysis.

    • What should the inflation target be? Views from 600 economists (9.5.2022). Gene Ambrocio; Andrea Ferrero; Esa Jokivuolle; Kim Ristolainen. Bank of Finland Research Discussion Papers

    • Optimal bank capital requirements : What do the macroeconomic models say? (29.4.2022). Adam Gulan; Esa Jokivuolle; Fabio Verona. BoF Economics Review

    • Are bank capital requirements optimally set? Evidence from researchers’ views (2.6.2020). Gene Ambrocio; Iftekhar Hasan; Esa Jokivuolle; Kim Ristolainen. Bank of Finland Research Discussion Papers

    • Cross-border loan portfolio diversification, capital requirements, and the European Banking Union (28.5.2019). Esa Jokivuolle; Matti Virén. BoF Economics Review

    • Testing the systemic risk differences in banks (1.6.2018). Esa Jokivuolle; Radu Tunaru; Davide Vioto. Bank of Finland Research Discussion Papers

    • Should bank capital requirements be less risk-sensitive because of credit constraints? (15.5.2017). Gene Ambrocio; Esa Jokivuolle. Bank of Finland Research Discussion Papers

    • Why are bank runs sometimes partial? (9.4.2015). Ilkka Kiema; Esa Jokivuolle. Bank of Finland Research Discussion Papers

    • Bonus caps, deferrals and bankers' risk-taking (3.3.2015). Esa Jokivuolle; Jussi Keppo; Xuchuan Yuan. Bank of Finland Research Discussion Papers

    • 99.9% - really? (9.10.2013). Ilkka Kiema; Esa Jokivuolle. Bank of Finland Research Discussion Papers

    • GDP at risk in a DSGE model : an application to banking sector stress testing (1.1.2007). Esa Jokivuolle; Juha Kilponen; Tero Kuusi. Bank of Finland Research Discussion Papers

    • The New Basel accord : Some potential implications of the new standards for credit risk (1.1.2001). Karlo Kauko; Esa Jokivuolle. Bank of Finland Research Discussion Papers

    • A value-at-risk approach to banks' capital buffers : An application to the new Basel Accord (1.1.2001). Esa Jokivuolle; Samu Peura. Bank of Finland Research Discussion Papers

      • Navigating disinflation: Views from 400 economists (24.4.2023). Esa Jokivuolle; Gene Ambrocio; Andrea Ferrero; Kim Ristolainen. VoxEU.

      • Liikasen raportin perintö pankkikriisien estämiseksi elää vahvasti (24.10.2022). Esa Jokivuolle; Hanna Westman. Kauppalehti.

      • What Should the Inflation Target Be? Views from 600 Economists (31.7.2022). Esa Jokivuolle; Gene Ambrocio; Andrea Ferrero; Kim Ristolainen. SUERF Policy Brief.

      • The optimal inflation target : Views from 600 economists (21.7.2022). Esa Jokivuolle; Kim Ristolainen ; Andrea Ferrero; Gene Ambrocio. VoxEU.

      • What Should the Inflation Target Be? Views from 600 Economists (8.5.2022). Esa Jokivuolle; Gene Ambrocio; Andrea Ferrero; Kim Ristolainen. CEPR Discussion Paper.

      • What academics think of central banks’ current inflation targets and other objectives (6.3.2021). Gene Ambrocio; Esa Jokivuolle. VoxEU.

      • Are bank capital requirements optimally set? Evidence from researchers’ views (15.9.2020). Esa Jokivuolle; Gene Ambrocio; Iftekhar Hasan. SUERF Policy Note.

      • Post-Crisis Policy Challenges and Implications for Macro Modelling (29.10.2019). Ernest Gnan; Esa Jokivuolle. SUERF Conference Reports.

      • Loan portfolio diversification in the euro area, capital requirements, and the European Banking Union (15.7.2019). Esa Jokivuolle; Matti Virén. SUERF Policy Notes.

      • How to design the European Deposit Insurance Scheme (1.6.2019). Esa Jokivuolle; George G. Pennacchi; George Pennacchi. VoxEU.

      • Designing a Multinational Deposit Insurance System : Implications for the European Deposit Insurance Scheme (15.5.2019). Esa Jokivuolle; George Pennacchi. ifo DICE Report.

      • Expert survey on bank capital requirements : Preliminary results (25.4.2019). Esa Jokivuolle; Gene Ambrocio; Iftekhar Hasan. VoxEU.

      • On the risk sensitivity of bank capital requirements (14.5.2018). Esa Jokivuolle; Gene Ambrocio. VoxEU.

      • Preparing for the Next Financial Crisis. Policies, Tools and Models (10.11.2017). Esa Jokivuolle; Radu S. Tunaru. .

      • Reflections on the need for structural reform of banks (31.1.2014). Esa Jokivuolle. .

      • Model-Based Downturn Probabilities of Default for Basel III (31.12.2012). Matti Virén Esa Jokivuolle; Esa Jokivuolle. .

      • Special issue: Housing markets—a shelter from the storm or cause of the storm? (31.12.2010). Esa Jokivuolle. Journal of Financial Stability.

      • Transmission of Macro Shocks to Loan Losses in a Deep Crisis: The Case of Finland (31.12.2010). Esa Jokivuolle. .

      • Macro Model-Based Stress Testing of Basel II Capital Requirements (31.12.2008). Esa Jokivuolle; Kimmo Virolainen; Oskari Vähämaa. .

      • Stress Tests of Banks’ Regulatory Capital Adequacy: Application to Tier 1 Capital and to Pillar 2 Stress Tests (31.12.2007). Samu Peura Esa Jokivuolle; Esa Jokivuolle. .

      • Aligning Regulatory Capital with Economic Capital (31.12.2006). Esa Jokivuolle. .

      • LGD in a Structural Model of Default (31.12.2005). Samu Peura Esa Jokivuolle; Esa Jokivuolle. .

      • Stress Tests of Banks' Regulatory Capital Adequacy: Application to Tier 1 Capital (31.12.2004). Samu Peura Esa Jokivuolle; Esa Jokivuolle. .

        • Credit risk modelling and bank regulation I (7.4.2022).

        • Are bank capital requirements optimally set? Evidence from researchers' views (14.6.2021).

        • Moderator: Key takeaways from ECB FSR (28.5.2020).

        • Bank Capital Survey (SNB seminar) (20.2.2020).

          • Suuri Nobel-keskustelu 2022 (27.10.2022). HS.fi.

          • Raise Bank Capital Requirements, Academics Say in Global Survey (25.4.2019). Bloomberg.

          • Pankkiala varautunut paremmin kriiseihin kuin 10 vuotta sitten (10.9.2018). Kauppalehti.

            Referee, German Economic Review 2022
            Referee, Journal of Banking and Finance 2023