Access Statistics for Mathias Drehmann

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Accounting for debt service: The painful legacy of credit booms 0 0 0 46 3 5 15 104
Accounting for debt service: the painful legacy of credit booms 0 0 0 54 3 14 34 168
Aggregate Debt Servicing and the Limit on Private Credit 0 0 2 22 3 4 19 32
Aggregate debt servicing and the limit on private credit 0 0 3 10 5 13 38 45
An economic capital model integrating credit and interest rate risk in the banking book 0 0 0 310 1 6 22 789
An economic capital model integrating credit and interest rate risk in the banking book 0 0 0 162 2 3 16 439
Anchoring countercyclical capital buffers: the role of credit aggregates 1 2 2 147 2 8 40 658
Buffering Covid-19 losses - the role of prudential policy 0 2 3 163 2 4 18 432
Central bank bond purchases in emerging market economies 0 1 7 158 6 19 54 411
Characterising the financial cycle: don't lose sight of the medium term! 0 2 11 639 15 33 120 2,059
Countercyclical capital buffers: exploring options 0 0 1 198 1 6 24 567
Debt Service: The Painful Legacy of Credit Booms 0 0 0 55 4 6 14 141
Evaluating early warning indicators of banking crises: Satisfying policy requirements 0 1 4 174 2 9 45 648
Funding liquidity risk: definition and measurement 0 2 5 359 4 13 45 1,688
Funding liquidity risk: definition and measurement 0 0 2 189 3 8 28 1,127
Going With the Flows: New Borrowing, Debt Service and the Transmission of Credit Booms 0 0 0 87 1 4 22 205
Going with the flows: New borrowing, debt service and the transmission of credit booms 0 0 1 62 1 4 13 106
Herding With and Without Payoff Externalities - An Internet Experiment 0 0 0 116 1 4 15 483
Herding and Contrarian Behavior in Financial Markets - An Internet Experiment 0 0 0 133 0 1 9 493
Herding and Contrarian Behavior in Financial Markets - An Internet Experiment 0 0 0 137 2 3 12 481
Herding and Contrarian Behavior in Financial Markets - An Internet Experiment 0 0 0 559 1 3 12 1,492
Herding and Contrarian Behavior in Financial Markets - An Internet Experiment 0 0 0 209 2 5 10 774
Herding and Contrarian Behavior in Financial Markets - An Internet Experiment 0 0 0 151 4 5 14 464
Herding and Contrarian Behavior in Financial Markets: An Internet Experiment 0 0 0 171 1 3 9 632
Herding and Contrarian Behavior in Financial Markets: An Internet Experiment 0 0 0 10 1 2 5 95
Herding with and without Payoff Externalities - An Internet Experiment 0 0 0 174 7 11 26 584
Integrating credit and interest rate risk: A theoretical framework and an application to banks' balance sheets 0 1 3 690 1 2 21 1,829
Is Cash Becoming Technologically Outmoded Or Does it Remain Necessary to Facilitate 0 0 0 126 1 1 4 313
Leverage dynamics and the burden of debt 0 0 0 60 3 4 14 130
Leverage dynamics and the real burden of debt 0 1 1 78 2 6 20 275
Liquidity risk, cash-flow constraints and systemic feedbacks 0 1 2 73 1 2 11 214
Long-term debt propagation and real reversals 0 0 1 5 2 5 31 42
Long-term debt propagation and real reversals 0 0 1 18 5 8 23 50
Long-term debt propagation and real reversals 0 0 0 7 2 4 9 20
Measuring the systemic importance of interconnected banks 0 0 0 216 7 7 12 543
Monetary Policy, the Financial Cycle and Ultra-low Interest Rates 0 0 0 59 4 6 12 224
Monetary policy, the financial cycle and ultra-low interest rates 0 0 1 160 6 28 59 366
Monetary policy, the financial cycle and ultralow interest rates 0 0 2 171 3 4 19 275
Predicting recessions: financial cycle versus term spread 0 0 2 111 1 9 27 209
Stress-testing macro stress testing: does it live up to expectations? 0 0 1 161 6 9 18 593
The Holt-Winters filter and the one-sided HP filter: A close correspondence 0 0 0 19 1 2 13 37
The Holt-Winters filter and the one-sided HP filter: A close correspondence 0 0 0 21 4 4 16 41
The integrated impact of credit and interest rate risk on banks: an economic value and capital adequacy perspective 1 2 2 796 4 6 18 2,510
The scarring effects of deep contractions 0 1 2 28 2 4 9 53
The scarring effects of deep contractions 0 0 3 45 8 11 31 82
Towards an Operational Framework for Financial Stability: "Fuzzy" Measurement and its Consequences 0 0 2 84 6 11 43 395
Towards an operational framework for financial stability: "fuzzy" measurement and its consequences 1 2 3 214 3 9 20 619
Which credit gap is better at predicting financial crises? A comparison of univariate filters 0 0 2 21 5 10 32 125
Why you should use the Hodrick-Prescott filter - at least to generate credit gaps 0 2 5 108 5 19 70 346
Will an optimal deposit insurance always increase financial stability? 0 0 0 182 2 2 5 431
Total Working Papers 3 20 74 7,948 161 369 1,216 24,839
1 registered items for which data could not be found


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A research perspective on the propagation of the credit market turmoil 0 0 0 16 4 4 7 74
An economic capital model integrating credit and interest rate risk in the banking book 0 0 0 196 0 2 17 669
Anchoring Countercyclical Capital Buffers: The role of Credit Aggregates 0 0 0 147 3 5 18 566
Assessing the risk of banking crises - revisited 1 4 22 426 9 38 147 1,417
Changes in monetary policy operating procedures over the last decade: insights from a new database 0 0 0 9 1 2 19 67
Do debt service costs affect macroeconomic and financial stability? 0 0 1 75 6 11 28 282
Early warning indicators of banking crises: expanding the family 0 0 0 0 3 6 33 183
Early warning indicators of banking crises: expanding the family 0 0 4 75 6 23 66 403
El impacto integrado del riesgo de crédito y de tasa de interés bancarios: una perspectiva del valor económico y suficiencia de capital 0 0 0 4 0 1 5 60
Evaluación del riesgo de crisis bancarias: una revisión 0 0 0 8 1 1 2 37
Evaluating early warning indicators of banking crises: Satisfying policy requirements 0 0 7 222 2 8 36 636
Forecasting recessions: the importance of the financial cycle 0 1 5 61 2 6 33 186
Herding and Contrarian Behavior in Financial Markets: An Internet Experiment 0 0 0 221 0 1 13 827
Herding with and without payoff externalities -- an internet experiment 0 0 0 75 1 6 12 266
How much does the private sector really borrow - a new database for total credit to the private non-financial sector 1 1 4 103 18 58 159 644
How much income is used for debt payments? A new database for debt service ratios 0 1 6 118 14 25 77 468
Leverage Dynamics and the Burden of Debt 0 1 6 18 0 3 22 61
Macro stress tests and crises: what can we learn? 0 0 0 114 3 6 16 325
Measuring the systemic importance of interconnected banks 0 0 4 93 4 5 18 404
Monetary Policy, the Financial Cycle, and Ultra-Low Interest Rates 0 0 0 120 3 4 20 434
Monetary policy operational frameworks - a new taxonomy 0 0 2 2 1 9 21 21
Stress-testing macro stress testing: Does it live up to expectations? 0 1 5 145 6 11 50 473
Systemic importance: some simple indicators 0 0 0 117 4 9 23 447
The Holt–Winters filter and the one-sided HP filter: A close correspondence 0 0 0 6 2 3 14 29
The challenges facing currency usage: will the traditional transaction medium be able to resist competition from the new technologies? 0 0 3 182 1 3 15 619
The credit-to-GDP gap and countercyclical capital buffers: questions and answers 0 1 1 206 11 30 68 1,019
The effects of countercyclical capital buffers on bank lending 0 0 3 376 1 5 21 771
The financial cycle and recession risk 1 1 10 97 4 8 36 368
The global foreign exchange market in a higher-volatility environment 0 3 10 27 13 47 176 267
The integrated impact of credit and interest rate risk on banks: A dynamic framework and stress testing application 0 0 7 325 3 5 36 809
Total credit as an early warning indicator for systemic banking crises 0 1 5 118 10 20 58 447
Which Credit Gap Is Better at Predicting Financial Crises? A Comparison of Univariate Filters 0 0 1 14 1 8 30 69
Total Journal Articles 3 15 106 3,716 137 373 1,296 13,348


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Global tightening, banking stress and market resilience in EMEs 0 0 3 11 5 8 17 45
Total Books 0 0 3 11 5 8 17 45


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Can We Identify the Financial Cycle? 0 0 1 68 4 4 10 146
Comment on "How to Calculate Systemic Risk Surcharges" 0 0 0 22 2 3 8 83
Discussion of 'Banks, Markets and Liquidity' 0 0 0 27 0 2 4 137
Financial Instability and Macroeconomics: Bridging the Gulf 0 0 0 25 0 1 4 62
Toward an Operational Framework for Financial Stability: “Fuzzy” Measurement and Its Consequences 0 1 1 166 3 4 18 664
Total Chapters 0 1 2 308 9 14 44 1,092


Statistics updated 2026-05-06