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 0 0 0 89
Accounting for debt service: the painful legacy of credit booms 0 0 1 54 1 3 6 134
Aggregate Debt Servicing and the Limit on Private Credit 0 19 19 19 0 10 11 11
An economic capital model integrating credit and interest rate risk in the banking book 0 0 0 310 1 1 4 767
An economic capital model integrating credit and interest rate risk in the banking book 0 0 3 162 1 1 5 423
Anchoring countercyclical capital buffers: the role of credit aggregates 0 0 0 145 0 2 8 618
Buffering Covid-19 losses - the role of prudential policy 0 2 6 160 1 4 16 412
Central bank bond purchases in emerging market economies 0 1 6 151 2 8 22 356
Characterising the financial cycle: don't lose sight of the medium term! 0 2 25 625 3 35 111 1,935
Countercyclical capital buffers: exploring options 0 1 9 197 0 3 19 543
Debt Service: The Painful Legacy of Credit Booms 0 1 1 55 0 2 7 127
Evaluating early warning indicators of banking crises: Satisfying policy requirements 0 0 5 170 0 1 11 603
Funding liquidity risk: definition and measurement 0 0 0 187 0 0 5 1,099
Funding liquidity risk: definition and measurement 2 3 9 353 4 9 28 1,642
Going With the Flows: New Borrowing, Debt Service and the Transmission of Credit Booms 0 0 1 87 0 1 6 183
Going with the flows: New borrowing, debt service and the transmission of credit booms 0 0 0 61 0 0 2 93
Herding With and Without Payoff Externalities - An Internet Experiment 0 0 0 116 1 3 4 468
Herding and Contrarian Behavior in Financial Markets - An Internet Experiment 0 0 0 209 1 1 3 763
Herding and Contrarian Behavior in Financial Markets - An Internet Experiment 0 0 0 137 0 0 0 469
Herding and Contrarian Behavior in Financial Markets - An Internet Experiment 0 0 0 559 0 0 0 1,480
Herding and Contrarian Behavior in Financial Markets - An Internet Experiment 0 0 0 133 1 3 3 484
Herding and Contrarian Behavior in Financial Markets - An Internet Experiment 0 0 0 151 1 2 2 450
Herding and Contrarian Behavior in Financial Markets: An Internet Experiment 0 0 1 171 0 1 3 622
Herding and Contrarian Behavior in Financial Markets: An Internet Experiment 0 0 0 10 0 0 1 90
Herding with and without Payoff Externalities - An Internet Experiment 0 0 1 174 0 0 2 558
Integrating credit and interest rate risk: A theoretical framework and an application to banks' balance sheets 1 1 3 687 1 1 4 1,806
Is Cash Becoming Technologically Outmoded Or Does it Remain Necessary to Facilitate 0 0 0 126 0 0 0 309
Leverage dynamics and the burden of debt 0 0 0 60 0 1 2 116
Leverage dynamics and the real burden of debt 0 0 0 77 1 1 7 255
Liquidity risk, cash-flow constraints and systemic feedbacks 0 0 0 71 0 1 2 203
Long-term debt propagation and real reversals 0 0 0 7 0 0 2 11
Long-term debt propagation and real reversals 0 0 3 4 1 3 8 11
Long-term debt propagation and real reversals 0 0 2 17 0 1 8 27
Measuring the systemic importance of interconnected banks 0 0 0 216 0 1 4 531
Monetary Policy, the Financial Cycle and Ultra-low Interest Rates 0 0 0 59 0 1 2 211
Monetary policy, the financial cycle and ultra-low interest rates 0 0 1 159 0 4 6 307
Monetary policy, the financial cycle and ultralow interest rates 1 1 3 169 1 1 6 256
Predicting recessions: financial cycle versus term spread 1 1 3 109 1 2 10 181
Stress-testing macro stress testing: does it live up to expectations? 0 0 0 160 0 0 5 574
The Holt-Winters filter and the one-sided HP filter: A close correspondence 0 0 1 21 0 3 8 25
The Holt-Winters filter and the one-sided HP filter: A close correspondence 0 1 4 19 0 2 5 24
The integrated impact of credit and interest rate risk on banks: an economic value and capital adequacy perspective 0 0 0 794 0 0 4 2,492
The scarring effects of deep contractions 0 0 1 26 0 0 2 44
The scarring effects of deep contractions 0 0 3 42 2 4 15 50
Towards an Operational Framework for Financial Stability: "Fuzzy" Measurement and its Consequences 0 1 5 82 4 8 21 351
Towards an operational framework for financial stability: "fuzzy" measurement and its consequences 0 3 4 211 0 5 8 599
Which credit gap is better at predicting financial crises? A comparison of univariate filters 0 0 0 19 0 0 2 93
Why you should use the Hodrick-Prescott filter - at least to generate credit gaps 0 0 3 103 1 3 16 273
Will an optimal deposit insurance always increase financial stability? 0 0 0 182 0 0 1 426
Total Working Papers 5 37 123 7,862 29 132 427 23,594
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 1 1 1 67
An economic capital model integrating credit and interest rate risk in the banking book 0 1 4 196 1 2 9 652
Anchoring Countercyclical Capital Buffers: The role of Credit Aggregates 0 0 0 147 1 4 8 546
Assessing the risk of banking crises - revisited 0 2 18 401 7 24 77 1,265
Changes in monetary policy operating procedures over the last decade: insights from a new database 0 1 1 9 0 2 7 48
Do debt service costs affect macroeconomic and financial stability? 0 0 4 74 0 2 14 253
Early warning indicators of banking crises: expanding the family 0 0 2 71 0 3 11 337
Early warning indicators of banking crises: expanding the family 0 0 0 0 0 2 13 149
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 0 2 55
Evaluación del riesgo de crisis bancarias: una revisión 0 0 0 8 0 0 0 35
Evaluating early warning indicators of banking crises: Satisfying policy requirements 0 0 4 215 1 3 14 600
Forecasting recessions: the importance of the financial cycle 2 4 10 56 3 6 25 151
Herding and Contrarian Behavior in Financial Markets: An Internet Experiment 0 0 1 221 0 0 4 814
Herding with and without payoff externalities -- an internet experiment 0 0 0 75 0 3 3 254
How much does the private sector really borrow - a new database for total credit to the private non-financial sector 0 1 3 98 3 7 21 484
How much income is used for debt payments? A new database for debt service ratios 0 1 5 112 0 4 30 389
Leverage Dynamics and the Burden of Debt 0 0 2 12 1 1 7 39
Macro stress tests and crises: what can we learn? 0 0 2 114 0 0 3 309
Measuring the systemic importance of interconnected banks 0 0 0 89 2 6 10 386
Monetary Policy, the Financial Cycle, and Ultra-Low Interest Rates 1 4 5 120 3 9 23 411
Stress-testing macro stress testing: Does it live up to expectations? 0 2 15 140 4 8 33 423
Systemic importance: some simple indicators 0 0 1 117 1 3 7 423
The Holt–Winters filter and the one-sided HP filter: A close correspondence 0 1 2 5 0 1 5 14
The challenges facing currency usage: will the traditional transaction medium be able to resist competition from the new technologies? 0 0 6 179 0 4 20 604
The credit-to-GDP gap and countercyclical capital buffers: questions and answers 0 1 4 204 2 26 41 950
The effects of countercyclical capital buffers on bank lending 1 1 7 373 3 4 15 749
The financial cycle and recession risk 1 2 6 86 1 3 20 331
The global foreign exchange market in a higher-volatility environment 1 2 8 17 2 6 40 83
The integrated impact of credit and interest rate risk on banks: A dynamic framework and stress testing application 1 3 9 317 3 6 25 772
Total credit as an early warning indicator for systemic banking crises 1 2 7 113 1 2 16 387
Which Credit Gap Is Better at Predicting Financial Crises? A Comparison of Univariate Filters 0 2 3 13 0 2 9 38
Total Journal Articles 8 30 129 3,602 40 144 513 12,018


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 1 2 8 0 3 9 26
Total Books 0 1 2 8 0 3 9 26


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 3 67 1 1 4 136
Comment on "How to Calculate Systemic Risk Surcharges" 0 0 0 22 1 1 1 75
Discussion of 'Banks, Markets and Liquidity' 0 0 0 27 0 1 1 133
Financial Instability and Macroeconomics: Bridging the Gulf 0 0 2 25 0 2 7 58
Toward an Operational Framework for Financial Stability: “Fuzzy” Measurement and Its Consequences 0 1 1 165 2 5 20 646
Total Chapters 0 1 6 306 4 10 33 1,048


Statistics updated 2025-04-04