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 0 2 6 133
Aggregate Debt Servicing and the Limit on Private Credit 0 19 19 19 0 11 11 11
An economic capital model integrating credit and interest rate risk in the banking book 0 0 3 162 0 0 5 422
An economic capital model integrating credit and interest rate risk in the banking book 0 0 0 310 0 0 3 766
Anchoring countercyclical capital buffers: the role of credit aggregates 0 0 1 145 2 4 9 618
Buffering Covid-19 losses - the role of prudential policy 1 3 6 160 1 8 17 411
Central bank bond purchases in emerging market economies 0 1 7 151 2 6 22 354
Characterising the financial cycle: don't lose sight of the medium term! 0 4 26 625 5 39 121 1,932
Countercyclical capital buffers: exploring options 0 2 9 197 2 4 21 543
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 6 170 0 1 15 603
Funding liquidity risk: definition and measurement 1 3 9 351 4 9 26 1,638
Funding liquidity risk: definition and measurement 0 0 0 187 0 1 6 1,099
Going With the Flows: New Borrowing, Debt Service and the Transmission of Credit Booms 0 0 2 87 1 2 7 183
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 2 4 467
Herding and Contrarian Behavior in Financial Markets - An Internet Experiment 0 0 0 209 0 0 2 762
Herding and Contrarian Behavior in Financial Markets - An Internet Experiment 0 0 0 133 2 2 2 483
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 0 151 1 1 1 449
Herding and Contrarian Behavior in Financial Markets - An Internet Experiment 0 0 0 137 0 0 1 469
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 4 558
Integrating credit and interest rate risk: A theoretical framework and an application to banks' balance sheets 0 1 2 686 0 1 3 1,805
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 1 1 2 116
Leverage dynamics and the real burden of debt 0 0 0 77 0 0 8 254
Liquidity risk, cash-flow constraints and systemic feedbacks 0 0 1 71 0 1 6 203
Long-term debt propagation and real reversals 0 0 0 7 0 1 2 11
Long-term debt propagation and real reversals 0 0 3 4 1 2 7 10
Long-term debt propagation and real reversals 0 1 3 17 0 2 11 27
Measuring the systemic importance of interconnected banks 0 0 1 216 1 1 5 531
Monetary Policy, the Financial Cycle and Ultra-low Interest Rates 0 0 0 59 0 1 3 211
Monetary policy, the financial cycle and ultra-low interest rates 0 0 1 159 2 4 7 307
Monetary policy, the financial cycle and ultralow interest rates 0 0 2 168 0 0 5 255
Predicting recessions: financial cycle versus term spread 0 0 2 108 1 2 9 180
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 1 6 8 25
The Holt-Winters filter and the one-sided HP filter: A close correspondence 1 1 4 19 2 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 1 4 2,492
The scarring effects of deep contractions 0 0 3 42 2 4 13 48
The scarring effects of deep contractions 0 0 1 26 0 0 2 44
Towards an Operational Framework for Financial Stability: "Fuzzy" Measurement and its Consequences 0 2 5 82 2 6 20 347
Towards an operational framework for financial stability: "fuzzy" measurement and its consequences 1 4 4 211 2 6 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 0 4 16 272
Will an optimal deposit insurance always increase financial stability? 0 0 2 182 0 0 3 426
Total Working Papers 4 42 130 7,857 36 140 450 23,565
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 0 0 0 66
An economic capital model integrating credit and interest rate risk in the banking book 1 1 5 196 1 1 10 651
Anchoring Countercyclical Capital Buffers: The role of Credit Aggregates 0 0 0 147 2 4 7 545
Assessing the risk of banking crises - revisited 1 4 20 401 7 24 75 1,258
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 1 4 74 1 3 15 253
Early warning indicators of banking crises: expanding the family 0 0 2 71 0 5 12 337
Early warning indicators of banking crises: expanding the family 0 0 0 0 1 4 15 149
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 5 215 0 4 15 599
Forecasting recessions: the importance of the financial cycle 1 3 10 54 2 5 25 148
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 1 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 1 4 18 481
How much income is used for debt payments? A new database for debt service ratios 1 1 6 112 3 6 34 389
Leverage Dynamics and the Burden of Debt 0 0 2 12 0 2 6 38
Macro stress tests and crises: what can we learn? 0 1 3 114 0 1 4 309
Measuring the systemic importance of interconnected banks 0 0 0 89 2 4 9 384
Monetary Policy, the Financial Cycle, and Ultra-Low Interest Rates 1 3 6 119 3 6 24 408
Stress-testing macro stress testing: Does it live up to expectations? 2 4 16 140 2 8 30 419
Systemic importance: some simple indicators 0 0 1 117 2 2 7 422
The Holt–Winters filter and the one-sided HP filter: A close correspondence 1 1 3 5 1 1 6 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 7 20 604
The credit-to-GDP gap and countercyclical capital buffers: questions and answers 0 1 5 204 3 25 43 948
The effects of countercyclical capital buffers on bank lending 0 0 6 372 0 2 14 746
The financial cycle and recession risk 1 1 5 85 1 3 21 330
The global foreign exchange market in a higher-volatility environment 1 2 7 16 3 8 38 81
The integrated impact of credit and interest rate risk on banks: A dynamic framework and stress testing application 1 3 9 316 1 6 23 769
Total credit as an early warning indicator for systemic banking crises 0 1 6 112 0 2 17 386
Which Credit Gap Is Better at Predicting Financial Crises? A Comparison of Univariate Filters 2 2 3 13 2 2 10 38
Total Journal Articles 13 31 135 3,594 39 144 514 11,978


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 4 8 2 3 12 26
Total Books 0 1 4 8 2 3 12 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 0 0 3 135
Comment on "How to Calculate Systemic Risk Surcharges" 0 0 0 22 0 0 0 74
Discussion of 'Banks, Markets and Liquidity' 0 0 0 27 1 1 1 133
Financial Instability and Macroeconomics: Bridging the Gulf 0 0 2 25 1 2 8 58
Toward an Operational Framework for Financial Stability: “Fuzzy” Measurement and Its Consequences 0 1 2 165 2 4 20 644
Total Chapters 0 1 7 306 4 7 32 1,044


Statistics updated 2025-03-03