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 1 6 8 97
Accounting for debt service: the painful legacy of credit booms 0 0 0 54 2 10 16 147
Aggregate Debt Servicing and the Limit on Private Credit 1 1 22 22 3 6 20 21
Aggregate debt servicing and the limit on private credit 1 1 9 10 4 9 20 22
An economic capital model integrating credit and interest rate risk in the banking book 0 0 0 162 1 3 6 428
An economic capital model integrating credit and interest rate risk in the banking book 0 0 0 310 3 6 11 777
Anchoring countercyclical capital buffers: the role of credit aggregates 0 0 0 145 3 7 11 627
Buffering Covid-19 losses - the role of prudential policy 0 0 2 160 4 4 18 426
Central bank bond purchases in emerging market economies 0 3 7 157 4 12 35 383
Characterising the financial cycle: don't lose sight of the medium term! 0 1 13 636 19 28 96 1,996
Countercyclical capital buffers: exploring options 0 0 2 198 6 9 17 557
Debt Service: The Painful Legacy of Credit Booms 0 0 1 55 2 3 5 130
Evaluating early warning indicators of banking crises: Satisfying policy requirements 0 1 3 173 11 18 29 631
Funding liquidity risk: definition and measurement 0 1 7 357 3 12 35 1,668
Funding liquidity risk: definition and measurement 0 1 2 189 2 8 15 1,114
Going With the Flows: New Borrowing, Debt Service and the Transmission of Credit Booms 0 0 0 87 4 7 11 193
Going with the flows: New borrowing, debt service and the transmission of credit booms 0 1 1 62 2 6 7 100
Herding With and Without Payoff Externalities - An Internet Experiment 0 0 0 116 5 6 10 475
Herding and Contrarian Behavior in Financial Markets - An Internet Experiment 0 0 0 559 1 6 7 1,487
Herding and Contrarian Behavior in Financial Markets - An Internet Experiment 0 0 0 209 1 3 6 768
Herding and Contrarian Behavior in Financial Markets - An Internet Experiment 0 0 0 151 2 4 6 454
Herding and Contrarian Behavior in Financial Markets - An Internet Experiment 0 0 0 133 0 1 4 485
Herding and Contrarian Behavior in Financial Markets - An Internet Experiment 0 0 0 137 1 2 3 472
Herding and Contrarian Behavior in Financial Markets: An Internet Experiment 0 0 0 171 0 4 6 627
Herding and Contrarian Behavior in Financial Markets: An Internet Experiment 0 0 0 10 0 0 0 90
Herding with and without Payoff Externalities - An Internet Experiment 0 0 0 174 0 1 3 561
Integrating credit and interest rate risk: A theoretical framework and an application to banks' balance sheets 0 0 3 689 3 10 16 1,821
Is Cash Becoming Technologically Outmoded Or Does it Remain Necessary to Facilitate 0 0 0 126 0 2 3 312
Leverage dynamics and the burden of debt 0 0 0 60 4 5 7 122
Leverage dynamics and the real burden of debt 0 0 0 77 3 7 11 265
Liquidity risk, cash-flow constraints and systemic feedbacks 0 0 0 71 0 1 2 204
Long-term debt propagation and real reversals 0 1 1 18 1 3 9 35
Long-term debt propagation and real reversals 0 1 1 5 3 4 25 33
Long-term debt propagation and real reversals 0 0 0 7 0 1 2 13
Measuring the systemic importance of interconnected banks 0 0 0 216 0 2 4 534
Monetary Policy, the Financial Cycle and Ultra-low Interest Rates 0 0 0 59 0 2 5 215
Monetary policy, the financial cycle and ultra-low interest rates 0 1 1 160 2 7 17 320
Monetary policy, the financial cycle and ultralow interest rates 0 0 3 171 2 3 10 265
Predicting recessions: financial cycle versus term spread 0 0 2 110 4 7 15 194
Stress-testing macro stress testing: does it live up to expectations? 0 1 1 161 0 4 7 581
The Holt-Winters filter and the one-sided HP filter: A close correspondence 0 0 0 21 4 5 8 30
The Holt-Winters filter and the one-sided HP filter: A close correspondence 0 0 1 19 0 3 9 31
The integrated impact of credit and interest rate risk on banks: an economic value and capital adequacy perspective 0 0 0 794 3 7 9 2,501
The scarring effects of deep contractions 0 0 3 45 0 1 16 62
The scarring effects of deep contractions 0 0 1 27 1 1 5 49
Towards an Operational Framework for Financial Stability: "Fuzzy" Measurement and its Consequences 0 0 2 83 7 15 30 373
Towards an operational framework for financial stability: "fuzzy" measurement and its consequences 1 1 4 212 3 7 14 608
Which credit gap is better at predicting financial crises? A comparison of univariate filters 1 1 2 21 4 8 12 105
Why you should use the Hodrick-Prescott filter - at least to generate credit gaps 0 0 3 106 11 23 38 308
Will an optimal deposit insurance always increase financial stability? 0 0 0 182 0 1 1 427
Total Working Papers 4 16 97 7,923 139 310 680 24,144
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 2 2 3 69
An economic capital model integrating credit and interest rate risk in the banking book 0 0 1 196 2 9 14 664
Anchoring Countercyclical Capital Buffers: The role of Credit Aggregates 0 0 0 147 1 4 14 556
Assessing the risk of banking crises - revisited 0 15 22 421 13 53 119 1,360
Changes in monetary policy operating procedures over the last decade: insights from a new database 0 0 1 9 4 8 13 59
Do debt service costs affect macroeconomic and financial stability? 0 1 1 75 5 10 17 268
Early warning indicators of banking crises: expanding the family 0 2 3 74 9 22 32 366
Early warning indicators of banking crises: expanding the family 0 0 0 0 12 16 28 175
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 57
Evaluación del riesgo de crisis bancarias: una revisión 0 0 0 8 0 1 1 36
Evaluating early warning indicators of banking crises: Satisfying policy requirements 0 2 5 220 1 10 24 621
Forecasting recessions: the importance of the financial cycle 0 1 7 59 2 11 29 174
Herding and Contrarian Behavior in Financial Markets: An Internet Experiment 0 0 0 221 1 5 8 822
Herding with and without payoff externalities -- an internet experiment 0 0 0 75 3 3 6 257
How much does the private sector really borrow - a new database for total credit to the private non-financial sector 0 1 5 102 35 59 84 561
How much income is used for debt payments? A new database for debt service ratios 1 2 6 117 7 32 50 435
Leverage Dynamics and the Burden of Debt 0 2 4 16 3 9 18 56
Macro stress tests and crises: what can we learn? 0 0 0 114 4 5 9 318
Measuring the systemic importance of interconnected banks 0 0 4 93 0 4 15 395
Monetary Policy, the Financial Cycle, and Ultra-Low Interest Rates 0 0 4 120 3 8 23 425
Monetary policy operational frameworks - a new taxonomy 1 2 2 2 3 8 9 9
Stress-testing macro stress testing: Does it live up to expectations? 2 2 6 144 4 16 36 451
Systemic importance: some simple indicators 0 0 0 117 1 7 13 433
The Holt–Winters filter and the one-sided HP filter: A close correspondence 0 0 2 6 3 6 10 23
The challenges facing currency usage: will the traditional transaction medium be able to resist competition from the new technologies? 0 2 3 182 1 4 13 613
The credit-to-GDP gap and countercyclical capital buffers: questions and answers 0 0 2 205 8 15 54 978
The effects of countercyclical capital buffers on bank lending 1 1 4 376 3 6 19 764
The financial cycle and recession risk 1 3 12 96 5 9 27 355
The global foreign exchange market in a higher-volatility environment 2 4 8 23 58 78 113 190
The integrated impact of credit and interest rate risk on banks: A dynamic framework and stress testing application 0 2 11 325 4 15 36 802
Total credit as an early warning indicator for systemic banking crises 1 3 5 116 12 20 33 418
Which Credit Gap Is Better at Predicting Financial Crises? A Comparison of Univariate Filters 0 0 3 14 7 13 22 58
Total Journal Articles 9 45 121 3,693 216 468 894 12,768

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 3 10 3 5 11 34
Total Books 0 1 3 10 3 5 11 34

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 0 1 3 138
Comment on "How to Calculate Systemic Risk Surcharges" 0 0 0 22 1 2 4 78
Discussion of 'Banks, Markets and Liquidity' 0 0 0 27 1 2 3 135
Financial Instability and Macroeconomics: Bridging the Gulf 0 0 0 25 1 2 5 61
Toward an Operational Framework for Financial Stability: “Fuzzy” Measurement and Its Consequences 0 0 1 165 1 6 15 656
Total Chapters 0 0 2 307 4 13 30 1,068

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Statistics updated 2026-01-09