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 1 5 134
Aggregate Debt Servicing and the Limit on Private Credit 1 2 21 21 1 3 14 14
An economic capital model integrating credit and interest rate risk in the banking book 0 0 1 162 0 1 3 423
An economic capital model integrating credit and interest rate risk in the banking book 0 0 0 310 0 1 4 767
Anchoring countercyclical capital buffers: the role of credit aggregates 0 0 0 145 1 1 7 619
Buffering Covid-19 losses - the role of prudential policy 0 0 5 160 3 6 19 417
Central bank bond purchases in emerging market economies 2 2 6 153 5 8 25 362
Characterising the financial cycle: don't lose sight of the medium term! 3 6 23 631 8 15 99 1,947
Countercyclical capital buffers: exploring options 1 1 8 198 1 1 16 544
Debt Service: The Painful Legacy of Credit Booms 0 0 1 55 0 0 4 127
Evaluating early warning indicators of banking crises: Satisfying policy requirements 0 0 3 170 3 3 11 606
Funding liquidity risk: definition and measurement 1 4 10 355 5 10 29 1,648
Funding liquidity risk: definition and measurement 0 0 0 187 0 0 5 1,099
Going With the Flows: New Borrowing, Debt Service and the Transmission of Credit Booms 0 0 1 87 0 0 3 183
Going with the flows: New borrowing, debt service and the transmission of credit booms 0 0 0 61 0 0 1 93
Herding With and Without Payoff Externalities - An Internet Experiment 0 0 0 116 0 1 3 468
Herding and Contrarian Behavior in Financial Markets - An Internet Experiment 0 0 0 559 1 1 1 1,481
Herding and Contrarian Behavior in Financial Markets - An Internet Experiment 0 0 0 209 1 3 4 765
Herding and Contrarian Behavior in Financial Markets - An Internet Experiment 0 0 0 151 0 1 2 450
Herding and Contrarian Behavior in Financial Markets - An Internet Experiment 0 0 0 133 0 1 3 484
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 1 171 0 1 4 623
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 0 1 558
Integrating credit and interest rate risk: A theoretical framework and an application to banks' balance sheets 1 2 3 688 1 4 6 1,809
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 0 2 116
Leverage dynamics and the real burden of debt 0 0 0 77 0 1 7 255
Liquidity risk, cash-flow constraints and systemic feedbacks 0 0 0 71 0 0 2 203
Long-term debt propagation and real reversals 0 0 2 17 2 2 9 29
Long-term debt propagation and real reversals 0 0 3 4 13 14 21 24
Long-term debt propagation and real reversals 0 0 0 7 0 0 2 11
Measuring the systemic importance of interconnected banks 0 0 0 216 0 0 2 531
Monetary Policy, the Financial Cycle and Ultra-low Interest Rates 0 0 0 59 0 1 3 212
Monetary policy, the financial cycle and ultra-low interest rates 0 0 1 159 0 0 6 307
Monetary policy, the financial cycle and ultralow interest rates 0 1 3 169 0 1 6 256
Predicting recessions: financial cycle versus term spread 0 1 3 109 0 2 11 182
Stress-testing macro stress testing: does it live up to expectations? 0 0 0 160 0 1 4 575
The Holt-Winters filter and the one-sided HP filter: A close correspondence 0 0 1 21 0 0 8 25
The Holt-Winters filter and the one-sided HP filter: A close correspondence 0 0 4 19 0 0 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 1 1 2 27 1 1 3 45
The scarring effects of deep contractions 0 0 3 42 2 5 16 53
Towards an Operational Framework for Financial Stability: "Fuzzy" Measurement and its Consequences 0 0 4 82 1 6 18 353
Towards an operational framework for financial stability: "fuzzy" measurement and its consequences 0 0 4 211 0 0 8 599
Which credit gap is better at predicting financial crises? A comparison of univariate filters 0 0 0 19 1 1 3 94
Why you should use the Hodrick-Prescott filter - at least to generate credit gaps 1 1 3 104 3 7 16 279
Will an optimal deposit insurance always increase financial stability? 0 0 0 182 0 0 0 426
Total Working Papers 11 21 117 7,878 53 104 425 23,669
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 1 1 67
An economic capital model integrating credit and interest rate risk in the banking book 0 0 2 196 0 1 5 652
Anchoring Countercyclical Capital Buffers: The role of Credit Aggregates 0 0 0 147 1 4 10 549
Assessing the risk of banking crises - revisited 1 4 18 405 7 19 79 1,277
Changes in monetary policy operating procedures over the last decade: insights from a new database 0 0 1 9 3 3 10 51
Do debt service costs affect macroeconomic and financial stability? 0 0 3 74 3 4 10 257
Early warning indicators of banking crises: expanding the family 0 0 0 0 2 3 15 152
Early warning indicators of banking crises: expanding the family 0 0 0 71 0 0 8 337
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 2 2 3 57
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 2 2 5 217 3 4 15 603
Forecasting recessions: the importance of the financial cycle 0 2 8 56 0 5 19 153
Herding and Contrarian Behavior in Financial Markets: An Internet Experiment 0 0 0 221 2 2 4 816
Herding with and without payoff externalities -- an internet experiment 0 0 0 75 0 0 3 254
How much does the private sector really borrow - a new database for total credit to the private non-financial sector 1 2 4 100 4 8 21 489
How much income is used for debt payments? A new database for debt service ratios 0 0 3 112 1 3 27 392
Leverage Dynamics and the Burden of Debt 1 1 2 13 3 4 9 42
Macro stress tests and crises: what can we learn? 0 0 2 114 1 1 4 310
Measuring the systemic importance of interconnected banks 3 3 3 92 3 5 11 389
Monetary Policy, the Financial Cycle, and Ultra-Low Interest Rates 0 1 5 120 0 6 22 414
Stress-testing macro stress testing: Does it live up to expectations? 1 1 13 141 2 6 27 425
Systemic importance: some simple indicators 0 0 0 117 1 3 5 425
The Holt–Winters filter and the one-sided HP filter: A close correspondence 0 1 3 6 0 1 5 15
The challenges facing currency usage: will the traditional transaction medium be able to resist competition from the new technologies? 0 0 5 179 0 0 19 604
The credit-to-GDP gap and countercyclical capital buffers: questions and answers 0 1 4 205 2 5 39 953
The effects of countercyclical capital buffers on bank lending 0 1 6 373 1 5 16 751
The financial cycle and recession risk 0 2 4 87 1 3 18 333
The global foreign exchange market in a higher-volatility environment 0 1 6 17 3 13 45 94
The integrated impact of credit and interest rate risk on banks: A dynamic framework and stress testing application 0 2 7 318 3 7 22 776
Total credit as an early warning indicator for systemic banking crises 0 1 6 113 0 3 17 389
Which Credit Gap Is Better at Predicting Financial Crises? A Comparison of Univariate Filters 0 0 3 13 2 3 10 41
Total Journal Articles 9 25 113 3,619 50 124 499 12,102


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 2 8 0 2 11 28
Total Books 0 0 2 8 0 2 11 28


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 1 4 136
Comment on "How to Calculate Systemic Risk Surcharges" 0 0 0 22 0 1 1 75
Discussion of 'Banks, Markets and Liquidity' 0 0 0 27 0 0 1 133
Financial Instability and Macroeconomics: Bridging the Gulf 0 0 2 25 0 0 7 58
Toward an Operational Framework for Financial Stability: “Fuzzy” Measurement and Its Consequences 0 0 1 165 0 2 18 646
Total Chapters 0 0 6 306 0 4 31 1,048


Statistics updated 2025-06-06