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 3 10 99
Accounting for debt service: the painful legacy of credit booms 0 0 0 54 7 16 28 161
Aggregate Debt Servicing and the Limit on Private Credit 0 1 3 22 1 11 18 29
Aggregate debt servicing and the limit on private credit 0 1 4 10 5 19 34 37
An economic capital model integrating credit and interest rate risk in the banking book 0 0 0 310 3 12 20 786
An economic capital model integrating credit and interest rate risk in the banking book 0 0 0 162 1 10 15 437
Anchoring countercyclical capital buffers: the role of credit aggregates 0 0 0 145 4 30 36 654
Buffering Covid-19 losses - the role of prudential policy 0 1 1 161 0 6 17 428
Central bank bond purchases in emerging market economies 0 0 6 157 7 20 45 399
Characterising the financial cycle: don't lose sight of the medium term! 2 3 14 639 14 63 108 2,040
Countercyclical capital buffers: exploring options 0 0 1 198 3 13 21 564
Debt Service: The Painful Legacy of Credit Booms 0 0 0 55 2 9 10 137
Evaluating early warning indicators of banking crises: Satisfying policy requirements 1 1 4 174 4 23 40 643
Funding liquidity risk: definition and measurement 0 0 2 189 4 11 24 1,123
Funding liquidity risk: definition and measurement 1 1 7 358 4 14 41 1,679
Going With the Flows: New Borrowing, Debt Service and the Transmission of Credit Booms 0 0 0 87 1 13 19 202
Going with the flows: New borrowing, debt service and the transmission of credit booms 0 0 1 62 2 6 11 104
Herding With and Without Payoff Externalities - An Internet Experiment 0 0 0 116 1 10 13 480
Herding and Contrarian Behavior in Financial Markets - An Internet Experiment 0 0 0 137 0 7 9 478
Herding and Contrarian Behavior in Financial Markets - An Internet Experiment 0 0 0 209 1 3 8 770
Herding and Contrarian Behavior in Financial Markets - An Internet Experiment 0 0 0 151 1 8 11 460
Herding and Contrarian Behavior in Financial Markets - An Internet Experiment 0 0 0 559 1 4 10 1,490
Herding and Contrarian Behavior in Financial Markets - An Internet Experiment 0 0 0 133 1 8 10 493
Herding and Contrarian Behavior in Financial Markets: An Internet Experiment 0 0 0 171 1 3 8 630
Herding and Contrarian Behavior in Financial Markets: An Internet Experiment 0 0 0 10 1 4 4 94
Herding with and without Payoff Externalities - An Internet Experiment 0 0 0 174 2 14 17 575
Integrating credit and interest rate risk: A theoretical framework and an application to banks' balance sheets 1 1 4 690 1 10 23 1,828
Is Cash Becoming Technologically Outmoded Or Does it Remain Necessary to Facilitate 0 0 0 126 0 0 3 312
Leverage dynamics and the burden of debt 0 0 0 60 0 8 10 126
Leverage dynamics and the real burden of debt 1 1 1 78 3 10 18 272
Liquidity risk, cash-flow constraints and systemic feedbacks 1 2 2 73 1 9 10 213
Long-term debt propagation and real reversals 0 0 1 18 3 11 18 45
Long-term debt propagation and real reversals 0 0 1 5 2 9 29 39
Long-term debt propagation and real reversals 0 0 0 7 2 5 7 18
Measuring the systemic importance of interconnected banks 0 0 0 216 0 2 5 536
Monetary Policy, the Financial Cycle and Ultra-low Interest Rates 0 0 0 59 0 3 7 218
Monetary policy, the financial cycle and ultra-low interest rates 0 0 1 160 14 34 45 352
Monetary policy, the financial cycle and ultralow interest rates 0 0 3 171 0 8 16 271
Predicting recessions: financial cycle versus term spread 0 1 3 111 5 15 25 205
Stress-testing macro stress testing: does it live up to expectations? 0 0 1 161 0 3 10 584
The Holt-Winters filter and the one-sided HP filter: A close correspondence 0 0 0 19 1 5 12 36
The Holt-Winters filter and the one-sided HP filter: A close correspondence 0 0 0 21 0 11 12 37
The integrated impact of credit and interest rate risk on banks: an economic value and capital adequacy perspective 1 1 1 795 1 7 13 2,505
The scarring effects of deep contractions 0 0 3 45 2 11 25 73
The scarring effects of deep contractions 1 1 2 28 1 2 6 50
Towards an Operational Framework for Financial Stability: "Fuzzy" Measurement and its Consequences 0 1 2 84 1 19 38 385
Towards an operational framework for financial stability: "fuzzy" measurement and its consequences 0 1 1 212 3 8 14 613
Which credit gap is better at predicting financial crises? A comparison of univariate filters 0 1 2 21 1 15 23 116
Why you should use the Hodrick-Prescott filter - at least to generate credit gaps 2 2 5 108 6 36 61 333
Will an optimal deposit insurance always increase financial stability? 0 0 0 182 0 2 3 429
Total Working Papers 11 20 76 7,939 118 583 1,020 24,588
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 3 4 70
An economic capital model integrating credit and interest rate risk in the banking book 0 0 0 196 0 5 16 667
Anchoring Countercyclical Capital Buffers: The role of Credit Aggregates 0 0 0 147 2 8 18 563
Assessing the risk of banking crises - revisited 0 1 21 422 14 46 135 1,393
Changes in monetary policy operating procedures over the last decade: insights from a new database 0 0 0 9 1 11 18 66
Do debt service costs affect macroeconomic and financial stability? 0 0 1 75 1 9 19 272
Early warning indicators of banking crises: expanding the family 0 0 0 0 1 15 29 178
Early warning indicators of banking crises: expanding the family 0 1 4 75 8 31 51 388
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 2 4 59
Evaluación del riesgo de crisis bancarias: una revisión 0 0 0 8 0 0 1 36
Evaluating early warning indicators of banking crises: Satisfying policy requirements 0 2 7 222 2 10 31 630
Forecasting recessions: the importance of the financial cycle 0 1 6 60 1 9 33 181
Herding and Contrarian Behavior in Financial Markets: An Internet Experiment 0 0 0 221 1 6 13 827
Herding with and without payoff externalities -- an internet experiment 0 0 0 75 4 10 10 264
How much does the private sector really borrow - a new database for total credit to the private non-financial sector 0 0 4 102 14 74 119 600
How much income is used for debt payments? A new database for debt service ratios 1 2 6 118 4 19 58 447
Leverage Dynamics and the Burden of Debt 1 2 6 18 3 8 23 61
Macro stress tests and crises: what can we learn? 0 0 0 114 1 6 11 320
Measuring the systemic importance of interconnected banks 0 0 4 93 1 5 16 400
Monetary Policy, the Financial Cycle, and Ultra-Low Interest Rates 0 0 1 120 1 9 23 431
Monetary policy operational frameworks - a new taxonomy 0 1 2 2 2 8 14 14
Stress-testing macro stress testing: Does it live up to expectations? 1 3 5 145 2 17 45 464
Systemic importance: some simple indicators 0 0 0 117 2 8 18 440
The Holt–Winters filter and the one-sided HP filter: A close correspondence 0 0 1 6 1 7 13 27
The challenges facing currency usage: will the traditional transaction medium be able to resist competition from the new technologies? 0 0 3 182 2 6 14 618
The credit-to-GDP gap and countercyclical capital buffers: questions and answers 1 1 2 206 9 28 50 998
The effects of countercyclical capital buffers on bank lending 0 1 4 376 2 7 22 768
The financial cycle and recession risk 0 1 11 96 4 14 34 364
The global foreign exchange market in a higher-volatility environment 3 6 11 27 14 102 153 234
The integrated impact of credit and interest rate risk on banks: A dynamic framework and stress testing application 0 0 9 325 0 6 35 804
Total credit as an early warning indicator for systemic banking crises 1 3 6 118 3 24 44 430
Which Credit Gap Is Better at Predicting Financial Crises? A Comparison of Univariate Filters 0 0 1 14 4 14 27 65
Total Journal Articles 8 25 115 3,709 104 527 1,101 13,079


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 11 3 9 14 40
Total Books 0 1 3 11 3 9 14 40


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 4 7 142
Comment on "How to Calculate Systemic Risk Surcharges" 0 0 0 22 1 4 7 81
Discussion of 'Banks, Markets and Liquidity' 0 0 0 27 0 1 2 135
Financial Instability and Macroeconomics: Bridging the Gulf 0 0 0 25 0 1 3 61
Toward an Operational Framework for Financial Stability: “Fuzzy” Measurement and Its Consequences 0 0 0 165 0 5 16 660
Total Chapters 0 0 1 307 1 15 35 1,079


Statistics updated 2026-03-04