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 0 54 0 1 5 135
Aggregate Debt Servicing and the Limit on Private Credit 0 1 21 21 0 1 14 14
Aggregate debt servicing and the limit on private credit 1 1 8 8 3 4 11 11
An economic capital model integrating credit and interest rate risk in the banking book 0 0 1 162 0 0 3 423
An economic capital model integrating credit and interest rate risk in the banking book 0 0 0 310 1 1 4 768
Anchoring countercyclical capital buffers: the role of credit aggregates 0 0 0 145 0 2 6 620
Buffering Covid-19 losses - the role of prudential policy 0 0 5 160 0 5 19 419
Central bank bond purchases in emerging market economies 0 3 7 154 2 12 29 369
Characterising the financial cycle: don't lose sight of the medium term! 2 6 19 634 5 18 98 1,957
Countercyclical capital buffers: exploring options 0 1 8 198 0 1 15 544
Debt Service: The Painful Legacy of Credit Booms 0 0 1 55 0 0 2 127
Evaluating early warning indicators of banking crises: Satisfying policy requirements 2 2 4 172 2 8 14 611
Funding liquidity risk: definition and measurement 0 1 9 355 2 8 29 1,651
Funding liquidity risk: definition and measurement 0 0 0 187 1 1 5 1,100
Going With the Flows: New Borrowing, Debt Service and the Transmission of Credit Booms 0 0 0 87 0 1 3 184
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 0 3 468
Herding and Contrarian Behavior in Financial Markets - An Internet Experiment 0 0 0 559 0 1 1 1,481
Herding and Contrarian Behavior in Financial Markets - An Internet Experiment 0 0 0 151 0 0 2 450
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 0 133 0 0 3 484
Herding and Contrarian Behavior in Financial Markets - An Internet Experiment 0 0 0 209 0 1 3 765
Herding and Contrarian Behavior in Financial Markets: An Internet Experiment 0 0 0 10 0 0 0 90
Herding and Contrarian Behavior in Financial Markets: An Internet Experiment 0 0 0 171 0 0 3 623
Herding with and without Payoff Externalities - An Internet Experiment 0 0 0 174 1 1 2 559
Integrating credit and interest rate risk: A theoretical framework and an application to banks' balance sheets 0 1 3 688 1 2 7 1,810
Is Cash Becoming Technologically Outmoded Or Does it Remain Necessary to Facilitate 0 0 0 126 0 1 1 310
Leverage dynamics and the burden of debt 0 0 0 60 1 1 3 117
Leverage dynamics and the real burden of debt 0 0 0 77 1 2 8 257
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 0 7 0 0 2 11
Long-term debt propagation and real reversals 0 0 2 4 0 18 25 29
Long-term debt propagation and real reversals 0 0 1 17 1 3 9 30
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 4 213
Monetary policy, the financial cycle and ultra-low interest rates 0 0 1 159 2 3 9 310
Monetary policy, the financial cycle and ultralow interest rates 0 0 3 169 1 1 6 257
Predicting recessions: financial cycle versus term spread 1 1 3 110 2 3 13 185
Stress-testing macro stress testing: does it live up to expectations? 0 0 0 160 0 0 3 575
The Holt-Winters filter and the one-sided HP filter: A close correspondence 0 0 4 19 1 1 6 25
The Holt-Winters filter and the one-sided HP filter: A close correspondence 0 0 1 21 0 0 8 25
The integrated impact of credit and interest rate risk on banks: an economic value and capital adequacy perspective 0 0 0 794 1 1 4 2,493
The scarring effects of deep contractions 0 2 4 44 1 8 20 59
The scarring effects of deep contractions 0 1 2 27 1 3 4 47
Towards an Operational Framework for Financial Stability: "Fuzzy" Measurement and its Consequences 0 0 3 82 0 3 18 355
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 0 1 3 94
Why you should use the Hodrick-Prescott filter - at least to generate credit gaps 1 3 4 106 2 7 18 283
Will an optimal deposit insurance always increase financial stability? 0 0 0 182 0 0 0 426
Total Working Papers 7 23 118 7,897 32 125 458 23,748
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 1 67
An economic capital model integrating credit and interest rate risk in the banking book 0 0 1 196 0 1 5 653
Anchoring Countercyclical Capital Buffers: The role of Credit Aggregates 0 0 0 147 0 1 10 549
Assessing the risk of banking crises - revisited 0 2 17 406 6 17 82 1,287
Changes in monetary policy operating procedures over the last decade: insights from a new database 0 0 1 9 0 3 8 51
Do debt service costs affect macroeconomic and financial stability? 0 0 2 74 0 3 8 257
Early warning indicators of banking crises: expanding the family 0 0 0 0 3 6 18 156
Early warning indicators of banking crises: expanding the family 1 1 1 72 1 3 10 340
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 2 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 0 2 5 217 1 5 17 605
Forecasting recessions: the importance of the financial cycle 0 2 9 58 1 6 21 159
Herding and Contrarian Behavior in Financial Markets: An Internet Experiment 0 0 0 221 0 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 0 2 5 101 4 10 24 495
How much income is used for debt payments? A new database for debt service ratios 0 0 3 112 4 7 32 398
Leverage Dynamics and the Burden of Debt 0 1 2 13 1 4 9 43
Macro stress tests and crises: what can we learn? 0 0 2 114 0 2 5 311
Measuring the systemic importance of interconnected banks 0 4 4 93 1 5 13 391
Monetary Policy, the Financial Cycle, and Ultra-Low Interest Rates 0 0 5 120 0 0 17 414
Stress-testing macro stress testing: Does it live up to expectations? 1 2 10 142 4 7 26 430
Systemic importance: some simple indicators 0 0 0 117 0 1 5 425
The Holt–Winters filter and the one-sided HP filter: A close correspondence 0 0 3 6 0 0 5 15
The challenges facing currency usage: will the traditional transaction medium be able to resist competition from the new technologies? 0 1 5 180 2 3 20 607
The credit-to-GDP gap and countercyclical capital buffers: questions and answers 0 0 3 205 3 5 39 956
The effects of countercyclical capital buffers on bank lending 1 1 6 374 2 6 19 756
The financial cycle and recession risk 1 3 6 90 1 9 23 341
The global foreign exchange market in a higher-volatility environment 1 1 4 18 1 11 45 102
The integrated impact of credit and interest rate risk on banks: A dynamic framework and stress testing application 1 1 7 319 3 7 23 780
Total credit as an early warning indicator for systemic banking crises 0 0 6 113 3 3 17 392
Which Credit Gap Is Better at Predicting Financial Crises? A Comparison of Univariate Filters 1 1 4 14 1 3 10 42
Total Journal Articles 7 24 111 3,634 42 132 521 12,184


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 0 11 28
Total Books 0 0 2 8 0 0 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 1 3 68 0 1 4 137
Comment on "How to Calculate Systemic Risk Surcharges" 0 0 0 22 1 1 2 76
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 1 1 8 59
Toward an Operational Framework for Financial Stability: “Fuzzy” Measurement and Its Consequences 0 0 1 165 0 0 17 646
Total Chapters 0 1 6 307 2 3 32 1,051


Statistics updated 2025-08-05