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 6 134
Aggregate Debt Servicing and the Limit on Private Credit 1 1 20 20 2 2 13 13
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 0 2 6 618
Buffering Covid-19 losses - the role of prudential policy 0 1 5 160 2 4 16 414
Central bank bond purchases in emerging market economies 0 0 6 151 1 5 22 357
Characterising the financial cycle: don't lose sight of the medium term! 3 3 25 628 4 12 106 1,939
Countercyclical capital buffers: exploring options 0 0 8 197 0 2 17 543
Debt Service: The Painful Legacy of Credit Booms 0 0 1 55 0 0 6 127
Evaluating early warning indicators of banking crises: Satisfying policy requirements 0 0 4 170 0 0 10 603
Funding liquidity risk: definition and measurement 1 4 10 354 1 9 28 1,643
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 1 5 183
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 0 2 3 468
Herding and Contrarian Behavior in Financial Markets - An Internet Experiment 0 0 0 133 0 3 3 484
Herding and Contrarian Behavior in Financial Markets - An Internet Experiment 0 0 0 209 1 2 4 764
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 0 137 0 0 0 469
Herding and Contrarian Behavior in Financial Markets - An Internet Experiment 0 0 0 151 0 2 2 450
Herding and Contrarian Behavior in Financial Markets: An Internet Experiment 0 0 0 10 0 0 1 90
Herding and Contrarian Behavior in Financial Markets: An Internet Experiment 0 0 1 171 1 1 4 623
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 0 1 3 687 2 3 6 1,808
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 1 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 0 7 0 0 2 11
Long-term debt propagation and real reversals 0 0 2 17 0 0 8 27
Long-term debt propagation and real reversals 0 0 3 4 0 2 8 11
Measuring the systemic importance of interconnected banks 0 0 0 216 0 1 4 531
Monetary Policy, the Financial Cycle and Ultra-low Interest Rates 0 0 0 59 1 1 3 212
Monetary policy, the financial cycle and ultra-low interest rates 0 0 1 159 0 2 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 1 3 11 182
Stress-testing macro stress testing: does it live up to expectations? 0 0 0 160 1 1 5 575
The Holt-Winters filter and the one-sided HP filter: A close correspondence 0 0 1 21 0 1 8 25
The Holt-Winters filter and the one-sided HP filter: A close correspondence 0 1 4 19 0 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 0 4 2,492
The scarring effects of deep contractions 0 0 3 42 1 5 16 51
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 0 5 82 1 7 19 352
Towards an operational framework for financial stability: "fuzzy" measurement and its consequences 0 1 4 211 0 2 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 2 103 3 4 15 276
Will an optimal deposit insurance always increase financial stability? 0 0 0 182 0 0 0 426
Total Working Papers 5 14 118 7,867 22 87 416 23,616
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 1 3 196 0 2 7 652
Anchoring Countercyclical Capital Buffers: The role of Credit Aggregates 0 0 0 147 2 5 9 548
Assessing the risk of banking crises - revisited 3 4 19 404 5 19 78 1,270
Changes in monetary policy operating procedures over the last decade: insights from a new database 0 0 1 9 0 0 7 48
Do debt service costs affect macroeconomic and financial stability? 0 0 4 74 1 2 11 254
Early warning indicators of banking crises: expanding the family 0 0 0 0 1 2 14 150
Early warning indicators of banking crises: expanding the family 0 0 1 71 0 0 10 337
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 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 3 215 0 1 13 600
Forecasting recessions: the importance of the financial cycle 0 3 10 56 2 7 23 153
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 0 1 3 254
How much does the private sector really borrow - a new database for total credit to the private non-financial sector 1 1 4 99 1 5 20 485
How much income is used for debt payments? A new database for debt service ratios 0 1 4 112 2 5 29 391
Leverage Dynamics and the Burden of Debt 0 0 1 12 0 1 6 39
Macro stress tests and crises: what can we learn? 0 0 2 114 0 0 3 309
Measuring the systemic importance of interconnected banks 0 0 0 89 0 4 8 386
Monetary Policy, the Financial Cycle, and Ultra-Low Interest Rates 0 2 5 120 3 9 25 414
Stress-testing macro stress testing: Does it live up to expectations? 0 2 13 140 0 6 30 423
Systemic importance: some simple indicators 0 0 0 117 1 4 6 424
The Holt–Winters filter and the one-sided HP filter: A close correspondence 1 2 3 6 1 2 5 15
The challenges facing currency usage: will the traditional transaction medium be able to resist competition from the new technologies? 0 0 6 179 0 0 20 604
The credit-to-GDP gap and countercyclical capital buffers: questions and answers 1 1 4 205 1 6 40 951
The effects of countercyclical capital buffers on bank lending 0 1 7 373 1 4 16 750
The financial cycle and recession risk 1 3 5 87 1 3 18 332
The global foreign exchange market in a higher-volatility environment 0 2 7 17 8 13 46 91
The integrated impact of credit and interest rate risk on banks: A dynamic framework and stress testing application 1 3 9 318 1 5 25 773
Total credit as an early warning indicator for systemic banking crises 0 1 6 113 2 3 17 389
Which Credit Gap Is Better at Predicting Financial Crises? A Comparison of Univariate Filters 0 2 3 13 1 3 9 39
Total Journal Articles 8 29 121 3,610 34 113 505 12,052


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 2 4 11 28
Total Books 0 0 2 8 2 4 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 1 1 133
Financial Instability and Macroeconomics: Bridging the Gulf 0 0 2 25 0 1 7 58
Toward an Operational Framework for Financial Stability: “Fuzzy” Measurement and Its Consequences 0 0 1 165 0 4 18 646
Total Chapters 0 0 6 306 0 8 31 1,048


Statistics updated 2025-05-12