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 15 104
Accounting for debt service: the painful legacy of credit booms 0 0 0 54 0 3 33 168
Aggregate Debt Servicing and the Limit on Private Credit 1 1 2 23 1 4 19 33
Aggregate debt servicing and the limit on private credit 0 0 3 10 1 7 39 47
An economic capital model integrating credit and interest rate risk in the banking book 0 0 0 162 0 2 16 439
An economic capital model integrating credit and interest rate risk in the banking book 0 0 0 310 0 2 23 790
Anchoring countercyclical capital buffers: the role of credit aggregates 0 2 3 148 3 10 46 666
Buffering Covid-19 losses - the role of prudential policy 0 0 3 163 0 2 13 432
Central bank bond purchases in emerging market economies 0 0 4 158 1 9 47 414
Characterising the financial cycle: don't lose sight of the medium term! 1 1 8 640 11 38 130 2,082
Countercyclical capital buffers: exploring options 0 0 0 198 3 5 27 571
Debt Service: The Painful Legacy of Credit Booms 0 0 0 55 1 5 15 142
Evaluating early warning indicators of banking crises: Satisfying policy requirements 0 0 4 174 2 4 41 650
Funding liquidity risk: definition and measurement 0 2 4 191 2 11 36 1,135
Funding liquidity risk: definition and measurement 0 1 5 360 0 7 42 1,691
Going With the Flows: New Borrowing, Debt Service and the Transmission of Credit Booms 0 0 0 87 0 3 23 207
Going with the flows: New borrowing, debt service and the transmission of credit booms 0 1 2 63 0 2 14 107
Herding With and Without Payoff Externalities - An Internet Experiment 0 0 0 116 2 5 19 487
Herding and Contrarian Behavior in Financial Markets - An Internet Experiment 0 0 0 137 2 4 14 483
Herding and Contrarian Behavior in Financial Markets - An Internet Experiment 0 0 0 209 0 2 9 774
Herding and Contrarian Behavior in Financial Markets - An Internet Experiment 0 0 0 559 1 2 12 1,493
Herding and Contrarian Behavior in Financial Markets - An Internet Experiment 0 0 0 133 0 1 10 494
Herding and Contrarian Behavior in Financial Markets - An Internet Experiment 0 0 0 151 1 6 16 466
Herding and Contrarian Behavior in Financial Markets: An Internet Experiment 0 0 0 10 0 2 6 96
Herding and Contrarian Behavior in Financial Markets: An Internet Experiment 0 0 0 171 2 3 11 634
Herding with and without Payoff Externalities - An Internet Experiment 0 0 0 174 0 7 26 584
Integrating credit and interest rate risk: A theoretical framework and an application to banks' balance sheets 0 0 2 690 1 3 22 1,831
Is Cash Becoming Technologically Outmoded Or Does it Remain Necessary to Facilitate 0 0 0 126 1 3 5 315
Leverage dynamics and the burden of debt 0 0 0 60 0 3 14 130
Leverage dynamics and the real burden of debt 0 0 1 78 0 3 20 276
Liquidity risk, cash-flow constraints and systemic feedbacks 0 0 2 73 1 6 16 219
Long-term debt propagation and real reversals 0 0 1 5 0 2 13 42
Long-term debt propagation and real reversals 0 0 0 7 0 2 9 20
Long-term debt propagation and real reversals 0 0 1 18 1 7 23 52
Measuring the systemic importance of interconnected banks 0 0 0 216 0 7 12 543
Monetary Policy, the Financial Cycle and Ultra-low Interest Rates 0 0 0 59 1 6 13 226
Monetary policy, the financial cycle and ultra-low interest rates 0 0 1 160 1 11 63 371
Monetary policy, the financial cycle and ultralow interest rates 0 0 2 171 1 4 20 276
Predicting recessions: financial cycle versus term spread 0 0 2 111 0 2 27 210
Stress-testing macro stress testing: does it live up to expectations? 0 0 1 161 0 6 18 593
The Holt-Winters filter and the one-sided HP filter: A close correspondence 0 0 0 21 0 4 16 41
The Holt-Winters filter and the one-sided HP filter: A close correspondence 0 0 0 19 0 2 14 38
The integrated impact of credit and interest rate risk on banks: an economic value and capital adequacy perspective 1 2 3 797 2 6 20 2,512
The scarring effects of deep contractions 0 0 1 28 1 5 10 56
The scarring effects of deep contractions 0 0 1 45 0 13 29 87
Towards an Operational Framework for Financial Stability: "Fuzzy" Measurement and its Consequences 1 1 3 85 12 21 55 410
Towards an operational framework for financial stability: "fuzzy" measurement and its consequences 0 1 3 214 1 5 22 621
Which credit gap is better at predicting financial crises? A comparison of univariate filters 0 0 2 21 2 8 34 128
Why you should use the Hodrick-Prescott filter - at least to generate credit gaps 1 2 5 110 7 26 86 367
Will an optimal deposit insurance always increase financial stability? 0 0 0 182 0 2 5 431
Total Working Papers 5 14 69 7,959 65 306 1,268 24,984
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 5 8 75
An economic capital model integrating credit and interest rate risk in the banking book 0 0 0 196 0 3 19 672
Anchoring Countercyclical Capital Buffers: The role of Credit Aggregates 0 0 0 147 1 9 23 572
Assessing the risk of banking crises - revisited 1 2 21 427 4 18 145 1,426
Changes in monetary policy operating procedures over the last decade: insights from a new database 0 0 0 9 0 2 17 68
Do debt service costs affect macroeconomic and financial stability? 0 0 1 75 0 7 26 283
Early warning indicators of banking crises: expanding the family 0 0 0 0 0 3 30 183
Early warning indicators of banking crises: expanding the family 0 0 4 75 3 10 68 407
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 1 1 4 61
Evaluación del riesgo de crisis bancarias: una revisión 0 0 0 8 0 1 2 37
Evaluating early warning indicators of banking crises: Satisfying policy requirements 0 0 5 222 3 5 35 639
Forecasting recessions: the importance of the financial cycle 0 0 3 61 0 2 28 186
Herding and Contrarian Behavior in Financial Markets: An Internet Experiment 0 0 0 221 1 1 12 828
Herding with and without payoff externalities -- an internet experiment 0 0 0 75 0 2 13 267
How much does the private sector really borrow - a new database for total credit to the private non-financial sector 0 1 2 103 5 33 168 659
How much income is used for debt payments? A new database for debt service ratios 0 0 6 118 5 33 93 487
Leverage Dynamics and the Burden of Debt 1 1 6 19 1 3 22 64
Macro stress tests and crises: what can we learn? 0 0 0 114 2 7 18 329
Measuring the systemic importance of interconnected banks 0 0 0 93 1 5 15 405
Monetary Policy, the Financial Cycle, and Ultra-Low Interest Rates 0 0 0 120 0 3 20 434
Monetary policy operational frameworks - a new taxonomy 0 0 2 2 1 2 22 22
Stress-testing macro stress testing: Does it live up to expectations? 1 1 5 146 2 10 51 477
Systemic importance: some simple indicators 0 0 0 117 0 4 22 447
The Holt–Winters filter and the one-sided HP filter: A close correspondence 0 0 0 6 0 2 14 29
The challenges facing currency usage: will the traditional transaction medium be able to resist competition from the new technologies? 1 1 3 183 1 2 15 620
The credit-to-GDP gap and countercyclical capital buffers: questions and answers 0 0 1 206 10 25 80 1,033
The effects of countercyclical capital buffers on bank lending 1 1 4 377 1 2 18 772
The financial cycle and recession risk 0 1 8 97 2 8 32 372
The global foreign exchange market in a higher-volatility environment 0 1 11 28 7 31 184 285
The integrated impact of credit and interest rate risk on banks: A dynamic framework and stress testing application 1 1 8 326 2 7 36 813
Total credit as an early warning indicator for systemic banking crises 0 0 5 118 5 16 64 453
Which Credit Gap Is Better at Predicting Financial Crises? A Comparison of Univariate Filters 0 0 1 14 0 1 28 69
Total Journal Articles 6 10 96 3,723 58 263 1,332 13,474

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 3 11 1 6 18 46
Total Books 0 0 3 11 1 6 18 46

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 0 68 1 5 10 147
Comment on "How to Calculate Systemic Risk Surcharges" 0 0 0 22 0 2 8 83
Discussion of 'Banks, Markets and Liquidity' 0 0 0 27 1 1 5 138
Financial Instability and Macroeconomics: Bridging the Gulf 0 0 0 25 1 1 5 63
Toward an Operational Framework for Financial Stability: “Fuzzy” Measurement and Its Consequences 0 0 1 166 1 5 20 666
Total Chapters 0 0 1 308 4 14 48 1,097

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Statistics updated 2026-07-10