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 15 104
Accounting for debt service: the painful legacy of credit booms 0 0 0 54 0 0 33 168
Aggregate Debt Servicing and the Limit on Private Credit 0 1 2 23 1 2 20 34
Aggregate debt servicing and the limit on private credit 0 0 2 10 1 3 37 48
An economic capital model integrating credit and interest rate risk in the banking book 0 0 0 162 0 0 16 439
An economic capital model integrating credit and interest rate risk in the banking book 0 0 0 310 0 1 22 790
Anchoring countercyclical capital buffers: the role of credit aggregates 0 1 3 148 1 9 47 667
Buffering Covid-19 losses - the role of prudential policy 0 0 3 163 1 1 14 433
Central bank bond purchases in emerging market economies 0 0 4 158 1 4 46 415
Characterising the financial cycle: don't lose sight of the medium term! 2 3 8 642 11 34 136 2,093
Countercyclical capital buffers: exploring options 0 0 0 198 1 5 28 572
Debt Service: The Painful Legacy of Credit Booms 0 0 0 55 2 3 17 144
Evaluating early warning indicators of banking crises: Satisfying policy requirements 0 0 2 174 0 2 39 650
Funding liquidity risk: definition and measurement 0 1 5 360 1 4 41 1,692
Funding liquidity risk: definition and measurement 0 2 4 191 1 9 36 1,136
Going With the Flows: New Borrowing, Debt Service and the Transmission of Credit Booms 0 0 0 87 0 2 23 207
Going with the flows: New borrowing, debt service and the transmission of credit booms 0 1 2 63 1 2 15 108
Herding With and Without Payoff Externalities - An Internet Experiment 0 0 0 116 0 4 19 487
Herding and Contrarian Behavior in Financial Markets - An Internet Experiment 0 0 0 151 1 3 17 467
Herding and Contrarian Behavior in Financial Markets - An Internet Experiment 0 0 0 559 0 1 12 1,493
Herding and Contrarian Behavior in Financial Markets - An Internet Experiment 0 0 0 209 0 0 9 774
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 0 137 0 2 14 483
Herding and Contrarian Behavior in Financial Markets: An Internet Experiment 0 0 0 10 0 1 6 96
Herding and Contrarian Behavior in Financial Markets: An Internet Experiment 0 0 0 171 1 3 12 635
Herding with and without Payoff Externalities - An Internet Experiment 0 0 0 174 0 0 25 584
Integrating credit and interest rate risk: A theoretical framework and an application to banks' balance sheets 0 0 2 690 0 2 21 1,831
Is Cash Becoming Technologically Outmoded Or Does it Remain Necessary to Facilitate 0 0 0 126 1 3 6 316
Leverage dynamics and the burden of debt 0 0 0 60 0 0 13 130
Leverage dynamics and the real burden of debt 0 0 1 78 0 1 19 276
Liquidity risk, cash-flow constraints and systemic feedbacks 0 0 2 73 0 5 16 219
Long-term debt propagation and real reversals 1 1 1 8 3 3 12 23
Long-term debt propagation and real reversals 0 0 1 18 2 4 24 54
Long-term debt propagation and real reversals 0 0 1 5 0 0 13 42
Measuring the systemic importance of interconnected banks 0 0 0 216 0 0 12 543
Monetary Policy, the Financial Cycle and Ultra-low Interest Rates 0 0 0 59 0 2 13 226
Monetary policy, the financial cycle and ultra-low interest rates 0 0 1 160 0 5 61 371
Monetary policy, the financial cycle and ultralow interest rates 0 0 2 171 1 2 20 277
Predicting recessions: financial cycle versus term spread 0 0 1 111 0 1 25 210
Stress-testing macro stress testing: does it live up to expectations? 0 0 1 161 0 0 18 593
The Holt-Winters filter and the one-sided HP filter: A close correspondence 0 0 0 19 0 1 13 38
The Holt-Winters filter and the one-sided HP filter: A close correspondence 0 0 0 21 0 0 16 41
The integrated impact of credit and interest rate risk on banks: an economic value and capital adequacy perspective 0 1 3 797 0 2 19 2,512
The scarring effects of deep contractions 0 0 1 45 1 6 29 88
The scarring effects of deep contractions 0 0 1 28 1 4 10 57
Towards an Operational Framework for Financial Stability: "Fuzzy" Measurement and its Consequences 0 1 3 85 0 15 55 410
Towards an operational framework for financial stability: "fuzzy" measurement and its consequences 0 0 3 214 1 3 23 622
Which credit gap is better at predicting financial crises? A comparison of univariate filters 0 0 2 21 2 5 36 130
Why you should use the Hodrick-Prescott filter - at least to generate credit gaps 1 3 5 111 2 23 86 369
Will an optimal deposit insurance always increase financial stability? 0 0 0 182 0 0 5 431
Total Working Papers 4 15 66 7,963 38 183 1,274 25,022
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 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 7 24 573
Assessing the risk of banking crises - revisited 0 1 21 427 2 11 141 1,428
Changes in monetary policy operating procedures over the last decade: insights from a new database 0 0 0 9 6 7 23 74
Do debt service costs affect macroeconomic and financial stability? 0 0 1 75 2 3 28 285
Early warning indicators of banking crises: expanding the family 0 0 3 75 2 6 69 409
Early warning indicators of banking crises: expanding the family 0 0 0 0 0 0 27 183
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 1 4 61
Evaluación del riesgo de crisis bancarias: una revisión 0 0 0 8 0 0 2 37
Evaluating early warning indicators of banking crises: Satisfying policy requirements 0 0 5 222 3 6 37 642
Forecasting recessions: the importance of the financial cycle 0 0 3 61 1 1 28 187
Herding and Contrarian Behavior in Financial Markets: An Internet Experiment 0 0 0 221 2 3 14 830
Herding with and without payoff externalities -- an internet experiment 0 0 0 75 1 2 14 268
How much does the private sector really borrow - a new database for total credit to the private non-financial sector 0 0 2 103 2 17 166 661
How much income is used for debt payments? A new database for debt service ratios 0 0 6 118 3 22 92 490
Leverage Dynamics and the Burden of Debt 0 1 6 19 0 3 21 64
Macro stress tests and crises: what can we learn? 0 0 0 114 0 4 18 329
Measuring the systemic importance of interconnected banks 0 0 0 93 1 2 15 406
Monetary Policy, the Financial Cycle, and Ultra-Low Interest Rates 0 0 0 120 0 0 20 434
Monetary policy operational frameworks - a new taxonomy 0 0 2 2 8 9 30 30
Stress-testing macro stress testing: Does it live up to expectations? 0 1 4 146 1 5 48 478
Systemic importance: some simple indicators 0 0 0 117 0 0 22 447
The Holt–Winters filter and the one-sided HP filter: A close correspondence 0 0 0 6 1 1 15 30
The challenges facing currency usage: will the traditional transaction medium be able to resist competition from the new technologies? 0 1 3 183 1 2 14 621
The credit-to-GDP gap and countercyclical capital buffers: questions and answers 1 1 2 207 3 17 80 1,036
The effects of countercyclical capital buffers on bank lending 0 1 3 377 0 1 16 772
The financial cycle and recession risk 0 0 7 97 1 5 32 373
The global foreign exchange market in a higher-volatility environment 1 2 11 29 4 22 187 289
The integrated impact of credit and interest rate risk on banks: A dynamic framework and stress testing application 0 1 7 326 0 4 33 813
Total credit as an early warning indicator for systemic banking crises 0 0 5 118 2 8 63 455
Which Credit Gap Is Better at Predicting Financial Crises? A Comparison of Univariate Filters 0 0 0 14 1 1 28 70
Total Journal Articles 2 9 91 3,725 48 174 1,338 13,522

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 0 1 18 46
Total Books 0 0 3 11 0 1 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 0 1 10 147
Comment on "How to Calculate Systemic Risk Surcharges" 0 0 0 22 0 0 7 83
Discussion of 'Banks, Markets and Liquidity' 0 0 0 27 0 1 5 138
Financial Instability and Macroeconomics: Bridging the Gulf 0 0 0 25 0 1 4 63
Toward an Operational Framework for Financial Stability: “Fuzzy” Measurement and Its Consequences 0 0 1 166 0 2 20 666
Total Chapters 0 0 1 308 0 5 46 1,097

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Statistics updated 2026-08-07