Access Statistics for Martin Summer
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 |
A systematic approach to multi-period stress testing of portfolio credit risk |
0 |
0 |
1 |
188 |
1 |
1 |
7 |
571 |
Arbitrage and Optimal Portfolio Choice with Financial Constraints |
0 |
0 |
0 |
393 |
0 |
0 |
5 |
1,304 |
Bank Capital, Liquidity and Systemic Risk |
0 |
1 |
1 |
576 |
1 |
3 |
6 |
1,675 |
Bank Capital, Liquidity and Systemic Risk |
0 |
0 |
0 |
177 |
0 |
0 |
0 |
439 |
Bank Solvency Stress Tests with Fire Sales (Thomas Breuer, Martin Summer, Branko Urošević) |
0 |
0 |
1 |
16 |
0 |
1 |
10 |
61 |
Bank capital, liquidity and systemic risk |
0 |
0 |
0 |
6 |
0 |
0 |
1 |
36 |
Banking Regulation and Systemic Risk |
0 |
0 |
1 |
1,352 |
0 |
2 |
7 |
3,108 |
Contagion Flow Through Banking Networks |
0 |
0 |
0 |
82 |
0 |
1 |
2 |
219 |
Credit Risk in General Equilibrium |
0 |
0 |
0 |
12 |
0 |
0 |
0 |
74 |
Credit Risk in General Equilibrium |
0 |
0 |
1 |
108 |
0 |
0 |
4 |
265 |
Credit risk in general equilibrium |
0 |
0 |
0 |
58 |
0 |
1 |
1 |
137 |
Endogenous Leverage and Asset Pricing in Double Auctions |
0 |
0 |
0 |
51 |
0 |
1 |
2 |
167 |
How to find plausible, severe, and useful stress scenarios |
0 |
0 |
0 |
191 |
1 |
2 |
4 |
755 |
Regulatory capital for market and credit risk interaction: is current regulation always conservative? |
0 |
0 |
1 |
221 |
0 |
0 |
2 |
753 |
Risk Assessment for Banking Systems |
0 |
2 |
4 |
2,612 |
1 |
3 |
18 |
8,011 |
Systematic Systemic Stress Tests |
0 |
0 |
6 |
68 |
0 |
0 |
11 |
376 |
The Financial System in the Czech Republic, Hungary and Poland after a Decade of Transition |
0 |
0 |
0 |
244 |
0 |
1 |
2 |
1,060 |
Using Market Information for Banking System Risk Assessment |
0 |
0 |
2 |
252 |
2 |
3 |
7 |
842 |
Verifying Reports With a Self Interested Auditor |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
97 |
What can CBDC designers learn from asking potential users? Results from a survey of Austrian residents (Svetlana Abramova, Rainer Böhme, Helmut Elsinger, Helmut Stix, Martin Summer) |
2 |
7 |
20 |
113 |
8 |
19 |
57 |
301 |
Total Working Papers |
2 |
10 |
38 |
6,720 |
14 |
38 |
146 |
20,251 |
1 registered items for which data could not be found
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