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Martin Summer

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Personal Details

First Name: Martin
Middle Name:
Last Name: Summer
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RePEc Short-ID: psu182

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Affiliation

Oesterreichische Nationalbank
Location: Wien, Austria
Homepage: http://www.oenb.at/
Email:
Phone: 01/404 20-7205
Fax: 01/404 20-7299
Postal: Postfach 61, 1011 Wien
Handle: RePEc:edi:oenbbat (more details at EDIRC)

Works

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Working papers

  1. Thomas Breuer & Martin Summer & Hans-Joachim Vollbrecht, 2013. "Endogenous Leverage and Asset Pricing in Double Auctions," Working Papers 184, Oesterreichische Nationalbank (Austrian Central Bank).
  2. Jürgen Eichberger & Klaus Rheinberger & Martin Summer, 2011. "Credit Risk in General Equilibrium," Working Papers 172, Oesterreichische Nationalbank (Austrian Central Bank).
  3. Thomas Breuer & Martin Jandačka & Javier Mencía & Martin Summer, 2010. "A systematic approach to multi-period stress testing of portfolio credit risk," Banco de Espa�a Working Papers 1018, Banco de Espa�a.
  4. Thomas Breuer & Martin Jandacka & Klaus Rheinberger & Martin Summer, 2009. "How to find plausible, severe, and useful stress scenarios," Working Papers 150, Oesterreichische Nationalbank (Austrian Central Bank).
  5. Breuer, Thomas & Jandacka, Martin & Rheinberger, Klaus & Summer, Martin, 2008. "Regulatory capital for market and credit risk interaction: is current regulation always conservative?," Discussion Paper Series 2: Banking and Financial Studies 2008,14, Deutsche Bundesbank, Research Centre.
  6. Elsinger, Helmut & Lehar, Alfred & Summer, Martin, 2005. "Using Market Information for Banking System Risk Assessment," MPRA Paper 817, University Library of Munich, Germany.
  7. Juergen Eichberger & Martin Summer, 2004. "Bank Capital, Liquidity and Systemic Risk," Working Papers 87, Oesterreichische Nationalbank (Austrian Central Bank).
  8. Michael Boss & Martin Summer & Stefan Thurner, 2004. "Contagion Flow Through Banking Networks," Papers cond-mat/0403167, arXiv.org.
  9. Martin Summer, 2002. "Banking Regulation and Systemic Risk," Working Papers 57, Oesterreichische Nationalbank (Austrian Central Bank).
  10. Helmut Elsinger & Alfred Lehar & Martin Summer, 2002. "Risk Assessment for Banking Systems," Working Papers 79, Oesterreichische Nationalbank (Austrian Central Bank).
  11. Schardax, Franz & Reininger, Thomas & Summer, Martin, 2001. "The Financial System in the Czech Republic, Hungary and Poland after a Decade of Transition," Discussion Paper Series 1: Economic Studies 2001,16, Deutsche Bundesbank, Research Centre.
  12. Helmut Elsinger & Martin Summer, 2001. "Arbitrage and Optimal Portfolio Choice with Financial Constraints," Working Papers 49, Oesterreichische Nationalbank (Austrian Central Bank).
  13. Muriel GÖTZ & Martin SUMMER, 1996. "Verifying Reports With a Self Interested Auditor," Vienna Economics Papers, University of Vienna, Department of Economics vie9611, University of Vienna, Department of Economics.
  14. Summer, M., 1996. "The Optimal Quantity of Money in Overlapping Generations Models and in Models with a Representative Consumer," Discussion Papers, Department of Economics, University of Birmingham 96-12, Department of Economics, University of Birmingham.
  15. Gotz, M. & Summer, M., 1996. "Monitoring Reports with a Self-Interested Inspector," Discussion Papers, Department of Economics, University of Birmingham 96-11, Department of Economics, University of Birmingham.

Articles

  1. Thomas Breuer & Martin Summer, 2013. "Stress Test Robustness: Recent Advances and Open Problems," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), Oesterreichische Nationalbank (Austrian Central Bank), issue 25, pages 74-86.
  2. Martin Summer, 2013. "Financial Contagion and Network Analysis," Annual Review of Financial Economics, Annual Reviews, vol. 5(1), pages 277-297, November.
  3. Breuer, Thomas & Jandačka, Martin & Mencía, Javier & Summer, Martin, 2012. "A systematic approach to multi-period stress testing of portfolio credit risk," Journal of Banking & Finance, Elsevier, vol. 36(2), pages 332-340.
  4. Martin Summer, 2011. "Bank Supervision and Resolution: National and International Challenges," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), Oesterreichische Nationalbank (Austrian Central Bank), issue 22, pages 107-111.
  5. Helmut Stix & Martin Summer, 2010. "Technological Change in the Field of Payment Instruments – Long-Term Implications for Monetary Policy and Competition Policy," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 3, pages 92–97.
  6. Helmut Elsinger & Martin Summer, 2010. "Bank Recapitalization and Restructuring: An Economic Analysis of Various Options," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 1, pages 87–97.
  7. Helmut Elsinger & Martin Summer, 2010. "The Economics of Bank Insolvency, Restructuring and Recapitalization," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), Oesterreichische Nationalbank (Austrian Central Bank), issue 20, pages 115-122.
  8. Breuer, Thomas & Jandacka, Martin & Rheinberger, Klaus & Summer, Martin, 2010. "Does adding up of economic capital for market- and credit risk amount to conservative risk assessment?," Journal of Banking & Finance, Elsevier, vol. 34(4), pages 703-712, April.
  9. Thomas Breuer & Martin Jandacka & Klaus Rheinberger & Martin Summer, 2009. "How to Find Plausible, Severe and Useful Stress Scenarios," International Journal of Central Banking, International Journal of Central Banking, International Journal of Central Banking, vol. 5(3), pages 205-224, September.
  10. Thomas Breuer & Martin Jandacka & Klaus Rheinberger & Martin Summer, 2008. "Is Current Capital Regulation Based on Conservative Risk Assessment?," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), Oesterreichische Nationalbank (Austrian Central Bank), issue 15, pages 112-118.
  11. Klaus Rheinberger & Martin Summer, 2008. "Credit portfolio risk and asset price cycles," Computational Management Science, Springer, vol. 5(4), pages 337-354, October.
  12. Martin Summer, 2008. "The Financial Crisis in 2007 and 2008 Viewed from the Perspective of Economic Research," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 4, pages 85–100.
  13. Martin Summer, 2008. "The Economics of Financial Stability: Research Workshop at the OeNB," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 3, pages 104–112.
  14. Helmut Elsinger & Alfred Lehar & Martin Summer, 2006. "Systemically important banks: an analysis for the European banking system," International Economics and Economic Policy, Springer, vol. 3(1), pages 73-89, April.
  15. Michael Boss & Gerald Krenn & Claus Puhr & Martin Summer, 2006. "Systemic Risk Monitor: A Model for Systemic Risk Analysis and Stress Testing of Banking Systems," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), Oesterreichische Nationalbank (Austrian Central Bank), issue 11, pages 83-95.
  16. Helmut Elsinger & Alfred Lehar & Martin Summer, 2006. "Risk Assessment for Banking Systems," Management Science, INFORMS, INFORMS, vol. 52(9), pages 1301-1314, September.
  17. Helmut Elsinger & Alfred Lehar & Martin Summer, 2006. "Using Market Information for Banking System Risk Assessment," International Journal of Central Banking, International Journal of Central Banking, International Journal of Central Banking, vol. 2(1), March.
  18. Jürgen Eichberger & Martin Summer, 2005. "Bank Capital, Liquidity, and Systemic Risk," Journal of the European Economic Association, MIT Press, MIT Press, vol. 3(2-3), pages 547-555, 04/05.
  19. Michael Boss & Helmut Elsinger & Martin Summer & Stefan Thurner, 2004. "An Empirical Analysis of the Network Structure of the Austrian Interbank Market," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), Oesterreichische Nationalbank (Austrian Central Bank), issue 7, pages 77-87.
  20. Michael Boss & Helmut Elsinger & Martin Summer & Stefan Thurner, 2004. "Network topology of the interbank market," Quantitative Finance, Taylor & Francis Journals, Taylor & Francis Journals, vol. 4(6), pages 677-684.
  21. Martin Summer, 2003. "Banking Regulation and Systemic Risk," Open Economies Review, Springer, Springer, vol. 14(1), pages 43-70, January.
  22. Helmut Elsinger & Alfred Lehar & Martin Summer, 2002. "A New Approach to Assessing the Risk of Interbank Loans," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), Oesterreichische Nationalbank (Austrian Central Bank), issue 3, pages 75-86.
  23. Summer, Martin, 2002. "Financial markets, the structure of long-term investments and labour income risks," Research in Economics, Elsevier, Elsevier, vol. 56(3), pages 265-298, September.

Chapters

  1. by Thomas Reininger & Franz Schardax & Martin Summer, 2002. "Financial System Transition in Central Europe: The First Decade," Chapters in SUERF Studies, SUERF - The European Money and Finance Forum, SUERF - The European Money and Finance Forum.

Books

  1. Thomas Reininger & Franz Schardax & Martin Summer, 2002. "Financial System Transition in Central Europe: The First Decades," SUERF Studies, SUERF - The European Money and Finance Forum, SUERF - The European Money and Finance Forum, number 16 edited by Morten Balling, July.

Editor

  1. Working Papers, Oesterreichische Nationalbank (Austrian Central Bank).

NEP Fields

11 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (6) 2006-11-25 2008-07-20 2009-03-14 2010-07-03 2011-10-22 2012-11-11. Author is listed
  2. NEP-CBA: Central Banking (1) 2011-10-22
  3. NEP-CFN: Corporate Finance (1) 2010-07-03
  4. NEP-CIS: Confederation of Independent States (1) 2011-10-22
  5. NEP-CMP: Computational Economics (2) 2010-07-03 2013-09-06
  6. NEP-FIN: Finance (3) 2001-10-29 2004-10-21 2005-05-23. Author is listed
  7. NEP-FMK: Financial Markets (2) 2001-10-29 2010-07-03
  8. NEP-IAS: Insurance Economics (1) 2002-04-15
  9. NEP-IFN: International Finance (1) 2002-04-15
  10. NEP-LAW: Law & Economics (1) 2002-04-15
  11. NEP-REG: Regulation (3) 2002-04-15 2008-07-20 2009-03-14. Author is listed
  12. NEP-RMG: Risk Management (6) 2005-05-23 2006-11-25 2009-03-14 2010-07-03 2011-10-22 2012-11-11. Author is listed

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