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Information about:
Martin Summer

Personal Details | Affiliation | Works
This is information that was supplied by Martin Summer in registering through RePEc. If you are Martin Summer , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

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

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Affiliation

(in no particular order)

Works

| Working papers | Articles | Books | Editor | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. 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). [Downloadable!]
    Published as:

  2. 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. [Downloadable!]

  3. Elsinger, Helmut & Lehar, Alfred & Summer, Martin, 2005. "Using Market Information for Banking System Risk Assessment," MPRA Paper 817, University Library of Munich, Germany. [Downloadable!]
    Published as:

  4. Michael Boss & Martin Summer & Stefan Thurner, 2004. "Contagion Flow Through Banking Networks," Quantitative Finance Papers cond-mat/0403167, arXiv.org. [Downloadable!]

  5. Martin Summer & Juergen Eichberger, 2004. "Bank Capital, Liquidity and Systemic Risk," Working Papers 87, Oesterreichische Nationalbank (Austrian Central Bank). [Downloadable!]
    Other versions:
    Published as:

  6. Martin Summer, 2002. "Banking Regulation and Systemic Risk," Working Papers 57, Oesterreichische Nationalbank (Austrian Central Bank). [Downloadable!]
    Published as:

  7. Martin Summer & Helmut Elsinger & Alfred Lehar, 2002. "Risk Assessment for Banking Systems," Working Papers 79, Oesterreichische Nationalbank (Austrian Central Bank). [Downloadable!]

  8. Helmut Elsinger & Martin Summer, 2001. "Arbitrage and Optimal Portfolio Choice with Financial Constraints," Working Papers 49, Oesterreichische Nationalbank (Austrian Central Bank). [Downloadable!]

  9. 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. [Downloadable!]

  10. Gotz, M. & Summer, M., 1996. "Monitoring Reports with a Self-Interested Inspector," Discussion Papers 96-11, Department of Economics, University of Birmingham.

  11. Muriel GÖTZ & Martin SUMMER, 1996. "Verifying Reports With a Self Interested Auditor," Vienna Economics Papers vie9611, University of Vienna, Department of Economics.

  12. Summer, M., 1996. "The Optimal Quantity of Money in Overlapping Generations Models and in Models with a Representative Consumer," Discussion Papers 96-12, Department of Economics, University of Birmingham.

Articles

  1. 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, vol. 5(3), pages 205-224, September. [Downloadable!]
    Other versions:

  2. 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, January 2. [Downloadable!]

  3. Ernest Gnan & Martin Summer, 2008. "Toward the First Decade of Economic and Monetary Union – Summary of the 36th Economics Conference," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 2, pages 122-131, August 20. [Downloadable!]

  4. 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), issue 15, pages 112-118, June. [Downloadable!]

  5. 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, October 2. [Downloadable!]

  6. Klaus Rheinberger & Martin Summer, 2008. "Credit portfolio risk and asset price cycles," Computational Management Science, Springer, vol. 5(4), pages 337-354, October. [Downloadable!] (restricted)

  7. 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. [Downloadable!] (restricted)

  8. 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, vol. 2(1), March. [Downloadable!]
    Other versions:

  9. 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), issue 11, pages 83-95, June. [Downloadable!]

  10. Jürgen Eichberger & Martin Summer, 2005. "Bank Capital, Liquidity, and Systemic Risk," Journal of the European Economic Association, MIT Press, vol. 3(2-3), pages 547-555, 04/05. [Downloadable!] (restricted)
    Other versions:

  11. Martin Summer, 2003. "Banking Regulation and Systemic Risk," Open Economies Review, Springer, vol. 14(1), pages 43-70, January. [Downloadable!] (restricted)
    Other versions:

  12. Summer, Martin, 2002. "Financial markets, the structure of long-term investments and labour income risks," Research in Economics, Elsevier, vol. 56(3), pages 265-298, September. [Downloadable!] (restricted)

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, number 16 edited by Morten Balling, October. [Downloadable!]

Editor

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

NEP Fields

7 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (3) 2006-11-25 2008-07-20 2009-03-14 Author is listed
  2. NEP-FIN: Finance (3) 2001-10-29 2004-10-21 2005-05-23 Author is listed
  3. NEP-FMK: Financial Markets (1) 2001-10-29
  4. NEP-IAS: Insurance Economics (1) 2002-04-15
  5. NEP-IFN: International Finance (1) 2002-04-15
  6. NEP-LAW: Law & Economics (1) 2002-04-15
  7. NEP-REG: Regulation (3) 2002-04-15 2008-07-20 2009-03-14 Author is listed
  8. NEP-RMG: Risk Management (3) 2005-05-23 2006-11-25 2009-03-14 Author is listed
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This page was last updated on 2009-11-15.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.