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Mathias Drehmann

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Personal Details

First Name:Mathias
Middle Name:
Last Name:Drehmann
Suffix:
RePEc Short-ID:pdr53
http://www.bis.org/author/mathias_drehmann.htm
Basel, Switzerland
http://www.bis.org/

: (41) 61 - 280 80 80
(41) 61 - 280 91 00
Centralbahnplatz 2, CH - 4002 Basel
RePEc:edi:bisssch (more details at EDIRC)
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  1. Juselius, Mikael & Drehmann, Mathias, 2016. "Leverage dynamics and the burden of debt," Research Discussion Papers 3/2016, Bank of Finland.
  2. Juselius, Mikael & Borio, Claudio & Disyatat, Piti & Drehmann, Mathias, 2016. "Monetary policy, the financial cycle and ultralow interest rates," Research Discussion Papers 24/2016, Bank of Finland.
  3. Mikael Juselius & Mathias Drehmann, 2015. "Leverage dynamics and the real burden of debt," BIS Working Papers 501, Bank for International Settlements.
  4. Mathias Drehmann, 2013. "Evaluating early warning indicators of banking crises: Satisfying policy requirements," BIS Working Papers 421, Bank for International Settlements.
  5. Claudio Borio & Mathias Drehmann & Kostas Tsatsaronis, 2012. "Stress-testing macro stress testing: does it live up to expectations?," BIS Working Papers 369, Bank for International Settlements.
  6. Kapadia, Sujit & Drehmann, Mathias & Elliott, John & Sterne, Gabriel, 2012. "Liquidity risk, cash-flow constraints and systemic feedbacks," Bank of England working papers 456, Bank of England.
  7. Mathias Drehmann & Claudio Borio & Kostas Tsatsaronis, 2012. "Characterising the financial cycle: don't lose sight of the medium term!," BIS Working Papers 380, Bank for International Settlements.
  8. Mathias Drehmann & Claudio Borio & Kostas Tsatsaronis, 2011. "Anchoring countercyclical capital buffers: the role of credit aggregates," BIS Working Papers 355, Bank for International Settlements.
  9. Nikola Tarashev & Mathias Drehmann, 2011. "Measuring the systemic importance of interconnected banks," BIS Working Papers 342, Bank for International Settlements.
  10. Mathias Drehmann & Claudio Borio & Leonardo Gambacorta & Gabriel Jiminez & Carlos Trucharte, 2010. "Countercyclical capital buffers: exploring options," BIS Working Papers 317, Bank for International Settlements.
  11. Mathias Drehmann & Kleopatra Nikolaou, 2010. "Funding liquidity risk: definition and measurement," BIS Working Papers 316, Bank for International Settlements.
  12. Alessandri, Piergiorgio & Drehmann, Mathias, 2010. "An economic capital model integrating credit and interest rate risk in the banking book," Bank of England working papers 388, Bank of England.
  13. Claudio Borio & Mathias Drehmann, 2009. "Towards an Operational Framework for Financial Stability: "Fuzzy" Measurement and its Consequences," Working Papers Central Bank of Chile 544, Central Bank of Chile.
  14. Mathias Drehmann & Steffen Sorensen & Marco Stringa, 2008. "The integrated impact of credit and interest rate risk on banks: an economic value and capital adequacy perspective," Bank of England working papers 339, Bank of England.
  15. Mathias Drehmann & Steffen Sorensen & Marco Stringa, 2007. "Integrating credit and interest rate risk: A theoretical framework and an application to banks' balance sheets," Money Macro and Finance (MMF) Research Group Conference 2006 151, Money Macro and Finance Research Group.
  16. Mathias Drehmann & Jörg Oechssler & Andreas Roider, 2005. "Herding with and without Payoff Externalities - An Internet Experiment," Working Papers 0420, University of Heidelberg, Department of Economics, revised Apr 2005.
  17. Mathias Drehmann & Joerg Oechssler & Andreas Roider, 2002. "Herding and Contrarian Behavior in Financial Markets - An Internet Experiment," Experimental 0210001, EconWPA.
  18. Mathias Drehmann, 2002. "Will an optimal deposit insurance always increase financial stability?," Bonn Econ Discussion Papers bgse28_2002, University of Bonn, Germany.
  19. Matthias Drehmann & Charles Goodhart, 2000. "Is Cash Becoming Technologically Outmoded Or Does it Remain Necessary to Facilitate," FMG Discussion Papers dp358, Financial Markets Group.
  1. Mathias Drehmann & Anamaria Illes & Mikael Juselius & Marjorie Santos, 2015. "How much income is used for debt payments? A new database for debt service ratios," BIS Quarterly Review, Bank for International Settlements, September.
  2. Drehmann, Mathias & Juselius, Mikael, 2014. "Evaluating early warning indicators of banking crises: Satisfying policy requirements," International Journal of Forecasting, Elsevier, vol. 30(3), pages 759-780.
  3. Mathias Drehmann & Kostas Tsatsaronis, 2014. "The credit-to-GDP gap and countercyclical capital buffers: questions and answers," BIS Quarterly Review, Bank for International Settlements, March.
  4. Borio, Claudio & Drehmann, Mathias & Tsatsaronis, Kostas, 2014. "Stress-testing macro stress testing: Does it live up to expectations?," Journal of Financial Stability, Elsevier, vol. 12(C), pages 3-15.
  5. Mathias Drehmann, 2013. "Total credit as an early warning indicator for systemic banking crises," BIS Quarterly Review, Bank for International Settlements, June.
  6. Christian Dembiermont & Mathias Drehmann & Siriporn Muksakunratana, 2013. "How much does the private sector really borrow - a new database for total credit to the private non-financial sector," BIS Quarterly Review, Bank for International Settlements, March.
  7. Drehmann, Mathias & Tarashev, Nikola, 2013. "Measuring the systemic importance of interconnected banks," Journal of Financial Intermediation, Elsevier, vol. 22(4), pages 586-607.
  8. Mathias Drehmann & Mikael Juselius, 2012. "Do debt service costs affect macroeconomic and financial stability?," BIS Quarterly Review, Bank for International Settlements, September.
  9. Mathias Drehmann & Leonardo Gambacorta, 2012. "The effects of countercyclical capital buffers on bank lending," Applied Economics Letters, Taylor & Francis Journals, vol. 19(7), pages 603-608, May.
  10. Mathias Drehmann & Nikola Tarashev, 2011. "Systemic importance: some simple indicators," BIS Quarterly Review, Bank for International Settlements, March.
  11. Mathias Drehmann & Claudio Borio & Kostas Tsatsaronis, 2011. "Anchoring Countercyclical Capital Buffers: The role of Credit Aggregates," International Journal of Central Banking, International Journal of Central Banking, vol. 7(4), pages 189-240, December.
  12. Alessandri, Piergiorgio & Drehmann, Mathias, 2010. "An economic capital model integrating credit and interest rate risk in the banking book," Journal of Banking & Finance, Elsevier, vol. 34(4), pages 730-742, April.
  13. Drehmann, Mathias & Sorensen, Steffen & Stringa, Marco, 2010. "The integrated impact of credit and interest rate risk on banks: A dynamic framework and stress testing application," Journal of Banking & Finance, Elsevier, vol. 34(4), pages 713-729, April.
  14. Claudio Borio & Mathias Drehmann, 2009. "Evaluación del riesgo de crisis bancarias: una revisión," Boletín, Centro de Estudios Monetarios Latinoamericanos, vol. 0(3), pages 139-153, Julio-sep.
  15. Mathias Drehmann & Steffen Sorensen & Marco Stringa, 2009. "El impacto integrado del riesgo de crédito y de tasa de interés bancarios: una perspectiva del valor económico y suficiencia de capital," Monetaria, Centro de Estudios Monetarios Latinoamericanos, vol. 0(1), pages 63-115, enero-mar.
  16. Claudio Borio & Mathias Drehmann, 2009. "Assessing the risk of banking crises - revisited," BIS Quarterly Review, Bank for International Settlements, March.
  17. Rodrigo Alfaro & Mathias Drehmann, 2009. "Macro stress tests and crises: what can we learn?," BIS Quarterly Review, Bank for International Settlements, December.
  18. Nuno Cassola & Mathias Drehmann & Philipp Hartmann & Marco Lo Duca & Martin Scheicher, 2008. "A research perspective on the propagation of the credit market turmoil," Research Bulletin, European Central Bank, vol. 7, pages 2-5.
  19. Drehmann, Mathias & Oechssler, Jorg & Roider, Andreas, 2007. "Herding with and without payoff externalities -- an internet experiment," International Journal of Industrial Organization, Elsevier, vol. 25(2), pages 391-415, April.
  20. Mathias Drehmann & Jörg Oechssler & Andreas Roider, 2005. "Herding and Contrarian Behavior in Financial Markets: An Internet Experiment," American Economic Review, American Economic Association, vol. 95(5), pages 1403-1426, December.
  21. Mathias Drehmann & Charles Goodhart & Malte Krueger, 2002. "The challenges facing currency usage: will the traditional transaction medium be able to resist competition from the new technologies?," Economic Policy, CEPR;CES;MSH, vol. 17(34), pages 193-228, 04.
  1. Mathias Drehmann & Claudio Borio & Kostas Tsatsaronis, 2013. "Can We Identify the Financial Cycle?," World Scientific Book Chapters, in: The Role of Central Banks in Financial Stability How Has It Changed?, chapter 7, pages 131-156 World Scientific Publishing Co. Pte. Ltd..
  2. Claudio Borio & Mathias Drehmann, 2011. "Toward an Operational Framework for Financial Stability: “Fuzzy” Measurement and Its Consequences," Central Banking, Analysis, and Economic Policies Book Series, in: Rodrigo Alfaro (ed.), Financial Stability, Monetary Policy, and Central Banking, edition 1, volume 15, chapter 4, pages 063-123 Central Bank of Chile.
  3. Mathias Drehmann, 2011. "Comment on "How to Calculate Systemic Risk Surcharges"," NBER Chapters, in: Quantifying Systemic Risk, pages 212-221 National Bureau of Economic Research, Inc.
  4. Mathias Drehmann, 2007. "Discussion of 'Banks, Markets and Liquidity'," RBA Annual Conference Volume, in: Christopher Kent & Jeremy Lawson (ed.), The Structure and Resilience of the Financial System Reserve Bank of Australia.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 26 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BAN: Banking (12) 2007-04-09 2009-08-08 2010-06-11 2010-07-17 2010-08-14 2011-03-26 2011-11-21 2012-06-25 2012-07-08 2013-08-23 2015-06-20 2016-06-14. Author is listed
  2. NEP-EXP: Experimental Economics (7) 2002-10-23 2003-06-16 2004-09-30 2004-12-02 2005-10-29 2005-12-09 2007-01-23. Author is listed
  3. NEP-CBA: Central Banking (6) 2009-06-10 2011-03-26 2012-07-08 2013-08-23 2016-07-23 2016-08-28. Author is listed
  4. NEP-RMG: Risk Management (6) 2002-12-17 2003-06-16 2007-04-09 2009-08-08 2010-06-11 2012-07-08. Author is listed
  5. NEP-FIN: Finance (5) 2002-10-23 2002-12-17 2003-06-16 2004-12-02 2005-10-29. Author is listed
  6. NEP-MAC: Macroeconomics (5) 2007-04-09 2012-06-25 2016-06-14 2016-07-23 2016-08-28. Author is listed
  7. NEP-NET: Network Economics (5) 2002-10-23 2002-10-23 2005-12-09 2007-01-23 2011-03-26. Author is listed
  8. NEP-CBE: Cognitive & Behavioural Economics (3) 2002-10-23 2002-12-17 2003-06-16
  9. NEP-CFN: Corporate Finance (3) 2002-12-17 2003-06-16 2004-12-02
  10. NEP-FDG: Financial Development & Growth (2) 2016-07-23 2016-08-28
  11. NEP-FMK: Financial Markets (2) 2002-12-17 2005-10-29
  12. NEP-MON: Monetary Economics (2) 2016-07-23 2016-08-28
  13. NEP-REG: Regulation (2) 2009-06-10 2011-11-21
  14. NEP-ACC: Accounting & Auditing (1) 2007-04-09
  15. NEP-IAS: Insurance Economics (1) 2002-12-17
  16. NEP-ICT: Information & Communication Technologies (1) 2007-01-23
  17. NEP-IFN: International Finance (1) 2012-06-25
  18. NEP-MIC: Microeconomics (1) 2004-09-30
  19. NEP-MST: Market Microstructure (1) 2009-08-08
  20. NEP-PKE: Post Keynesian Economics (1) 2004-12-02
This author is among the top 5% authors according to these criteria:
  1. Number of Citations
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  3. Number of Citations, Weighted by Simple Impact Factor
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  5. Number of Citations, Weighted by Recursive Impact Factor
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  7. Number of Citations, Weighted by Number of Authors
  8. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  9. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  10. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  11. h-index
  12. Number of Registered Citing Authors
  13. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  14. Number of Abstract Views in RePEc Services over the past 12 months
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  17. Wu-Index

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