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Martin Summer

Personal Details

First Name:Martin
Middle Name:
Last Name:Summer
Suffix:
RePEc Short-ID:psu182
[This author has chosen not to make the email address public]

Affiliation

Oesterreichische Nationalbank

Wien, Austria
https://www.oenb.at/
RePEc:edi:oenbbat (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters Books Editorship

Working papers

  1. Svetlana Abramova & Rainer Böhme & Helmut Elsinger & Helmut Stix & Martin Summer, 2022. "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)," Working Papers 241, Oesterreichische Nationalbank (Austrian Central Bank).
  2. Thomas Breuer & Martin Summer & Branko Urošević, 2021. "Bank Solvency Stress Tests with Fire Sales (Thomas Breuer, Martin Summer, Branko Urošević)," Working Papers 235, Oesterreichische Nationalbank (Austrian Central Bank).
  3. Thomas Breuer & Martin Summer, 2018. "Systematic Systemic Stress Tests," Working Papers 225, Oesterreichische Nationalbank (Austrian Central Bank).
  4. Jürgen Eichberger & Klaus Rheinberger & Martin Summer, 2014. "Credit Risk in General Equilibrium," CESifo Working Paper Series 4602, CESifo.
  5. Thomas Breuer & Martin Summer & Hans-Joachim Vollbrecht, 2013. "Endogenous Leverage and Asset Pricing in Double Auctions," Working Papers 184, Oesterreichische Nationalbank (Austrian Central Bank).
  6. Thomas Breuer & Martin Jandačka & Javier Mencía & Martin Summer, 2010. "A systematic approach to multi-period stress testing of portfolio credit risk," Working Papers 1018, Banco de España.
  7. 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).
  8. 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.
  9. Elsinger, Helmut & Lehar, Alfred & Summer, Martin, 2005. "Using Market Information for Banking System Risk Assessment," MPRA Paper 817, University Library of Munich, Germany.
  10. Michael Boss & Martin Summer & Stefan Thurner, 2004. "Contagion Flow Through Banking Networks," Papers cond-mat/0403167, arXiv.org.
  11. Eichberger, Jürgen & Summer, Martin, 2004. "Bank capital, liquidity and systemic risk," Papers 04-45, Sonderforschungsbreich 504.
  12. Martin Summer, 2002. "Banking Regulation and Systemic Risk," Working Papers 57, Oesterreichische Nationalbank (Austrian Central Bank).
  13. Helmut Elsinger & Alfred Lehar & Martin Summer, 2002. "Risk Assessment for Banking Systems," Working Papers 79, Oesterreichische Nationalbank (Austrian Central Bank).
  14. 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.
  15. Helmut Elsinger & Martin Summer, 2001. "Arbitrage and Optimal Portfolio Choice with Financial Constraints," Working Papers 49, Oesterreichische Nationalbank (Austrian Central Bank).
  16. Muriel GÖTZ & Martin SUMMER, 1996. "Verifying Reports With a Self Interested Auditor," Vienna Economics Papers vie9611, University of Vienna, Department of Economics.

Articles

  1. Breuer, Thomas & Summer, Martin & Urošević, Branko, 2023. "Bank solvency stress tests with fire sales," Journal of Financial Stability, Elsevier, vol. 67(C).
  2. Hannes Hermanky & Martin Summer, 2022. "A digital euro and the future of cash," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue Q1-Q2/22, pages 91-108.
  3. Paul Pichler & Martin Summer & Beat Weber, 2020. "Does digitalization require Central Bank Digital Currencies for the general public?," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue Q4/19, pages 40-56.
  4. Breuer, Thomas & Summer, Martin, 2020. "Systematic stress tests on public data," Journal of Banking & Finance, Elsevier, vol. 118(C).
  5. Paul Pichler & Alexander Schierlinger-Brandmayr & Martin Summer, 2018. "Digital money," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue Q3/18, pages 23-35.
  6. Christian Beer & Ernest Gnan & Manuel Mayer & Martin Summer, 2017. "The financial system of the future," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 10, pages 34-42.
  7. Breuer, Thomas & Jandačka, Martin & Summer, Martin & Vollbrecht, Hans-Joachim, 2015. "Endogenous leverage and asset pricing in double auctions," Journal of Economic Dynamics and Control, Elsevier, vol. 53(C), pages 144-160.
  8. Jürgen Eichberger & Klaus Rheinberger & Martin Summer, 2014. "Credit risk in general equilibrium," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 57(2), pages 407-435, October.
  9. Thomas Breuer & Martin Summer, 2013. "Stress Test Robustness: Recent Advances and Open Problems," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 25, pages 74-86.
  10. Martin Summer, 2013. "Financial Contagion and Network Analysis," Annual Review of Financial Economics, Annual Reviews, vol. 5(1), pages 277-297, November.
  11. 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.
  12. Martin Summer, 2011. "Bank Supervision and Resolution: National and International Challenges," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 22, pages 107-111.
  13. 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.
  14. 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.
  15. Helmut Elsinger & Martin Summer, 2010. "The Economics of Bank Insolvency, Restructuring and Recapitalization," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 20, pages 115-122.
  16. 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.
  17. 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.
  18. 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.
  19. 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.
  20. 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.
  21. Klaus Rheinberger & Martin Summer, 2008. "Credit portfolio risk and asset price cycles," Computational Management Science, Springer, vol. 5(4), pages 337-354, October.
  22. 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.
  23. 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.
  24. Helmut Elsinger & Alfred Lehar & Martin Summer, 2006. "Risk Assessment for Banking Systems," Management Science, INFORMS, vol. 52(9), pages 1301-1314, September.
  25. 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.
  26. 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.
  27. Michael Boss & Helmut Elsinger & Martin Summer & Stefan Thurner, 2004. "Network topology of the interbank market," Quantitative Finance, Taylor & Francis Journals, vol. 4(6), pages 677-684.
  28. 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), issue 7, pages 77-87.
  29. Martin Summer, 2003. "Banking Regulation and Systemic Risk," Open Economies Review, Springer, vol. 14(1), pages 43-70, January.
  30. 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.
  31. 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), issue 3, pages 75-86.

Chapters

  1. Martin Summer, 2009. "Quantitative Modeling of Systemic Risk in a Globalized Banking System: Methodological Challenges," World Scientific Book Chapters, in: Douglas D Evanoff & David S Hoelscher & George G Kaufman (ed.), Globalization And Systemic Risk, chapter 18, pages 275-290, World Scientific Publishing Co. Pte. Ltd..
  2. Martin Summer & Michael Würz, 2004. "Financial Regulation in the New Europe," Chapters, in: Donato Masciandaro (ed.), Financial Intermediation in the New Europe, chapter 10, pages 257-283, Edward Elgar Publishing.
    RePEc:erf:erfssc:16-1 is not listed on IDEAS

Books

  1. Itai Agur & Mario Bergara & Michael D. Bordo & Alessandra Cillo & Walter Engert & Santiago Fernandez de Lis & Ben S.C. Fung & Ernest Gnan & Andrew T. Levin & Dirk Niepelt & Ruth Judson & Donato Mascia, 2018. "Do We Need Central Bank Digital Currency? Economics, Technology and Institutions," SUERF Studies, SUERF - The European Money and Finance Forum, number 2018/2 edited by Ernest Gnan and Donato Masciandaro, May.
  2. 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, May.

Editorship

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

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Euclidian citation score
  2. Wu-Index

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 11 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 (6) 2006-11-25 2008-07-20 2009-03-14 2010-07-03 2011-10-22 2012-11-11. Author is listed
  2. 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
  3. NEP-FIN: Finance (3) 2001-10-29 2004-10-21 2005-05-23
  4. NEP-REG: Regulation (3) 2002-04-15 2008-07-20 2009-03-14
  5. NEP-CMP: Computational Economics (2) 2010-07-03 2013-09-06
  6. NEP-FMK: Financial Markets (2) 2001-10-29 2010-07-03
  7. NEP-CBA: Central Banking (1) 2011-10-22
  8. NEP-CFN: Corporate Finance (1) 2010-07-03
  9. NEP-CIS: Confederation of Independent States (1) 2011-10-22
  10. NEP-IAS: Insurance Economics (1) 2002-04-15
  11. NEP-IFN: International Finance (1) 2002-04-15
  12. NEP-LAW: Law and Economics (1) 2002-04-15

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