Mathias Drehmann - Central Bank Research Hub

Papers by year: All | 2017 | 2016 | 2015 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008

Title Other author(s)

Accounting for debt service : The painful legacy of credit booms

Bank of Finland Discussion Papers [View] (Paper: 12/2017, 27.06.2017)

JEL: D14, E17, E44, G01

Accounting for debt service: the painful legacy of credit booms

Bank for International Settlements Working papers [View] (Paper: 645, 19.06.2017)

JEL: D14, E17, E44, G01

Monetary policy, the financial cycle and ultralow interest rates

Bank of Finland Discussion Papers [View] (Paper: 24/2016, 10.08.2016)

JEL: E32, E40, E44, E50, E52

Leverage dynamics and the burden of debt

Bank of Finland Discussion Papers [View] (Paper: 3/2016, 01.04.2016)

JEL: E20, E32, E44, G01

How much income is used for debt payments? A new database for debt service ratios

Bank for International Settlements Quarterly Review [View] (Paper: 1509h, 15.09.2015)

JEL: C8, E50

Leverage dynamics and the real burden of debt

Bank for International Settlements Working papers [View] (Paper: 501, 28.07.2015)

JEL: E20, E32, E44, G01

Evaluating early warning indicators of banking crises: Satisfying policy requirements

Bank for International Settlements Working papers [View] (Paper: 421, 14.08.2013)

Total credit as an early warning indicator for systemic banking crises

Bank for International Settlements Quarterly Review [View] (Paper: 1306f, 03.06.2013)

How much does the private sector really borrow - a new database for total credit to the private non-financial sector

Bank for International Settlements Quarterly Review [View] (Paper: 1303h, 18.03.2013)

Liquidity risk, cash-flow constraints and systemic feedbacks

Bank of England Working papers [View] (Paper: wp456, 04.12.2012)

Do debt service costs affect macroeconomic and financial stability?

Bank for International Settlements Quarterly Review [View] (Paper: 1209e, 17.09.2012)

Characterising the financial cycle: don't lose sight of the medium term!

Bank for International Settlements Working papers [View] (Paper: 380, 13.06.2012)

JEL: E44, E61, G21

Stress-testing macro stress testing: does it live up to expectations?

Bank for International Settlements Working papers [View] (Paper: 369, 18.01.2012)

Anchoring Countercyclical Capital Buffers: The Role of Credit Aggregatres

IJCB International Journal of Central Banking [View] (Paper: 11q4a8, 01.12.2011)

Anchoring countercyclical capital buffers: the role of credit aggregates

Bank for International Settlements Working papers [View] (Paper: 355, 08.11.2011)

Systemic importance: some simple indicators

Bank for International Settlements Quarterly Review [View] (Paper: 1103e, 14.03.2011)

Measuring the systemic importance of interconnected banks

Bank for International Settlements Working papers [View] (Paper: 342, 10.03.2011)

Countercyclical capital buffers: exploring options

Bank for International Settlements Working papers [View] (Paper: 317, 26.07.2010)

JEL: E44, E61, G21

Funding liquidity risk: definition and measurement

Bank for International Settlements Working papers [View] (Paper: 316, 12.07.2010)

JEL: E58, G21

An economic capital model integrating credit and interest rate risk in the banking book

Bank of England Working papers [View] (Paper: 388, 01.06.2010)

JEL: C13, E47, G21

Towards an Operational Framework for Financial Stability: "Fuzzy" Measurement and its Consequences

Central Bank of Chile Working Papers [View] (Paper: 544, 29.01.2010)

Macro stress tests and crises: what can we learn?

Bank for International Settlements Quarterly Review [View] (Paper: 0912e, 07.12.2009)

JEL: E44, G01, G17

Towards an operational framework for financial stability: "fuzzy" measurement and its consequences

Bank for International Settlements Working papers [View] (Paper: 284, 12.06.2009)

JEL: E30, E44, G10, G20, G28

An economic capital model integrating credit and interest rate risk in the banking book

European Central Bank Working papers [View] (Paper: 1041, 06.05.2009)

JEL: C13, E47, G21

Funding liquidity risk: definition and measurement

European Central Bank Working papers [View] (Paper: 1024, 06.03.2009)

JEL: E58, G21

Assessing the risk of banking crises - revisited

Bank for International Settlements Quarterly Review [View] (Paper: 0903e, 02.03.2009)

JEL: E37, E44, F34, G21

The integrated impact of credit and interest rate risk on banks: an economic value and capital adequacy perspective

Bank of England Working papers [View] (Paper: 339, 02.04.2008)

JEL: C13, E47, G21

Papers by year: All | 2017 | 2016 | 2015 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008