Mathias Drehmann - Central Bank Research Hub

Papers by year: All | 2012 | 2011 | 2010 | 2009 | 2008

	Title	Other author(s)
Abstract	Liquidity risk, cash-flow constraints and systemic feedbacks Bank of England Working papers [View] (Paper: wp456, 04.12.2012)	Sujit Kapadia John Elliott Gabriel Sterne
Full text	Do debt service costs affect macroeconomic and financial stability? Bank for International Settlements Quarterly Review [View] (Paper: 1209e, 17.09.2012)	Mikael Juselius
Abstract Full text	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	Kostas Tsatsaronis Claudio Borio
Abstract Full text	Stress-testing macro stress testing: does it live up to expectations? Bank for International Settlements Working papers [View] (Paper: 369, 18.01.2012)	Kostas Tsatsaronis Claudio Borio
Abstract Full text	Anchoring Countercyclical Capital Buffers: The Role of Credit Aggregatres IJCB International Journal of Central Banking [View] (Paper: 11q4a8, 01.12.2011)	Kostas Tsatsaronis Claudio Borio
Abstract Full text	Anchoring countercyclical capital buffers: the role of credit aggregates Bank for International Settlements Working papers [View] (Paper: 355, 08.11.2011)	Kostas Tsatsaronis Claudio Borio
Abstract Full text	Systemic importance: some simple indicators Bank for International Settlements Quarterly Review [View] (Paper: 1103e, 14.03.2011)	Nikola A. Tarashev
Abstract	Measuring the systemic importance of interconnected banks Bank for International Settlements Working papers [View] (Paper: 342, 10.03.2011)	Nikola A. Tarashev
Abstract Full text	Countercyclical capital buffers: exploring options Bank for International Settlements Working papers [View] (Paper: 317, 26.07.2010) JEL: E44, E61, G21	Leonardo Gambacorta Claudio Borio Gabriel Jiménez Carlos Trucharte
Abstract Full text	Funding liquidity risk: definition and measurement Bank for International Settlements Working papers [View] (Paper: 316, 12.07.2010) JEL: E58, G21	Kleopatra Nikolaou
Abstract Full text	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	Piergiorgio Alessandri
Abstract Full text	Towards an Operational Framework for Financial Stability: "Fuzzy" Measurement and its Consequences Central Bank of Chile Working Papers [View] (Paper: 544, 29.01.2010)	Claudio Borio
Abstract Full text	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	Rodrigo Alfaro
Abstract Full text	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	Claudio Borio
Full text	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	Piergiorgio Alessandri
Full text	Funding liquidity risk: definition and measurement European Central Bank Working papers [View] (Paper: 1024, 06.03.2009) JEL: E58, G21	Kleopatra Nikolaou
Abstract Full text	Assessing the risk of banking crises - revisited Bank for International Settlements Quarterly Review [View] (Paper: 0903e, 02.03.2009) JEL: E37, E44, F34, G21	Claudio Borio
Abstract Full text	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	Steffen Sorensen Marco Stringa

Papers by year: All | 2012 | 2011 | 2010 | 2009 | 2008