
Mathias Drehmann
Mathias Drehmann heads the secretariat for the Markets Committee, which facilitates central bank cooperation and information exchange about central bank operations and financial market functioning. Mathias has been with the BIS for more than a decade, most recently as Head of Emerging Markets. Prior to joining the BIS, he held appointments at the Bank of England and the ECB. Mathias has extensive experience in covering financial markets in advanced economies and EMEs and has a strong research record. His work focuses on financial markets, macro-financial interactions, financial cycles and financial stability more generally. It provided the basis for the countercyclical capital buffer adopted under Basel III. Mathias's work is cited widely and has been published in academic journals such as the American Economic Review, the Journal of Financial Intermediation or the Journal of Banking and Finance. Mathias received a PhD from the University of Bonn and the London School of Economics, as part of the European Doctoral Program for Quantitative Economics.
Fields of interest
- Financial markets
- Financial stability and macro-prudential issues
- Business cycle and growth
September 2017 |
by Claudio Borio, Mathias Drehmann, Mikael Juselius and Piti Disyatat in International Journal of Central Banking
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2014 |
in International Journal of Forecasting
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October 2013 |
by Mathias Drehmann and Nikola Tarashev in Journal of Financial Intermediation
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December 2011 |
by Claudio Borio, Kostas Tsatsaronis and Mathias Drehmann in International Journal of Central Banking
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2005 |
by A Roider, J Oechssler and Mathias Drehmann in American Economic Review
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Forthcoming |
The Holt–Winters filter and the one-sided HP filter: A close correspondence
by Mathias Drehmann and Rodrigo Alfaro in Economics Letters
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October 2021 |
by James Yetman and Mathias Drehmann in International Journal of Central Banking
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December 2020 |
by Claudio Borio, Dora Xia and Mathias Drehmann in Journal of Macroeconomics
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June 2014 |
by Claudio Borio, Kostas Tsatsaronis and Mathias Drehmann in Journal of Financial Stability
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December 2013 |
by Claudio Borio, Kostas Tsatsaronis and Mathias Drehmann in The role of central banks in financial stability: how has it changed?
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