Mathias Drehmann

Principal Economist
Monetary and Economic Department, Financial Markets

Mathias Drehmann's main expertise lies in financial stability questions, macroprudential regulation and addressing procyclicality, where his research provided the basis for the countercyclical capital buffer adopted under Basel III. Mathias has widely published in academic journals such as the American Economic Review, the Journal of Financial Intermediation and the Journal of Banking and Finance. He has participated in several international working groups of the Basel Committee, the Committee on the Global Financial System and the Financial Stability Board. Before joining the BIS, Mathias was a research manager at the Bank of England and a Senior Expert at the European Central Bank. He 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 stability and macroprudential issues
  • Business cycles and growth
  • Financial institutions and microprudential issues (including banking supervision)

Date BIS research papers
Jan 2012

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

BIS Working Papers No 369

Other authors: Claudio Borio and Kostas Tsatsaronis

Nov 2011

Anchoring countercyclical capital buffers: the role of credit aggregates

BIS Working Papers No 355

Other authors: Claudio Borio and Kostas Tsatsaronis

Mar 2011

Systemic importance: some simple indicators

BIS Quarterly Review March 2011

Other authors: Nikola Tarashev

Mar 2011

Measuring the systemic importance of interconnected banks

BIS Working Papers No 342

Other authors: Nikola Tarashev

Jul 2010

Countercyclical capital buffers: exploring options

BIS Working Papers No 317

Other authors: Claudio Borio, Leonardo Gambacorta, Gabriel Jimenez and Carlos Trucharte

Jul 2010

Funding liquidity risk: definition and measurement

BIS Working Papers No 316

Other authors: Kleopatra Nikolaou

Dec 2009

Macro stress tests and crises: what can we learn?

BIS Quarterly Review December 2009

Other authors: Rodrigo Alfaro

Jun 2009

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

BIS Working Papers No 284

Other authors: Claudio Borio

Mar 2009

Assessing the risk of banking crises - revisited

BIS Quarterly Review March 2009

Other authors: Claudio Borio