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Mathias Drehmann
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Cited by
Year
Assessing the risk of banking crises–revisited
CEV Borio, M Drehmann
BIS Quarterly Review, March, 2009
15172009
Characterising the financial cycle: don't lose sight of the medium term!
M Drehmann, CEV Borio, K Tsatsaronis
BIS working paper, 2012
9992012
Evaluating early warning indicators of banking crises: Satisfying policy requirements
M Drehmann, M Juselius
International Journal of Forecasting 30 (3), 759-780, 2014
986*2014
Towards an operational framework for financial stability:'fuzzy'measurement and its consequences
CEV Borio, M Drehmann
BIS Working Paper, 2009
7252009
Funding liquidity risk: definition and measurement
M Drehmann, K Nikolaou
Journal of Banking & Finance 37 (7), 2173-2182, 2013
6052013
Anchoring countercyclical capital buffers: the role of credit aggregates
M Drehmann, CEV Borio, K Tsatsaronis
BIS Working paper, 2011
5982011
Stress-testing macro stress testing: does it live up to expectations?
C Borio, M Drehmann, K Tsatsaronis
Journal of Financial Stability 12, 3-15, 2014
4102014
Measuring the systemic importance of interconnected banks
M Drehmann, N Tarashev
Journal of Financial Intermediation 22 (4), 586-607, 2013
3872013
The credit-to-GDP gap and countercyclical capital buffers: questions and answers
M Drehmann, K Tsatsaronis
BIS Quarterly Review March, 2014
3632014
Herding and contrarian behavior in financial markets: An internet experiment
M Drehmann, J Oechssler, A Roider
American Economic Review 95 (5), 1403-1426, 2005
3592005
Systemic importance: some simple indicators
M Drehmann, NA Tarashev
BIS Quarterly Review, March, 2011
2212011
How much does the private sector really borrow? A new database for total credit to the private non-financial sector
C Dembiermont, M Drehmann, S Muksakunratana
BIS Quarterly Review March, 2013
2182013
Do debt service costs affect macroeconomic and financial stability?
M Drehmann, M Juselius
BIS Quarterly Review September, 2012
2182012
Macro stress tests and crises: what can we learn?
RA Alfaro, M Drehmann
BIS Quarterly Review December, 2009
211*2009
Monetary policy, the financial cycle and ultra-low interest rates
M Juselius, CEV Borio, P Disyatat, M Drehmann
BIS Working Paper, 2016
2012016
The challenges facing currency usage: will the traditional transaction medium be able to resist competition from the new technologies?
M Drehmann, C Goodhart, M Krueger
Economic Policy 17 (34), 193-228, 2002
2002002
The integrated impact of credit and interest rate risk on banks: A dynamic framework and stress testing application
M Drehmann, S Sorensen, M Stringa
Journal of Banking & Finance 34 (4), 713-729, 2010
1912010
An economic capital model integrating credit and interest rate risk in the banking book
P Alessandri, M Drehmann
Journal of Banking & Finance 34 (4), 730-742, 2010
1692010
The effects of countercyclical capital buffers on bank lending
M Drehmann, L Gambacorta
Applied economics letters 19 (7), 603-608, 2012
1542012
Early warning indicators of banking crises: expanding the family
I Aldasoro, CEV Borio, M Drehmann
BIS Quarterly Review, March, 2018
1512018
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