Martin Summer

Oesterreichische Nationalbank (OeNB)

Otto-Wagner-Platz 3, PO Box 61

Vienna,

1010 Vienna, A-1011

Austria

SCHOLARLY PAPERS

9

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Scholarly Papers (9)

1.

Risk Assessment for Banking Systems

14th Annual Utah Winter Finance Conference Paper; EFA 2003 Annual Conference Paper No. 437
Number of pages: 37 Posted: 25 Aug 2004
Helmut Elsinger, Alfred Lehar and Martin Summer
Austrian National Bank - Economic Studies Division, University of Calgary - Haskayne School of Business and Oesterreichische Nationalbank (OeNB)
Downloads 3,207 (3,244)
Citation 97

Abstract:

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Systemic Risk, Financial Stability, Risk Management, Inter-bank Market

2.

Using Market Information for Banking System Risk Assessment

Number of pages: 41 Posted: 30 Aug 2005
Helmut Elsinger, Alfred Lehar and Martin Summer
Austrian National Bank - Economic Studies Division, University of Calgary - Haskayne School of Business and Oesterreichische Nationalbank (OeNB)
Downloads 955 (23,165)
Citation 63

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Systemic Risk, Financial Stability, Risk Management, Interbank Market

3.

Arbitrage and Optimal Portfolio Choice with Financial Constraints

EFA 0625
Number of pages: 36 Posted: 13 Oct 2000
Helmut Elsinger and Martin Summer
Austrian National Bank - Economic Studies Division and Oesterreichische Nationalbank (OeNB)
Downloads 341 (87,625)
Citation 2

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4.

Macroeconomic Stress and Worst Case Analysis of Loan Portfolios

Number of pages: 31 Posted: 23 Jun 2008
University of Applied Sciences Vorarlberg, University of Applied Sciences Vorarlberg, University of Applied Sciences Vorarlberg and Oesterreichische Nationalbank (OeNB)
Downloads 325 (92,356)
Citation 2

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macro stress test, worst case, Maximum Loss, risk integration, scenario analysis, foreign currency loans

5.

A Systematic Approach to Multi-Period Stress Testing of Portfolio Credit Risk

Banco de Espana Working Paper No. 1018
Number of pages: 26 Posted: 18 Jun 2010
University of Applied Sciences Vorarlberg, University of Applied Sciences Vorarlberg, Banco de España and Oesterreichische Nationalbank (OeNB)
Downloads 261 (116,978)
Citation 48

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Stress Testing, Credit Risk, Worst Case Search, Maximum Loss

6.
Downloads 133 (215,640)
Citation 12

Credit Risk in General Equilibrium

ECB Working Paper No. 1445
Number of pages: 37 Posted: 10 Jul 2012
Heidelberg University - Alfred Weber Institute for Economics, University of Applied Sciences Vorarlberg and Oesterreichische Nationalbank (OeNB)
Downloads 89 (288,371)

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Credit risk, endogenous risk, systemic risk, banking regulation

Credit Risk in General Equilibrium

CESifo Working Paper Series No. 4602
Number of pages: 40 Posted: 12 Feb 2014
Heidelberg University - Alfred Weber Institute for Economics, University of Applied Sciences Vorarlberg and Oesterreichische Nationalbank (OeNB)
Downloads 44 (417,631)

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financial markets equilibrium, bankruptcy

7.

Regulatory Capital for Market and Credit Risk Interaction: Is Current Regulation Always Conservative?

Bundesbank Series 2 Discussion Paper No. 2008,14
Number of pages: 44 Posted: 08 Jun 2016
University of Applied Sciences Vorarlberg, University of Applied Sciences Vorarlberg, University of Applied Sciences Vorarlberg and Oesterreichische Nationalbank (OeNB)
Downloads 29 (472,786)

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integrated analysis of market and credit risk, risk management, foreign currency loans, banking regulation

8.

The Financial System in the Czech Republic, Hungary and Poland after a Decade of Transition

Bundesbank Series 1 Discussion Paper No. 2001,16
Number of pages: 96 Posted: 08 Jun 2016
Thomas Reininger, Franz Schardax and Martin Summer
Österreichische Nationalbank, Oesterreichische Nationalbank (OeNB) and Oesterreichische Nationalbank (OeNB)
Downloads 8 (595,918)

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Financial System in Czech Republic, Hungary and Poland, Financial Sector Transition, Transition Economics

9.

Financial Contagion and Network Analysis

Annual Review of Financial Economics, Vol. 5, pp. 277-297, 2013
Posted: 08 Nov 2013
Martin Summer
Oesterreichische Nationalbank (OeNB)

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