Dieter Gramlich

Baden-Wuerttemberg Cooperative State University Mosbach (DHBW)

Lohrtalweg 10

Mosbach, 74821

Germany

SCHOLARLY PAPERS

11

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7

Scholarly Papers (11)

Financial Stress Index: Identification of Systemic Risk Conditions

24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 58 Posted: 28 Aug 2011 Last Revised: 06 Apr 2013
Case Western Reserve University - Weatherhead School of Management, Indiana University, Federal Reserve Banks - Federal Reserve Bank of Cleveland, Baden-Wuerttemberg Cooperative State University Mosbach (DHBW) and Federal Reserve Banks - Federal Reserve Bank of Cleveland
Downloads 576 (45,051)
Citation 3

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systemic risk, financial stress, financial stress index, early warning system

The Financial Stress Index: Identification of Systemic Risk Conditions

FRB of Cleveland Working Paper No. 11-30
Number of pages: 75 Posted: 10 Nov 2011 Last Revised: 06 Apr 2013
Case Western Reserve University - Weatherhead School of Management, Indiana University, Federal Reserve Banks - Federal Reserve Bank of Cleveland, Baden-Wuerttemberg Cooperative State University Mosbach (DHBW) and Federal Reserve Banks - Federal Reserve Bank of Cleveland
Downloads 336 (87,268)

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Systemic risk, financial stress, financial stress index, early warning system

SAFE: An Early Warning System for Systemic Banking Risk

24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 48 Posted: 26 Aug 2011
Case Western Reserve University - Weatherhead School of Management, Indiana University, Federal Reserve Banks - Federal Reserve Bank of Cleveland, Baden-Wuerttemberg Cooperative State University Mosbach (DHBW), Federal Reserve Banks - Federal Reserve Bank of Cleveland and Federal Reserve Banks - Federal Reserve Bank of Cleveland
Downloads 345 (84,701)
Citation 1

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systemic risk, early warning system, financial stress index, microprudential, macroprudential, structural characteristics, feedback, liquidity amplification, contagion

SAFE: An Early Warning System for Systemic Banking Risk

FRB of Cleveland Working Paper No. 11-29
Number of pages: 80 Posted: 01 Nov 2011
Case Western Reserve University - Weatherhead School of Management, Indiana University, Federal Reserve Banks - Federal Reserve Bank of Cleveland, Baden-Wuerttemberg Cooperative State University Mosbach (DHBW), Federal Reserve Banks - Federal Reserve Bank of Cleveland and Federal Reserve Banks - Federal Reserve Bank of Cleveland
Downloads 155 (188,122)
Citation 9

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Systemic risk, early warning system, financial stress index, microprudential, macroprudential, liquidity feedback

SAFE: An Early Warning System for Systemic Banking Risk

Journal of Banking & Finance, Available online 13 March 2013, ISSN 0378-4266
Posted: 04 Apr 2013 Last Revised: 21 Apr 2013
Case Western Reserve University - Weatherhead School of Management, Federal Reserve Banks - Federal Reserve Bank of Cleveland, Baden-Wuerttemberg Cooperative State University Mosbach (DHBW) and Federal Reserve Banks - Federal Reserve Bank of Cleveland

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Systemic risk, Early warning system, Financial stress index, Microprudential, Macroprudential, Liquidity feedback

3.

Early Warning Systems for Systemic Banking Risk: Critical Review and Modeling Implications

Banks and Bank Systems 5.2 (2010), pp. 199-211
Number of pages: 13 Posted: 04 Apr 2013 Last Revised: 08 Apr 2013
Baden-Wuerttemberg Cooperative State University Mosbach (DHBW), Independent, Case Western Reserve University - Weatherhead School of Management and Federal Reserve Banks - Federal Reserve Bank of Cleveland
Downloads 357 (81,984)
Citation 5

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4.

Financial Stress Index: A Lens for Supervising the Financial System

FRB of Cleveland Policy Discussion Paper No. 12-37
Number of pages: 57 Posted: 06 Apr 2013
Case Western Reserve University - Weatherhead School of Management, Federal Reserve Banks - Federal Reserve Bank of Cleveland, Baden-Wuerttemberg Cooperative State University Mosbach (DHBW) and Federal Reserve Banks - Federal Reserve Bank of Cleveland
Downloads 224 (134,650)
Citation 1

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financial system stability, systemic risk, financial stress, financial supervision, financial stress index

Policy in Adaptive Financial Markets — The Use of Systemic Risk Early Warning Tools

Systemic Risk: Liquidity Risk, Governance and Financial Stability
Number of pages: 72 Posted: 31 Mar 2013
Mikhail V. Oet, Stephen J. Ong and Dieter Gramlich
Case Western Reserve University - Weatherhead School of Management, Federal Reserve Banks - Federal Reserve Bank of Cleveland and Baden-Wuerttemberg Cooperative State University Mosbach (DHBW)
Downloads 97 (268,995)
Citation 1

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financial stability, regulation, macroprudential, policy instrument, early warning system, systemic risk, financial stress, imbalance

Policy in Adaptive Financial Markets — The Use of Systemic Risk Early Warning Tools

FRB of Cleveland Working Paper No. 13-09
Number of pages: 74 Posted: 15 Nov 2013
Mikhail V. Oet, Stephen J. Ong and Dieter Gramlich
Case Western Reserve University - Weatherhead School of Management, Federal Reserve Banks - Federal Reserve Bank of Cleveland and Baden-Wuerttemberg Cooperative State University Mosbach (DHBW)
Downloads 51 (386,373)

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financial stability, regulation, macroprudential, policy instrument, early warning system, systemic risk, financial stress, imbalance

6.

Information Disclosure, Bank Performance and Bank Stability

Int. J. Banking, Accounting and Finance, Vol. 5, No. 4, 2014
Number of pages: 39 Posted: 25 Nov 2016
Perihan Iren, Alan K. Reichert and Dieter Gramlich
Zayed University, Cleveland State University and Baden-Wuerttemberg Cooperative State University Mosbach (DHBW)
Downloads 50 (383,339)

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information disclosure, transparency, banking disclosure, bank performance, bank stability, securitisation, credit derivatives, financial crisis

7.

Evaluating the Information Value for Measures of Systemic Conditions

FRB of Cleveland Working Paper No. 15-13
Number of pages: 34 Posted: 10 Aug 2015
Case Western Reserve University - Weatherhead School of Management, Federal Reserve Banks - Federal Reserve Bank of Cleveland, Baden-Wuerttemberg Cooperative State University Mosbach (DHBW), Hanken School of Economics and Federal Reserve Banks - Federal Reserve Bank of Cleveland
Downloads 37 (431,013)

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Information value; Systemic conditions; Coincident measures; Early warning; Macroprudential policy

8.

Does Bank Transparency Matter?

Banks and Bank Systems, Volume 9, Issue 1, 75-93
Number of pages: 19 Posted: 22 Nov 2016
Perihan Iren, Alan K. Reichert and Dieter Gramlich
Zayed University, Cleveland State University and Baden-Wuerttemberg Cooperative State University Mosbach (DHBW)
Downloads 34 (443,335)

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banking transparency, banking disclosure, information disclosure, bank performance, bank stability, secu- ritization, credit derivatives, financial crisis

9.

The Structural Fragility of Financial Systems: Analysis and Modeling Implications for Early Warning Systems

Journal of Risk Finance, 12.4 (2011): 270-290, 2010
Posted: 05 Apr 2013
Dieter Gramlich and Mikhail V. Oet
Baden-Wuerttemberg Cooperative State University Mosbach (DHBW) and Case Western Reserve University - Weatherhead School of Management

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Financial market vulnerability, Systemic risk, Systemic risk capital, Financial markets, Banks

10.

Systemic Risk Early Warning System: A Micro-Macro Prudential Synthesis

J.P. Fouque and J.A. Langsam (Eds.), Handbook on Systemic Risk, Cambridge University Press (2013)
Posted: 04 Apr 2013
Case Western Reserve University - Weatherhead School of Management, Indiana University, Federal Reserve Banks - Federal Reserve Bank of Cleveland, Baden-Wuerttemberg Cooperative State University Mosbach (DHBW), Federal Reserve Banks - Federal Reserve Bank of Cleveland and Federal Reserve Banks - Federal Reserve Bank of Cleveland

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Systemic risk, early warning system, financial stress index, microprudential, macroprudential, structural characteristics, feedback, liquidity amplification, contagion

11.

Weighting Methods for Financial Stress Indices - Comparison and Implications for Risk Management

Journal of Financial Management and Analysis, Volume 25, No. 2, July-December, 2012
Posted: 20 Mar 2013
Dieter Gramlich, Timothy Bianco and Mikhail V. Oet
Baden-Wuerttemberg Cooperative State University Mosbach (DHBW), Federal Reserve Banks - Federal Reserve Bank of Cleveland and Case Western Reserve University - Weatherhead School of Management

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Financial stress index, Weighting, Market transparency, Systemic risk, Risk alerts