Stefan W. Schmitz

Oesterreichische Nationalbank (OeNB)

Otto-Wagner Platz 3

POB 61

Vienna 1011

Austria

Vienna Circle Society

Spitalgasse 2-4, Court 1

Vienna, 1090

Austria

SCHOLARLY PAPERS

19

DOWNLOADS
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2,271

CITATIONS
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in Total Papers Citations

5

Scholarly Papers (19)

1.

The Impact of the Basel III Liquidity Standards on the Implementation of Monetary Policy

Number of pages: 40 Posted: 29 Jul 2011 Last Revised: 11 Sep 2012
Stefan W. Schmitz
Oesterreichische Nationalbank (OeNB)
Downloads 830 (17,642)
Citation 2

Abstract:

Basel III, liquidity regulation, money markets, monetary policy

2.

The Political Economy of Institutional Change in the Payment System and Monetary Policy

Number of pages: 36 Posted: 14 Nov 2006
Stefan W. Schmitz
Oesterreichische Nationalbank (OeNB)
Downloads 147 (160,066)

Abstract:

Government and the Monetary System, Monetary Policy, Payment Systems, Political Economy, Institutional Economics

3.

The Assessment of Operational Risk in the Austrian Large Value Payment System ARTIS

Number of pages: 16 Posted: 01 Mar 2006
Stefan W. Schmitz, Claus Puhr, Hannes Moshammer and Martin Hausmann
Oesterreichische Nationalbank (OeNB), Oesterreichische Nationalbank (OeNB), Oesterreichische Nationalbank (OeNB) and Oesterreichische Nationalbank (OeNB)
Downloads 147 (166,594)

Abstract:

operational risk, payment systems, simulations,

4.

Liquidity, Risk Concentration and Network Structure in the Austrian Large Value Payment System

Number of pages: 18 Posted: 01 Mar 2006
Stefan W. Schmitz and Claus Puhr
Oesterreichische Nationalbank (OeNB) and Oesterreichische Nationalbank (OeNB)
Downloads 137 (171,322)

Abstract:

operational risk, payment system, network structure, liquidity and payment risk

5.

Structure and Stability in Payment Networks – A Panel Data Analysis of ARTIS Simulations

Number of pages: 39 Posted: 07 May 2009 Last Revised: 06 Jul 2009
Stefan W. Schmitz and Claus Puhr
Oesterreichische Nationalbank (OeNB) and Oesterreichische Nationalbank (OeNB)
Downloads 124 (186,042)
Citation 1

Abstract:

Networks, network stability, network indicators, payment systems, operational shocks

Bank Solvency and Funding Cost: New Data and New Results

Number of pages: 46 Posted: 27 Apr 2016 Last Revised: 17 May 2017
Stefan W. Schmitz, Michael Sigmund and Laura Valderrama
Oesterreichische Nationalbank (OeNB), Oesterreichische Nationalbank (OeNB) and International Monetary Fund (IMF) - Western Hemisphere Department
Downloads 60 (307,381)

Abstract:

Solvency, funding cost, stress testing

Bank Solvency and Funding Cost: New Data and New Results

IMF Working Paper No. 17/116
Number of pages: 47 Posted: 02 Jun 2017
Stefan W. Schmitz, Michael Sigmund and Laura Valderrama
Oesterreichische Nationalbank (OeNB), Oesterreichische Nationalbank (OeNB) and International Monetary Fund (IMF) - Western Hemisphere Department
Downloads 33 (397,354)

Abstract:

Solvency, funding cost, stress testing, General

7.

The Economic Impact of Measures Aimed at Strengthening Bank Resilience – Estimates for Austria

Oesterreichische Nationalbank Financial Stability Report, No. 20, December 2010
Number of pages: 29 Posted: 05 Jan 2011 Last Revised: 16 Jan 2011
Emanuel A. Kopp, Christian Ragacs and Stefan W. Schmitz
International Monetary Fund (IMF), Oesterreichische Nationalbank (OeNB) and Oesterreichische Nationalbank (OeNB)
Downloads 91 (208,499)

Abstract:

Bank Regulation, Basel III, Impact Study, Economic Growth, Common Equity Tier 1, Capital Conservation Buffer, Contingent Capital, Bank Resolution

8.

Next Generation System-Wide Liquidity Stress Testing

IMF Working Paper No. 12/3
Number of pages: 61 Posted: 02 Feb 2012
International Monetary Fund (IMF), International Monetary Fund, Oesterreichische Nationalbank (OeNB), affiliation not provided to SSRN and Oesterreichische Nationalbank (OeNB)
Downloads 86 (214,093)
Citation 1

Abstract:

Bank supervision, Banks, Financial risk, Liquidity management, Risk management

9.

The Governance of Occupational Pension Funds and the Politico-Economic Implications: The Case of Austria

Number of pages: 37 Posted: 15 Aug 2005
Stefan W. Schmitz
Oesterreichische Nationalbank (OeNB)
Downloads 85 (237,270)
Citation 1

Abstract:

Governance, pensions funds

10.

The Impact of Projected Demographic Developments on Funded Pension Provision in Austria

Number of pages: 26 Posted: 25 Mar 2007
Stefan W. Schmitz
Oesterreichische Nationalbank (OeNB)
Downloads 63 (275,429)

Abstract:

Demography, Financial Markets, Pension Funds, Pensions

11.

EU Bank Packages: Objectives and Potential Conflicts of Objectives

Oesterreichische Nationalbank Financial Stability Review, No. 17, June 2009
Number of pages: 22 Posted: 05 Jan 2011
Stefan W. Schmitz, Beat Weber and Michaela Posch
Oesterreichische Nationalbank (OeNB), Oesterreichische Nationalbank (OeNB) and Oesterreichische Nationalbank (OeNB)
Downloads 51 (293,631)

Abstract:

Financial crisis, bank packages

12.

Systemically Important Accounts, Network Topology and Contagion in Artis

Number of pages: 20 Posted: 27 May 2008
Oesterreichische Nationalbank (OeNB), Oesterreichische Nationalbank (OeNB), Oesterreichische Nationalbank (OeNB), Oesterreichische Nationalbank (OeNB) and affiliation not provided to SSRN
Downloads 51 (319,421)

Abstract:

Payment systems, operational risk, network topology, stress tests

13.

Varieties of Helping Capitalism: Politico-Economic Determinants of Bank Rescue Packages in the EU During the Recent Crisis

Socio-Economic Review Volume 9, Number 4 (2011), 639-671, doi:10.1093/ser/mwr009
Number of pages: 33 Posted: 20 Sep 2014
Beat Weber and Stefan W. Schmitz
Oesterreichische Nationalbank (OeNB) and Oesterreichische Nationalbank (OeNB)
Downloads 3 (496,008)

Abstract:

bailout, banks, financial markets, financialization, financial crisis, Europe, varieties of capitalism

14.

The Changing Role of Macroprudential Policy in Austria after World War II

Döme, S., S. W. Schmitz, K. Steiner, E. Ubl (2016) "The Changing Role of Macroprudential Policy in Austria after World War II", Two Hundred Years of Central Banking in Austria: selected topics. Monetary Policy and the Economy Q3-4/16, 163-189,
Number of pages: 27 Posted: 16 May 2017
Sophia Döme, Stefan W. Schmitz, Katharina Steiner and Eva Ubl
Oesterreichische Nationalbank (OeNB), Oesterreichische Nationalbank (OeNB), Oesterreichsiche Nationalbank (OeNB) and Oesterreichische Nationalbank (OeNB)
Downloads 0 (500,990)

Abstract:

History of Austrian macroprudential policy, credit control agreements

15.

The OeNB's Reaction to the End of the Bretton Woods System: Tracing the Roots of the Indicator

Stefan W. Schmitz (2016), The OeNB's Reaction to the End of the Bretton Woods System: Tracing the Roots of the Indicator, Monetary Policy and the Economy Q3-4/16, 190-210
Number of pages: 21 Posted: 16 May 2017
Stefan W. Schmitz
Oesterreichische Nationalbank (OeNB)
Downloads 0 (505,905)

Abstract:

Austrian economic history, monetary and exchange rate policy, Bretton Woods

16.

Basel III and Recourse to Eurosystem Monetary Policy Operations

ECB Occasional Paper No. 171
Number of pages: 49 Posted: 28 Apr 2016
Bank of Italy, Bank of Portugal, European Central Bank (ECB), Central Bank of Ireland, Bank of Greece, Banque de France, European Central Bank, Bank of Italy, Oesterreichische Nationalbank (OeNB), Deutsche Bundesbank, Bank of Portugal and European Central Bank (ECB) - Directorate Financial Stability and Supervision
Downloads 0 (293,631)

Abstract:

Basel III, liquidity regulation, monetary policy implementation

17.

The Priorities of Deleveraging in the Euro Area and Austria and Its Implications for CESEE

Financial Stability Report 27, Oesterreichische Nationalbank, 2014
Number of pages: 14 Posted: 18 Nov 2015
Judith Eidenberger, Stefan W. Schmitz and Katharina Steiner
Oesterreichische Nationalbank (OeNB), Oesterreichische Nationalbank (OeNB) and Oesterreichsiche Nationalbank (OeNB)
Downloads 0 (464,839)

Abstract:

deleveraging, excessive deleveraging, balance sheet growth, economic growth

18.

The Impact of the Liquidity Coverage Ratio (LCR) on the Implementation of Monetary Policy

Economic Notes, Vol. 42, Issue 2, pp. 135-170, 2013
Number of pages: 36 Posted: 21 Jun 2013
Stefan W. Schmitz
Oesterreichische Nationalbank (OeNB)
Downloads 0 (550,965)
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Abstract:

19.

B2c E-Commerce: A Frictionless Market is Not in Sight - Arguments, Empirics and Policy Implications

Posted: 25 Aug 2012
Michael Latzer and Stefan W. Schmitz
University of Zurich and Oesterreichische Nationalbank (OeNB)

Abstract: