Claus Puhr

Oesterreichische Nationalbank (OeNB)

Economist

Otto-Wagner-Platz 3

1090 Vienna

Austria

  • Oesterreichische Nationalbank (OeNB)

SCHOLARLY PAPERS

7

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1,031

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7

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9

Scholarly Papers (7)

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1.

Next Generation Balance Sheet Stress Testing

IMF Working Paper No. 11/83
Number of pages: 43 Posted: 26 Apr 2011
Maher Mohamad Hasan, Christian Schmieder and Claus Puhr
International Monetary Fund (IMF), Bank for International Settlements (BIS) and Oesterreichische Nationalbank (OeNB)
Downloads 255 (168,269)

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Bank supervision, Banks, Basel Core Principles, Credit risk, Financial risk, Risk management

2.

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 154 (264,558)

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operational risk, payment systems, simulations,

3.

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 154 (264,558)
Citation 1

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

4.

Next Generation System-Wide Liquidity Stress Testing

IMF Working Paper No. 12/3
Number of pages: 61 Posted: 02 Feb 2012
Heiko Hesse, Christian Schmieder, Claus Puhr, Benjamin Neudorfer and Stefan W. Schmitz
International Monetary Fund (IMF), Bank for International Settlements (BIS), Oesterreichische Nationalbank (OeNB), affiliation not provided to SSRN and Oesterreichische Nationalbank (OeNB)
Downloads 153 (265,905)
Citation 1

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

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 148 (273,186)
Citation 1

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

6.

Contagiousness and Vulnerability in the Austrian Interbank Market

Oesterreichische Nationalbank Financial Stability Report, Vol. 24, December 2012
Number of pages: 17 Posted: 29 May 2014
Claus Puhr, Reinhardt Seliger and Michael Sigmund
Oesterreichische Nationalbank (OeNB), Oesterreichische Nationalbank (OeNB) and Oesterreichische Nationalbank (OeNB)
Downloads 108 (344,643)
Citation 8

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Interbank market, network indicators, contagion, panel analysis

7.

Systemically Important Accounts, Network Topology and Contagion in Artis

Number of pages: 20 Posted: 27 May 2008
Stefan W. Schmitz, Claus Puhr, Michael Boss, Gerald Krenn and Valentina Metz
Oesterreichische Nationalbank (OeNB), Oesterreichische Nationalbank (OeNB), Oesterreichische Nationalbank (OeNB), Oesterreichische Nationalbank (OeNB) and affiliation not provided to SSRN
Downloads 59 (487,450)

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Payment systems, operational risk, network topology, stress tests