Claus Puhr

Oesterreichische Nationalbank (OeNB)

Economist

Otto-Wagner-Platz 3

1090 Vienna

Austria

SCHOLARLY PAPERS

7

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925

SSRN CITATIONS
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SSRN RANKINGS

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2

CROSSREF CITATIONS

9

Scholarly Papers (7)

1.

Next Generation Balance Sheet Stress Testing

IMF Working Paper No. 11/83
Number of pages: 43 Posted: 26 Apr 2011
International Monetary Fund (IMF), International Monetary Fund and Oesterreichische Nationalbank (OeNB)
Downloads 237 (131,934)

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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
Oesterreichische Nationalbank (OeNB), Oesterreichische Nationalbank (OeNB), Oesterreichische Nationalbank (OeNB) and Oesterreichische Nationalbank (OeNB)
Downloads 152 (197,536)

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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 148 (201,951)
Citation 1

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

4.

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 136 (216,284)
Citation 1

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

5.

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 117 (242,608)
Citation 1

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

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
Oesterreichische Nationalbank (OeNB), Oesterreichische Nationalbank (OeNB) and Oesterreichische Nationalbank (OeNB)
Downloads 77 (318,803)
Citation 3

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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
Oesterreichische Nationalbank (OeNB), Oesterreichische Nationalbank (OeNB), Oesterreichische Nationalbank (OeNB), Oesterreichische Nationalbank (OeNB) and affiliation not provided to SSRN
Downloads 58 (370,533)

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Payment systems, operational risk, network topology, stress tests