Martin Summer

Oesterreichische Nationalbank (OeNB)

Otto-Wagner-Platz 3, PO Box 61

Vienna,

1010 Vienna, A-1011

Austria

  • Oesterreichische Nationalbank (OeNB)

SCHOLARLY PAPERS

9

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Scholarly Papers (9)

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1.

Risk Assessment for Banking Systems

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 3,259 (4,036)
Citation 128

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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 1,028 (25,533)
Citation 69

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Systemic Risk, Financial Stability, Risk Management, Interbank Market

3.

Arbitrage and Optimal Portfolio Choice with Financial Constraints

Number of pages: 36 Posted: 13 Oct 2000
Helmut Elsinger and Martin Summer
Austrian National Bank - Economic Studies Division and Oesterreichische Nationalbank (OeNB)
Downloads 346 (103,599)
Citation 2

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4.

Macroeconomic Stress and Worst Case Analysis of Loan Portfolios

Number of pages: 31 Posted: 23 Jun 2008
Thomas Breuer, Martin Jandacka, Klaus Rheinberger and Martin Summer
University of Applied Sciences Vorarlberg, University of Applied Sciences Vorarlberg, University of Applied Sciences Vorarlberg and Oesterreichische Nationalbank (OeNB)
Downloads 327 (110,394)
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
Thomas Breuer, Martin Jandacka, Javier Mencia and Martin Summer
University of Applied Sciences Vorarlberg, University of Applied Sciences Vorarlberg, Banco de España and Oesterreichische Nationalbank (OeNB)
Downloads 274 (133,196)
Citation 50

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

6.

Credit Risk in General Equilibrium

Downloads 135 (252,408)
Citation 12

Credit Risk in General Equilibrium

ECB Working Paper No. 1445
Number of pages: 37 Posted: 10 Jul 2012
Jürgen Eichberger, Klaus Rheinberger and Martin Summer
Heidelberg University - Alfred Weber Institute for Economics, University of Applied Sciences Vorarlberg and Oesterreichische Nationalbank (OeNB)
Downloads 90 (337,357)

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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
Jürgen Eichberger, Klaus Rheinberger and Martin Summer
Heidelberg University - Alfred Weber Institute for Economics, University of Applied Sciences Vorarlberg and Oesterreichische Nationalbank (OeNB)
Downloads 45 (485,222)

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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
Thomas Breuer, Martin Jandacka, Klaus Rheinberger and Martin Summer
University of Applied Sciences Vorarlberg, University of Applied Sciences Vorarlberg, University of Applied Sciences Vorarlberg and Oesterreichische Nationalbank (OeNB)
Downloads 33 (531,982)

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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 10 (681,328)

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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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