Martin Summer

Oesterreichische Nationalbank (OeNB)

Otto-Wagner-Platz 3, PO Box 61

Vienna,

1010 Vienna, A-1011

Austria

SCHOLARLY PAPERS

9

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SSRN CITATIONS
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Top 5,341

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115

CROSSREF CITATIONS

138

Scholarly Papers (9)

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 3,278 (4,471)
Citation 128

Abstract:

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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 1,059 (26,638)
Citation 69

Abstract:

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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 348 (110,715)
Citation 2

Abstract:

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4.

Macroeconomic Stress and Worst Case Analysis of Loan Portfolios

Number of pages: 31 Posted: 23 Jun 2008
University of Applied Sciences Vorarlberg, University of Applied Sciences Vorarlberg, University of Applied Sciences Vorarlberg and Oesterreichische Nationalbank (OeNB)
Downloads 329 (117,870)
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
University of Applied Sciences Vorarlberg, University of Applied Sciences Vorarlberg, Banco de España and Oesterreichische Nationalbank (OeNB)
Downloads 286 (136,753)
Citation 51

Abstract:

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

6.
Downloads 137 (266,778)
Citation 12

Credit Risk in General Equilibrium

ECB Working Paper No. 1445
Number of pages: 37 Posted: 10 Jul 2012
Heidelberg University - Alfred Weber Institute for Economics, University of Applied Sciences Vorarlberg and Oesterreichische Nationalbank (OeNB)
Downloads 91 (357,378)

Abstract:

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Credit risk, endogenous risk, systemic risk, banking regulation

Credit Risk in General Equilibrium

Number of pages: 40 Posted: 12 Feb 2014
Heidelberg University - Alfred Weber Institute for Economics, University of Applied Sciences Vorarlberg and Oesterreichische Nationalbank (OeNB)
Downloads 46 (512,169)

Abstract:

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financial markets equilibrium, bankruptcy

7.

Regulatory Capital for Market and Credit Risk Interaction: Is Current Regulation Always Conservative?

Number of pages: 44 Posted: 08 Jun 2016
University of Applied Sciences Vorarlberg, University of Applied Sciences Vorarlberg, University of Applied Sciences Vorarlberg and Oesterreichische Nationalbank (OeNB)
Downloads 36 (550,560)

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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

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 11 (717,723)

Abstract:

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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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