Martin Summer
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Summer |
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Contact
Affiliations
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Oesterreichische Nationalbank
Research profile
author of:
- Financial Contagion and Network Analysis (RePEc:anr:refeco:v:5:y:2013:p:277-297)
by Martin Summer - Contagion Flow Through Banking Networks (RePEc:arx:papers:cond-mat/0403167)
by Michael Boss & Martin Summer & Stefan Thurner - A systematic approach to multi-period stress testing of portfolio credit risk (RePEc:bde:wpaper:1018)
by Thomas Breuer & Martin Jandačka & Javier Mencía & Martin Summer - Credit Risk in General Equilibrium (RePEc:ces:ceswps:_4602)
by Jürgen Eichberger & Klaus Rheinberger & Martin Summer - Credit risk in general equilibrium (RePEc:ecb:ecbwps:20121445)
by Eichberger, Jürgen & Rheinberger, Klaus & Summer, Martin - Endogenous leverage and asset pricing in double auctions (RePEc:eee:dyncon:v:53:y:2015:i:c:p:144-160)
by Breuer, Thomas & Jandačka, Martin & Summer, Martin & Vollbrecht, Hans-Joachim - Bank solvency stress tests with fire sales (RePEc:eee:finsta:v:67:y:2023:i:c:s157230892300061x)
by Breuer, Thomas & Summer, Martin & Urošević, Branko - Systematic stress tests on public data (RePEc:eee:jbfina:v:118:y:2020:i:c:s0378426620301527)
by Breuer, Thomas & Summer, Martin - Does adding up of economic capital for market- and credit risk amount to conservative risk assessment? (RePEc:eee:jbfina:v:34:y:2010:i:4:p:703-712)
by Breuer, Thomas & Jandacka, Martin & Rheinberger, Klaus & Summer, Martin - A systematic approach to multi-period stress testing of portfolio credit risk (RePEc:eee:jbfina:v:36:y:2012:i:2:p:332-340)
by Breuer, Thomas & Jandačka, Martin & Mencía, Javier & Summer, Martin - Financial markets, the structure of long-term investments and labour income risks (RePEc:eee:reecon:v:56:y:2002:i:3:p:265-298)
by Summer, Martin - Financial Regulation in the New Europe (RePEc:elg:eechap:3532_10)
by Martin Summer & Michael Würz - Unknown item RePEc:erf:erfssc:16-1 (chapter)
- Financial System Transition in Central Europe: The First Decades (RePEc:erf:erfstu:16)
by Thomas Reininger & Franz Schardax & Martin Summer - Do We Need Central Bank Digital Currency? Economics, Technology and Institutions (RePEc:erf:erfstu:93)
by Itai Agur & Mario Bergara & Michael D. Bordo & Alessandra Cillo & Walter Engert & Santiago Fernandez de Lis & Ben S.C. Fung & Ernest Gnan & Andrew T. Levin & Dirk Niepelt & Ruth Judson & Donato Mascia - Using Market Information for Banking System Risk Assessment (RePEc:ijc:ijcjou:y:2006:q:1:a:4)
by Helmut Elsinger & Alfred Lehar & Martin Summer - How to Find Plausible, Severe and Useful Stress Scenarios (RePEc:ijc:ijcjou:y:2009:q:3:a:7)
by Thomas Breuer & Martin Jandacka & Klaus Rheinberger & Martin Summer - Risk Assessment for Banking Systems (RePEc:inm:ormnsc:v:52:y:2006:i:9:p:1301-1314)
by Helmut Elsinger & Alfred Lehar & Martin Summer - Systemically important banks: an analysis for the European banking system (RePEc:kap:iecepo:v:3:y:2006:i:1:p:73-89)
by Helmut Elsinger & Alfred Lehar & Martin Summer - Banking Regulation and Systemic Risk (RePEc:kap:openec:v:14:y:2003:i:1:p:43-70)
by Martin Summer - Bank capital, liquidity and systemic risk (RePEc:mnh:spaper:2697)
by Eichberger, Jürgen & Summer, Martin - A New Approach to Assessing the Risk of Interbank Loans (RePEc:onb:oenbfs:y:2002:i:3:b:1)
by Helmut Elsinger & Alfred Lehar & Martin Summer - An Empirical Analysis of the Network Structure of the Austrian Interbank Market (RePEc:onb:oenbfs:y:2004:i:7:b:3)
by Michael Boss & Helmut Elsinger & Martin Summer & Stefan Thurner - Systemic Risk Monitor: A Model for Systemic Risk Analysis and Stress Testing of Banking Systems (RePEc:onb:oenbfs:y:2006:i:11:b:2)
by Michael Boss & Gerald Krenn & Claus Puhr & Martin Summer - Is Current Capital Regulation Based on Conservative Risk Assessment? (RePEc:onb:oenbfs:y:2008:i:15:b:3)
by Thomas Breuer & Martin Jandacka & Klaus Rheinberger & Martin Summer - The Economics of Bank Insolvency, Restructuring and Recapitalization (RePEc:onb:oenbfs:y:2010:i:20:b:4)
by Helmut Elsinger & Martin Summer - Bank Supervision and Resolution: National and International Challenges (RePEc:onb:oenbfs:y:2011:i:22:b:4)
by Martin Summer - Stress Test Robustness: Recent Advances and Open Problems (RePEc:onb:oenbfs:y:2013:i:25:b:3)
by Thomas Breuer & Martin Summer - The Economics of Financial Stability: Research Workshop at the OeNB (RePEc:onb:oenbmp:y:2008:i:3:b:5)
by Martin Summer - The Financial Crisis in 2007 and 2008 Viewed from the Perspective of Economic Research (RePEc:onb:oenbmp:y:2008:i:4:b:5)
by Martin Summer - Bank Recapitalization and Restructuring: An Economic Analysis of Various Options (RePEc:onb:oenbmp:y:2010:i:1:b:5)
by Helmut Elsinger & Martin Summer - Technological Change in the Field of Payment Instruments – Long-Term Implications for Monetary Policy and Competition Policy (RePEc:onb:oenbmp:y:2010:i:3:b:5)
by Helmut Stix & Martin Summer - The financial system of the future (RePEc:onb:oenbmp:y:2017:i:10:b:3)
by Christian Beer & Ernest Gnan & Manuel Mayer & Martin Summer - Digital money (RePEc:onb:oenbmp:y:2018:i:q3/18:b:2)
by Paul Pichler & Alexander Schierlinger-Brandmayr & Martin Summer - Does digitalization require Central Bank Digital Currencies for the general public? (RePEc:onb:oenbmp:y:2020:i:q4/19:b:2)
by Paul Pichler & Martin Summer & Beat Weber - A digital euro and the future of cash (RePEc:onb:oenbmp:y:2022:i:q1-q2/22:b:4)
by Hannes Hermanky & Martin Summer - Working Papers (RePEc:onb:oenbwp)
from Oesterreichische Nationalbank (Austrian Central Bank) as editor - How to find plausible, severe, and useful stress scenarios (RePEc:onb:oenbwp:150)
by Thomas Breuer & Martin Jandacka & Klaus Rheinberger & Martin Summer - Credit Risk in General Equilibrium (RePEc:onb:oenbwp:172)
by Jürgen Eichberger & Klaus Rheinberger & Martin Summer - Endogenous Leverage and Asset Pricing in Double Auctions (RePEc:onb:oenbwp:184)
by Thomas Breuer & Martin Summer & Hans-Joachim Vollbrecht - Systematic Systemic Stress Tests (RePEc:onb:oenbwp:225)
by Thomas Breuer & Martin Summer - Bank Solvency Stress Tests with Fire Sales (Thomas Breuer, Martin Summer, Branko Urošević) (RePEc:onb:oenbwp:235)
by Thomas Breuer & Martin Summer & Branko Urošević - What can CBDC designers learn from asking potential users? Results from a survey of Austrian residents (Svetlana Abramova, Rainer Böhme, Helmut Elsinger, Helmut Stix, Martin Summer) (RePEc:onb:oenbwp:241)
by Svetlana Abramova & Rainer Böhme & Helmut Elsinger & Helmut Stix & Martin Summer - Arbitrage and Optimal Portfolio Choice with Financial Constraints (RePEc:onb:oenbwp:49)
by Helmut Elsinger & Martin Summer - Banking Regulation and Systemic Risk (RePEc:onb:oenbwp:57)
by Martin Summer - Risk Assessment for Banking Systems (RePEc:onb:oenbwp:79)
by Helmut Elsinger & Alfred Lehar & Martin Summer - Bank Capital, Liquidity and Systemic Risk (RePEc:onb:oenbwp:87)
by Juergen Eichberger & Martin Summer - Using Market Information for Banking System Risk Assessment (RePEc:pra:mprapa:817)
by Elsinger, Helmut & Lehar, Alfred & Summer, Martin - Credit portfolio risk and asset price cycles (RePEc:spr:comgts:v:5:y:2008:i:4:p:337-354)
by Klaus Rheinberger & Martin Summer - Credit risk in general equilibrium (RePEc:spr:joecth:v:57:y:2014:i:2:p:407-435)
by Jürgen Eichberger & Klaus Rheinberger & Martin Summer - Network topology of the interbank market (RePEc:taf:quantf:v:4:y:2004:i:6:p:677-684)
by Michael Boss & Helmut Elsinger & Martin Summer & Stefan Thurner - Bank Capital, Liquidity, and Systemic Risk (RePEc:tpr:jeurec:v:3:y:2005:i:2-3:p:547-555)
by Jürgen Eichberger & Martin Summer - Verifying Reports With a Self Interested Auditor (RePEc:vie:viennp:vie9611)
by Muriel GÖTZ & Martin SUMMER - Quantitative Modeling of Systemic Risk in a Globalized Banking System: Methodological Challenges (RePEc:wsi:wschap:9789812833389_0018)
by Martin Summer - Bank Capital, Liquidity and Systemic Risk (RePEc:xrs:sfbmaa:04-45)
by Eichberger, Jürgen & Summer, Martin - The Financial System in the Czech Republic, Hungary and Poland after a Decade of Transition (RePEc:zbw:bubdp1:4161)
by Schardax, Franz & Reininger, Thomas & Summer, Martin - Regulatory capital for market and credit risk interaction: is current regulation always conservative? (RePEc:zbw:bubdp2:7324)
by Breuer, Thomas & Jandacka, Martin & Rheinberger, Klaus & Summer, Martin