Details about Martin Summer

Access statistics for papers by Martin Summer.

Last updated 2023-12-06. Update your information in the RePEc Author Service.

Short-id: psu182

Working Papers

2022

1. 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)
   Working Papers, Oesterreichische Nationalbank (Austrian Central Bank)

2021

2. Bank Solvency Stress Tests with Fire Sales (Thomas Breuer, Martin Summer, Branko Urošević)
   Working Papers, Oesterreichische Nationalbank (Austrian Central Bank)

2018

3. Systematic Systemic Stress Tests
   Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) View citations (2)

2014

4. Credit Risk in General Equilibrium
   CESifo Working Paper Series, CESifo View citations (4)
   Also in Working Paper Series, European Central Bank (2012) View citations (1)
   Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) (2011) View citations (1)
   See also Journal Article Credit risk in general equilibrium, Economic Theory, Springer (2014) View citations (4) (2014)

2013

5. Endogenous Leverage and Asset Pricing in Double Auctions
   Working Papers, Oesterreichische Nationalbank (Austrian Central Bank)
   See also Journal Article Endogenous leverage and asset pricing in double auctions, Journal of Economic Dynamics and Control, Elsevier (2015) View citations (2) (2015)

2010

6. A systematic approach to multi-period stress testing of portfolio credit risk
   Working Papers, Banco de España View citations (2)
   See also Journal Article A systematic approach to multi-period stress testing of portfolio credit risk, Journal of Banking & Finance, Elsevier (2012) View citations (34) (2012)

2009

7. How to find plausible, severe, and useful stress scenarios
   Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) View citations (80)
   See also Journal Article How to Find Plausible, Severe and Useful Stress Scenarios, International Journal of Central Banking, International Journal of Central Banking (2009) View citations (71) (2009)

2008

8. Regulatory capital for market and credit risk interaction: is current regulation always conservative?
   Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank View citations (5)

2005

9. Using Market Information for Banking System Risk Assessment
   MPRA Paper, University Library of Munich, Germany View citations (25)
   See also Journal Article Using Market Information for Banking System Risk Assessment, International Journal of Central Banking, International Journal of Central Banking (2006) View citations (195) (2006)

2004

10. Bank Capital, Liquidity and Systemic Risk
    Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim View citations (27)
    Also in Papers, Sonderforschungsbreich 504 (2004) View citations (27)
    Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) (2004) View citations (29)
    See also Journal Article Bank Capital, Liquidity, and Systemic Risk, Journal of the European Economic Association, MIT Press (2005) View citations (15) (2005)
11. Contagion Flow Through Banking Networks
    Papers, arXiv.org View citations (31)

2002

12. Banking Regulation and Systemic Risk
    Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) View citations (13)
    See also Journal Article Banking Regulation and Systemic Risk, Open Economies Review, Springer (2003) View citations (15) (2003)
13. Risk Assessment for Banking Systems
    Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) View citations (98)
    See also Journal Article Risk Assessment for Banking Systems, Management Science, INFORMS (2006) View citations (334) (2006)

2001

14. Arbitrage and Optimal Portfolio Choice with Financial Constraints
    Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) View citations (13)
15. The Financial System in the Czech Republic, Hungary and Poland after a Decade of Transition
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank View citations (15)

1996

16. Verifying Reports With a Self Interested Auditor
    Vienna Economics Papers, University of Vienna, Department of Economics

Journal Articles

2023

1. Bank solvency stress tests with fire sales
   Journal of Financial Stability, 2023, 67, (C) View citations (1)

2022

2. A digital euro and the future of cash
   Monetary Policy & the Economy, 2022, (Q1-Q2/22), 91-108

2020

3. Does digitalization require Central Bank Digital Currencies for the general public?
   Monetary Policy & the Economy, 2020, (Q4/19), 40-56 View citations (5)
4. Systematic stress tests on public data
   Journal of Banking & Finance, 2020, 118, (C) View citations (3)

2018

5. Digital money
   Monetary Policy & the Economy, 2018, (Q3/18), 23-35

2017

6. The financial system of the future
   Monetary Policy & the Economy, 2017, (10), 34–42 View citations (1)

2015

7. Endogenous leverage and asset pricing in double auctions
   Journal of Economic Dynamics and Control, 2015, 53, (C), 144-160 View citations (2)
   See also Working Paper Endogenous Leverage and Asset Pricing in Double Auctions, Working Papers (2013) (2013)

2014

8. Credit risk in general equilibrium
   Economic Theory, 2014, 57, (2), 407-435 View citations (4)
   See also Working Paper Credit Risk in General Equilibrium, CESifo Working Paper Series (2014) View citations (4) (2014)

2013

9. Financial Contagion and Network Analysis
   Annual Review of Financial Economics, 2013, 5, (1), 277-297 View citations (41)
10. Stress Test Robustness: Recent Advances and Open Problems
    Financial Stability Report, 2013, (25), 74-86

2012

11. A systematic approach to multi-period stress testing of portfolio credit risk
    Journal of Banking & Finance, 2012, 36, (2), 332-340 View citations (34)
    See also Working Paper A systematic approach to multi-period stress testing of portfolio credit risk, Working Papers (2010) View citations (2) (2010)

2011

12. Bank Supervision and Resolution: National and International Challenges
    Financial Stability Report, 2011, (22), 107-111

2010

13. Bank Recapitalization and Restructuring: An Economic Analysis of Various Options
    Monetary Policy & the Economy, 2010, (1), 87–97
14. Does adding up of economic capital for market- and credit risk amount to conservative risk assessment?
    Journal of Banking & Finance, 2010, 34, (4), 703-712 View citations (22)
15. Technological Change in the Field of Payment Instruments – Long-Term Implications for Monetary Policy and Competition Policy
    Monetary Policy & the Economy, 2010, (3), 92–97
16. The Economics of Bank Insolvency, Restructuring and Recapitalization
    Financial Stability Report, 2010, (20), 115-122

2009

17. How to Find Plausible, Severe and Useful Stress Scenarios
    International Journal of Central Banking, 2009, 5, (3), 205-224 View citations (71)
    See also Working Paper How to find plausible, severe, and useful stress scenarios, Working Papers (2009) View citations (80) (2009)

2008

18. Credit portfolio risk and asset price cycles
    Computational Management Science, 2008, 5, (4), 337-354
19. Is Current Capital Regulation Based on Conservative Risk Assessment?
    Financial Stability Report, 2008, (15), 112-118 View citations (4)
20. The Economics of Financial Stability: Research Workshop at the OeNB
    Monetary Policy & the Economy, 2008, (3), 104–112
21. The Financial Crisis in 2007 and 2008 Viewed from the Perspective of Economic Research
    Monetary Policy & the Economy, 2008, (4), 85–100 View citations (1)

2006

22. Risk Assessment for Banking Systems
    Management Science, 2006, 52, (9), 1301-1314 View citations (334)
    See also Working Paper Risk Assessment for Banking Systems, Working Papers (2002) View citations (98) (2002)
23. Systemic Risk Monitor: A Model for Systemic Risk Analysis and Stress Testing of Banking Systems
    Financial Stability Report, 2006, (11), 83-95 View citations (59)
24. Systemically important banks: an analysis for the European banking system
    International Economics and Economic Policy, 2006, 3, (1), 73-89 View citations (27)
25. Using Market Information for Banking System Risk Assessment
    International Journal of Central Banking, 2006, 2, (1) View citations (195)
    See also Working Paper Using Market Information for Banking System Risk Assessment, MPRA Paper (2005) View citations (25) (2005)

2005

26. Bank Capital, Liquidity, and Systemic Risk
    Journal of the European Economic Association, 2005, 3, (2-3), 547-555 View citations (15)
    See also Working Paper Bank Capital, Liquidity and Systemic Risk, Sonderforschungsbereich 504 Publications (2004) View citations (27) (2004)

2004

27. An Empirical Analysis of the Network Structure of the Austrian Interbank Market
    Financial Stability Report, 2004, (7), 77-87 View citations (68)
28. Network topology of the interbank market
    Quantitative Finance, 2004, 4, (6), 677-684 View citations (387)

2003

29. Banking Regulation and Systemic Risk
    Open Economies Review, 2003, 14, (1), 43-70 View citations (15)
    See also Working Paper Banking Regulation and Systemic Risk, Working Papers (2002) View citations (13) (2002)

2002

30. A New Approach to Assessing the Risk of Interbank Loans
    Financial Stability Report, 2002, (3), 75-86 View citations (7)
31. Financial markets, the structure of long-term investments and labour income risks
    Research in Economics, 2002, 56, (3), 265-298

Books

2018

1. Do We Need Central Bank Digital Currency? Economics, Technology and Institutions
   SUERF Studies, SUERF - The European Money and Finance Forum View citations (19)

2002

2. Financial System Transition in Central Europe: The First Decades
   SUERF Studies, SUERF - The European Money and Finance Forum View citations (12)

Chapters

2009

1. Quantitative Modeling of Systemic Risk in a Globalized Banking System: Methodological Challenges
   Chapter 18 in Globalization And Systemic Risk, 2009, pp 275-290

2004

2. Financial Regulation in the New Europe
   Chapter 10 in Financial Intermediation in the New Europe, 2004, pp 257-283

Editor

1. Working Papers
   Oesterreichische Nationalbank (Austrian Central Bank)