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The credit-to-GDP gap and countercyclical capital buffers : questions and answers
Drehmann, Mathias; Tsatsaronis, Kostas - In: BIS quarterly review : international banking and … (2014), pp. 55-73
Persistent link: https://www.econbiz.de/10010340686
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Countercyclical capital buffers : exploring options
Drehmann, Mathias; Borio, Claudio E. V.; Gambacorta, … - 2010
Persistent link: https://www.econbiz.de/10008668639
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Funding liquidity risk : definition and measurement
Drehmann, Mathias; Nikolaou, Kleopatra - 2010
Persistent link: https://www.econbiz.de/10008668643
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Funding liquidity risk : definition and measurement
Drehmann, Mathias; Nikolaou, Kleopatra - 2009
In this paper we propose definitions of funding liquidity and funding liquidity risk and present a simple, yet intuitive, measure of funding liquidity risk based on data from open market operations. Our empirical analysis uses a unique data set of 135 main refinancing operation auctions...
Persistent link: https://www.econbiz.de/10003832073
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Liquidity risk, cash-flow constraints and systemic feedbacks
Kapadia, Sujit; Drehmann, Mathias; Elliott, John; … - 2012
Persistent link: https://www.econbiz.de/10009559802
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The effects of countercyclical capital buffers on bank lending
Drehmann, Mathias; Gambacorta, Leonardo - In: Applied economics letters 19 (2012) 7/9, pp. 603-608
Persistent link: https://www.econbiz.de/10009630599
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Anchoring countercyclical capital buffers : the role of credit aggregates
Drehmann, Mathias; Borio, Claudio E. V.; Tsatsaronis, Kostas - 2011
Persistent link: https://www.econbiz.de/10009388083
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Funding liquidity risk : definition and measurement
Drehmann, Mathias; Nikolaou, Kleopatra - In: Journal of banking & finance 37 (2013) 7, pp. 2173-2182
Persistent link: https://www.econbiz.de/10009760713
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How to calculate systemic risk surcharges
Acharya, Viral V.; Pedersen, Lasse Heje; Philippon, Thomas - In: Quantifying systemic risk, (pp. 175-212). 2013
Persistent link: https://www.econbiz.de/10010191395
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Liquidity risk, cash flow constraints, and systemic feedbacks
Kapadia, Sujit; Drehmann, Mathias; Elliott, John; … - In: Quantifying systemic risk, (pp. 29-61). 2013
Persistent link: https://www.econbiz.de/10010191420