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Measuring the systemic importance of interconnected banks

Drehmann, Mathias; Tarashev, Nikola A. - 2011

Persistent link: https://www.econbiz.de/10008903833

El impacto integrado del riesgo de crédito y de tasa de interés bancarios : una perspectiva de valor económico y suficiencia de capital

Drehmann, Mathias; Sorensen, Steffen; Stringer, Marco - In: Monetaria 32 (2009) 1, pp. 63-115

Persistent link: https://www.econbiz.de/10003947891

The integrated impact of credit and interest rate risk on banks : an economic value and capital adequacy perspective

Drehmann, Mathias (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003616066

Macro stress tests and crises : what can we learn?

Alfaro, Rodrigo; Drehmann, Mathias - In: BIS quarterly review : international banking and … (2009), pp. 29-41

Persistent link: https://www.econbiz.de/10003921264

The integrated impact of credit and interest rate risk on banks : a dynamic framework and stress testing application

Drehmann, Mathias; Sorensen, Steffen; Stringa, Marco - In: Journal of banking & finance 34 (2010) 4, pp. 713-729

Persistent link: https://www.econbiz.de/10003966040

An economic capital model integrating credit and interest rate risk in the banking book

Alessandri, Piergiorgio; Drehmann, Mathias - In: Journal of banking & finance 34 (2010) 4, pp. 730-742

Persistent link: https://www.econbiz.de/10003966042

Liquidity risk, cash-flow constraints and systemic feedbacks

Kapadia, Sujit; Drehmann, Mathias; Elliott, John; … - 2012

Persistent link: https://www.econbiz.de/10009559802

Evaluating early warning indicators of banking crises : satisfying policy requirements

Drehmann, Mathias; Juselius, Mikael - In: International journal of forecasting 30 (2014) 3, pp. 759-780

Persistent link: https://www.econbiz.de/10010515584

Leverage dynamics and the real burden of debt

Juselius, Mikael; Drehmann, Mathias - 2015

Persistent link: https://www.econbiz.de/10011300841

How much income is used for debt payments? : a new database for debt service ratios

Drehmann, Mathias; Illes, Anamaria; Juselius, Mikael; … - In: BIS quarterly review : international banking and … (2015), pp. 89-103

Debt service ratios (DSRs) provide important information about the interactions between debt and the real economy, as they measure the amount of income used for interest payments and amortisations. Given this pivotal role, the BIS has started to produce and release aggregate DSRs for the total...

Persistent link: https://www.econbiz.de/10011341790