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Martin Summer
Martin Summer
Oesterreichische Nationalbank
Verified email at oenb.at
Title
Cited by
Cited by
Year
Network topology of the interbank market
M Boss, H Elsinger, M Summer, S Thurner 4
Quantitative finance 4 (6), 677-684, 2004
12102004
Risk assessment for banking systems
H Elsinger, A Lehar, M Summer
Management science 52 (9), 1301-1314, 2006
10662006
Using market information for banking system risk assessment
H Elsinger, A Lehar, M Summer
Available at SSRN 787929, 2005
2682005
How to find plausible, severe, and useful stress scenarios
T Breuer, M Jandacka, K Rheinberger, M Summer
Working Paper, 2009
1762009
Systemic risk monitor: A model for systemic risk analysis and stress testing of banking systems
M Boss, G Krenn, C Puhr, M Summer
Financial Stability Report 11 (June), 83-95, 2006
1472006
Financial contagion and network analysis
M Summer
Annu. Rev. Financ. Econ. 5 (1), 277-297, 2013
1372013
Banking regulation and systemic risk
M Summer
Open economies review 14 (1), 43-70, 2003
1282003
An empirical analysis of the network structure of the Austrian interbank market
M Boss, H Elsinger, M Summer, S Thurner
Financial Stability Report 7, 77-87, 2004
1262004
Does adding up of economic capital for market-and credit risk amount to conservative risk assessment?
T Breuer, M Jandačka, K Rheinberger, M Summer
Journal of Banking & Finance 34 (4), 703-712, 2010
972010
Network models and systemic risk assessment
H Elsinger, A Lehar, M Summer
Handbook on systemic risk 1 (1), 287-305, 2013
942013
Contagion flow through banking networks
M Boss, M Summer, S Thurner
International conference on computational science, 1070-1077, 2004
932004
Systemically important banks: an analysis for the European banking system
H Elsinger, A Lehar, M Summer
International Economics and Economic Policy 3 (1), 73-89, 2006
892006
A systematic approach to multi-period stress testing of portfolio credit risk
T Breuer, M Jandačka, J Mencía, M Summer
Journal of Banking & Finance 36 (2), 332-340, 2012
792012
Bank capital, liquidity, and systemic risk
J Eichberger, M Summer
Journal of the European Economic Association 3 (2-3), 547-555, 2005
772005
21. Financial system transition in Central Europe: the first decade
T Reininger, F Schardax, M Summer
Economic Convergence and Divergence in Europe: Growth and Regional …, 2003
662003
What can CBDC designers learn from asking potential users? Results from a survey of Austrian residents
S Abramova, R Böhme, H Elsinger, H Stix, M Summer
Working Paper, 2022
552022
Does mandatory rotation enhance auditor independence?
M Summer
Journal of Contextual Economics–Schmollers Jahrbuch, 327-359, 1998
431998
Regulatory capital for market and credit risk interaction: is current regulation always conservative?
T Breuer, M Jandacka, K Rheinberger, M Summer
Bundesbank Series 2 Discussion Paper, 2008
372008
Does digitalization require central bank digital currencies for the general public
P Pichler, M Summer, B Weber
OeNB Monetary Policy & The Economy Q 4, 40-56, 2019
282019
Arbitrage and optimal portfolio choice with financial constraints
H Elsinger, M Summer
Working Paper, 2001
232001
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Articles 1–20