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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
10882004
Risk assessment for banking systems
H Elsinger, A Lehar, M Summer
Management science 52 (9), 1301-1314, 2006
9752006
Using market information for banking system risk assessment
H Elsinger, A Lehar, M Summer
Available at SSRN 787929, 2005
2542005
How to find plausible, severe, and useful stress scenarios
T Breuer, M Jandacka, K Rheinberger, M Summer
Working Paper, 2009
1532009
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
1402006
Banking regulation and systemic risk
M Summer
Open economies review 14, 43-70, 2003
1192003
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
1162004
Financial contagion and network analysis
M Summer
Annu. Rev. Financ. Econ. 5 (1), 277-297, 2013
992013
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
952010
Systemically important banks: an analysis for the European banking system
H Elsinger, A Lehar, M Summer
International Economics and Economic Policy 3, 73-89, 2006
932006
Contagion flow through banking networks
M Boss, M Summer, S Thurner
Computational Science-ICCS 2004: 4th International Conference, Kraków …, 2004
842004
Network models and systemic risk assessment
H Elsinger, A Lehar, M Summer
Handbook on Systemic Risk 1 (1), 287-305, 2013
812013
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
762012
Bank capital, liquidity, and systemic risk
J Eichberger, M Summer
Journal of the European Economic Association 3 (2-3), 547-555, 2005
732005
Financial system transition in Central Europe: The first decade
T Reininger, F Schardax, M Summer
SUERF studies, 2002
652002
Does mandatory rotation enhance auditor independence?
M Summer
Journal of Contextual Economics–Schmollers Jahrbuch, 327-359, 1998
401998
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
382008
Systemic risk monitor: Risk assessment and stress testing for the austrian banking system
M Boss, T Breuer, H Elsinger, G Krenn, A Lehar, C Puhr, M Summer
Internal technical document. OeNB, 2006
232006
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
202019
Arbitrage and optimal portfolio choice with financial constraints
H Elsinger, M Summer
Available at SSRN 239469, 1999
201999
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