Martin Summer

Summer

Forschungsschwerpunkte

  • financial economics
  • banking regulation
  • systemic risk

Ausgewählte Publikationen

Summer, M. (2013). Financial Contagion and Network Analysis, Annual Reviews of Financial Economics, 5, 1–38.

Breuer, T., Jandačka, M., Mencía, J., Summer, M. (2012). A Systematic Approach to Multi-Period Stress Testing of Portfolio Credit Risk, Journal of Banking and Finance, 36, 332–340.

Breuer, T., Rheinberger, K., Jandačka, M., Summer, M. (2010). Does Adding Up of Economic Capital for Market- and Credit Risk amount to Conservative Risk Assessment?, Journal of Banking and Finance, 34, 703–712.

Breuer, T., Rheinberger, K., Jandačka, M., Summer, M. (2009). How to find Plausible, Severe and Useful Stress Scenarios, International Journal of Central Banking, 205–224.

Elsinger, H., Lehar, A., Summer, M. (2006). Risk Assessment for Banking Systems, Management Science, 52, 9, 1301–1314.

Elsinger, H., Lehar, A., Summer, M. (2006). Using Market Information for Banking System Risk Assessment, International Journal of Central Banking, 2,1, 137-165.

Eichberger, J., Summer, M. (2005). Bank Capital, Liquidity and Systemic Risk, Journal of the European Economic Association, 3, (2-3), 547-555.

Boss, M., Elsinger, H., Summer, M., Thurner, S. (2004). Network Topology of the Interbank Market, Quantitative Finance, 4, 1–8.