PhDr. Ing. Petr Jakubík Ph.D.

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Field of interest: financial stability, credit risk, banking
Membership: Finance and Capital Markets, Internal

Contact

Office: 311
Email: PetrJakubik [AT] seznam [DOT] cz
Phone: +49 69 9511 19393
Personal web pages: http://ideas.repec.org/e/pja172.html
Available: individual arrangement

More information

Syllabi

Course supervisor

JEM128 - Financial Modeling Using MS Excel, VBA

Teacher

JEM128 - Financial Modeling Using MS Excel, VBA

PhD study

Tutor: prof. Ing. Oldřich Dědek CSc.

Studying from: 2008
PhDr examination: 03/2007
Final exam: 04/2010
Dissertation Proposal defence: 17/5/2012
Dissertation defence: 17/10/2012

Current work:

Dissertation topic:
Four Essays on Financial Stability

Disertation abstract:

Optional courses:

CV

Organisation Memberships

Czech Economic Society, Society for the Study of Emerging Markets, Macro-prudential Research Network, International Economic Association

Education

2008-12 PhD. in economics, Charles University in Prague
2007 PhDr. examination, economics, Charles University in Prague
9-11/2006 Course on Financial Programming and Policies, IMF Institute, Washington, D.C., USA
2004-06 Master in economics, Charles University in Prague
2005 economics, finance - Hanken Svenska Handelshögskolan, Helsinki, Finland (exchange)
2001-04 PhD. in finance, University of Economics in Prague
1999-02 Master in statistics and insurance, University of Economics in Prague
1994-99 Master in computer science, mathematics, Czech Technical University in Prague

Job history

07/2013++ Principal Expert on Financial Stability, EIOPA - European Insurance and Occupational Pensions Authority, Frankfurt am Main, Germany
02/2013-6/2013 Chief Economist, Financial Stability Department, Czech National Bank, Prague, Czech Republic
11/2012-2/2013 Financial Stability Consultant, Oesterreichische Nationalbank, Vienna, Austria
10/2012 Financial Stability Consultant, Central Bank of Malta, Valletta, Malta
2010-12 International Economist, EU Neighbouring Regions Division, European Central Bank, Frankfurt am Main, Germany
2008-10 Chief Economist, Economic Research and Financial Stability Department, Czech National Bank, Prague, Czech Republic
9-12/2009 Technical Adviser, Financial Stability Institute, Bank for International Settlements, Basel, Switzerland
2005-07 Chief Financial Stability Analyst, Economic Research Department, Czech National Bank, Prague, Czech Republic
7-9/2005 Project Researcher, Monetary Policy and Research Department, Bank of Finland, Helsinki, Finland
2001-04 Scoring Analyst, Credit Risk Management Department, Komercni banka, Societe Generale Group, Prague, Czech Republic
1999-00 Programmer-Analyst, Terminus s.r.o., Beroun, Czech Republic
1999 Programmer-Analyst, Ceska narodni zdravotni pojistovna, Prague, Czech Republic

see http://cz.linkedin.com/pub/petr-jakubik/a/66b/247/

Teaching
SS 2014 Financial Modeling Using MS Excel and VBA
SS 2013 Financial Modeling Using MS Excel and VBA
SS 2012 Financial Modeling Using MS Excel and VBA
SS 2011 Financial Modeling Using MS Excel and VBA
SS 2011 Corporate Finance
SS 2010 Financial Modeling Using MS Excel and VBA
SS 2010 Corporate Finance
SS 2009 Corporate Finance
WS 2008 Portfolio Analysis and Financial Risk Management – Seminar
WS 2008 Financial Modeling Using MS Excel and VBA
SS 2008 Corporate Finance
WS 2007 Portfolio Analysis and Financial Risk Management – Seminar
WS 2007 Banking

Extra activities

2007+ Czech Economic Society – member of the Board (president 2012-2013, vice-president 2010-2011)
2010+ Central European Review of Economic Issues, Faculty of Economics, VSB, member of Editorial Board
2006-11 Basic Research Centre of Dynamic Economy and Econometrics – member of the Centre Council

Referee for Journal of Financial Stability, Emerging Markets Finance and Trade, Czech Journal of Economics and Finance, Slovak Journal of Economics, IES Working Papers

Awards and prizes

■ 2013 Biographical reference in Who's who in the World 2014 (Marquis, 31th Pearl Anniversary Edition)
■ 2012 Biographical reference in Who's who in the World 2013 (Marquis, 30th Pearl Anniversary Edition)
■ 2011 Outstanding Research Award, The institute for Business and Finance research, Global Conference on Business and Finance, San Jose, Costa Rica
■ 2010 Irving Fisher Committee Award for the best paper on a topic related to data gaps revealed by the financial crisis for the work "Household Response to the Economic Crisis: Micro-simulation for the Czech Economy", the winning paper 2010, International biennial prize, Bank for International Settlement, Basel, Switzerland
■ 2010 SAS Prize 2009, Award for academics, Prize for the paper "Household Response to the Economic Crisis", SAS Institute, Prague, Czech Republic
■ 2009 SAS Student Ambassador Award, international annual prize for students and researchers who use SAS technologies in innovative ways that benefit their respective industries and fields of study, SAS Global Forum, Washington D.C., US
■ 2008 Financial Stability Institute Award for the best paper on a topic related to a financial regulatory or supervisory issue for the work "Macroeconomic credit risk modelling and stress testing – Comparison of the Czech Republic and Germany", International biennial prize for the employees of a financial sector supervisory agency, Bank for International Settlement, Basel, Switzerland
■ 2007 profesor Vencovsky Award of The University of Finance and Administration in Prague for the five best papers in economics for the work Credit risk and stress testing of the Czech Banking Sector, Czech Republic, Czech Republic
■ 2006 Bolzano Award in Economics for the work Credit Risk Models and the Economic Cycle, Prize of Charles University in Prague, Czech Republic
■ 2006 Young Economist Award of the Czech Economic Society, annual prize for the three best papers in economics for the work Macroeconomic Environment and Credit Risk, Czech Republic
■ 2006 McKinsey and RWE-Transgas Prize in Economics, Prize for the Best Thesis submitted at the Institute for Economics Studies, Czech Republic
■ 2006 Dean of the Faculty distinction for an extraordinarily good masters thesis, Faculty of Social Sciences, Charles University in Prague, Czech Republic

Topics for supervision

Bachelor theses

see topics for MA's theses

Master theses

New challenges to financial regulation and supervision
Stress testing of the banking sector
Credit risk modelling and macroprudential regulation
Household response to economic crisis
Optimal investment strategy

Supervised Bachelor theses

all/awarded: 1/1
Awarded: Bc. Jana Procházková

Supervised Master Theses

all/awarded: 13/7
Awarded: Mgr. Adriána Lelovská, Mgr. Diana Žigraiová, Mgr. Jakub Chleboun, Mgr. Jakub Seidler, Mgr. Tatjana Vukelič, Mgr. Veronika Holá, Mgr. Zuzana Iršová

Current Ph.D. students

number: 2
Mgr. Adriána Lelovská , Mgr. Diana Žigraiová