PhDr. Ing. Petr Jakubík Ph.D.
Field of interest: financial stability, credit risk, banking
Membership: Finance and Capital Markets, Former PhD students, Internal
Contact
Office: 311
Email: PetrJakubik [AT] seznam [DOT] cz
Phone:
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 (Socrates)
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
02/2013++ 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 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 – president, member of the Board
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
Currently supervising 3 M.A. thesis at the Institute of Economic Studies
Awards and prizes
■ 2012 Biographical reference in Who's who in the World (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
■ 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: 11/5
Awarded:
Mgr. Jakub Chleboun, Mgr. Jakub Seidler, Mgr. Tatjana Vukelič, Mgr. Veronika Holá, Mgr. Zuzana Iršová