PhDr. Jakub Seidler Ph.D.

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Field of interest: Credit Risk, Finance, Macroeconomics, Applied Econometrics, Financial Stability
Membership: External, Macroeconomics and Econometrics

Contact

Office: 602
Email: seidler [AT] email [DOT] cz
Phone: +420224412453
Personal web pages: http://ideas.repec.org/f/pse203.html
Available: upon request

More information

PhD study

Tutor: prof. Ing. Oldřich Dědek CSc.

Studying from: 2008
PhDr examination: 03/2009
Final exam: 09/2009
Dissertation Proposal defence: 09/05/2012
Dissertation defence: 25/09/2012

Current work:

Dissertation topic:
Credit Risk in the Macroprudential Framework: Three Essays

Disertation abstract:

Optional courses:

CV

Organisation Memberships

Czech Economic Society, European Finance Association, Centre des Professions Financières, The International Network for Economic Research

Education

2008–2012 PhD. at the Institute of Economic Studies, Charles University
2011 University of New Orleans /exchange program
2006–2008 master degree in economics at the Institute of Economic Studies, Charles University
Spring 2007 Humboldt-Universität, Berlin
2003–2006 bachelor degree in economics at the Institute of Economic Studies, Charles University
1999–2003 High school Gymnázium Mikuláše Koperníka in Bílovec

Job history

05/2012+ Head of Macroprudential Policy Unit, Financial Stability Department, Czech National Bank
03/2010–04/2012 Economist, Financial Stability Department, Czech National Bank
09/2009–02/2010 Analyst, Monetary and Statistics Department, Czech National Bank
01/2008–08/2009 Junior Researcher, Monetary and Statistics Department, Czech National Bank
see LinkedIn

Extra activities

Refereeing: Economic Dynamics, Czech Journal of Economics and Finance, Bulletin of the Czech Econometric Society, Czech National Bank Working Papers, Czech Economic Review, IES Working Papers

Currently supervising 1 M.A. and 1 B.A. theses at our Institute

Awards and prizes

■ 2011 Frantisek Vencovsky Prize for Young Economists (1st place jointly with A. Gersl and F. Matejka)
■ 2009 Czech Econometric Society Award - 3rd place in the Competition for the Best Student Paper
in Theoretical Economics 2009
■ 2009 Financial Risk Management Award (PRMIA/AFGAP), The prize of The Centre des Professions Financières, 25th Contest of the Theses in Economics and Finance
■ 2008 M.A. with distinction from the Dean of the Faculty of Social Sciences for an excellent state-final examination performance and for an extraordinarily good masters diploma thesis
■ 2006 Young Economist Award of the Czech Economic Society - Honorable Mention by the President of the Czech Economic Society
■ 2006 B.A. with distinction from the Dean of the Faculty of Social Sciences for an excellent state-final examination performance and for an extraordinarily good bachelors diploma thesis

Topics for supervision

Bachelor theses

see topics for MA's theses

Master theses

- Countercyclical Capital Buffers – is it a working concept?
- Credit in foreign currencies – implications for fin. stability in CEE countries
- Equilibrium credit growth in CEE countries
- Estimating probability of default (PD) from spreads of non-defaulted risky bonds
- Evidence between Financial Stability Reports and Financial stability
- Global Liquidity and its Consequences for Financial Stability
- How to Identify Domestic Systematicaly Important Financial Institutions (D-SIFI)
- Life Cycle of Foreign Direct Investments (FDI) in Central and Eastern European (CEE) Countries
- Link between Business Cycle and Credit Risk
- Macroeconomic determinants for non-performing loans dynamic – the case of the Czech Republic
- Modelling of the Current Account in the Czech Republic
- Phillips Curve in the Czech Republic – real wage elasticity with respect to the unemployment rate
- Probability of default (PD) modelling using macroeconomic factors
- Stress-testing of the banking sector – what is possible to test using public data

Supervised Bachelor theses

all/awarded: 4/2
Awarded: Bc. Radovan Parrák, Bc. Sylvie Dvořáková

Supervised Master Theses

all/awarded: 5/1
Awarded: Mgr. Boril Šopov, MSc.,LL.M.

Downloadable

Dissertation