PhDr. Petr Teplý Ph.D.
Position: Senior Lecturer
Field of interest: risk management, banking, derivatives, financial stability, global crisis, public finance
Membership: Finance and Capital Markets, Internal
Contact
Office:
Email: teply@fsv.cuni.cz
Phone:
Available: By appointment
More information
Syllabi
Course supervisor
Teacher
JEM032 - Banking
JEM032 Tutorial - Banking
JEB027 - Financial Economics
PhD study
Tutor: doc. Ing. Oldřich Dědek CSc., Česká spořitelna Corporate Chair
Studying from: 2002
PhDr examination: 10/2002
Final exam: 10/2004
Dissertation Proposal defence: 20/4/2009
Dissertation defence: 30/9/2009
Current work:
Dissertation topic:
Three essays on financial stability and risk management
Disertation abstract:
Optional courses:
Banking
Financial Markets Instruments
CV
Organisation Memberships
Czech Economic Society, Econometric Society, Mensa Czech Republic, International Association of Computer Science and Information Technology (IACSIT)
Education
1996-1999 Bachelor of Arts at IES FSV UK
1999-2002 Master of Arts at IES FSV UK
2000 Erasmus Scholarship at Johannes Kepler University in Linz, Austria
2002 PhDr. degree in Economics at IES FSV UK
2006 Czech Government Scholarship at The University of Otago in Dunedin, New Zealand
2006 The State University of New York, New Paltz, USA
2002-2009 Ph.D. in Finance at IES FSV UK
Job history
2001 CSOB Bank, Restructuring Dept., Prague, Czech Republic
2002-03 CSOB Bank, Legal and Forensic Projects Dept., Prague, Czech Republic
2004-05 CSOB Bank, Planning and Controlling Dept., Prague, Czech Republic
2006 Spencer Clarke LLC, Investment Banking Dept., New York City, USA
2007+ EEIP, a.s., Prague, Czech Republic
Extra activities
1996+ member of Mensa Czech Republic
2005+ reviewer of the Czech Journal of Economics and Finance
2005+ member of the Czech Economic Society
2008+ member of the Econometric Society
2008+ juror of the Mastercard prize "The Czech Bank of The Year"
2009+ juror of the prize "Golden Crown" (Zlata Koruna)
2009+ expert of The Charles University Grant Agency (GAUK)
2009+ member of International Association of Computer Science and Information Technology (IACSIT)
Awards and prizes
2000 Erasmus Program Scholarship for studies at Johannes Kepler University in Austria
2002 Master thesis “Credit Risk Management in the Czech Banks” awarded by the Dean of the Faculty of Social Sciences at Charles University
2006 Czech Government Scholarship for studies at The University of Otago in New Zealand
2009 The Prize of The Rector of Charles University for a bilingual book Basic Principles of Banking/Základní principy bankovnictví (co-authors Prof. Michal Mejstrik and Dr. Magda Pecena)
2009 Global Conference on Business and Finance in San José, Costa Rica - Best paper in session (paper Negative and Positive Lessons from The 2007-2008 Financial Crisis)
2009 Global Conference on Business and Finance in San José, Costa Rica - Best paper in session (paper The JT index as An Indicator Financial Stability of Emerging Markets)
Sellected awards of my students:
* Margaréta Ilková
2009 CEFRES grant (Tax motivated trading around ex-dividend day: the case of France)
* Petr Jakubik
2006 Bolzano Award
2006 Young Economist Award of the Czech Economic Society
2006 McKinsey and RWE-Transgas Prize in Economics, Prize for the best diploma thesis
2007 Professor Vencovsky Award
2008 Financial Stability Institute Award
2009 SAS Student Ambassador Award
* Milan Rippel
2008 Česká spořitelna Corporate Chair Award for an excelent master thesis
Topics for supervision
Bachelor theses
Topics for 2010/2011:
1) Market micro-structure of stock exchanges in the Visegrad region
The goal of this work is to write a critical review of the market micro-structure of four stock exchanges in the Visegrad region (structure and volume of trades, way how the trades are performed, structure of market makers etc.). Having in hand these results, the comparison of the four exchanges will be made where the main attention will be spent on the past few years. The results of this work can be further used to study the process of price creation on the stock exchanges or to study the effect of the financial turmoil on the markets in the Visegrad region.
2) Agent-Based Modeling of Stock Exchanges
The goal of this work is to provide a critical literature review on the agent-based models studying various processes on the stock exchanges. This initial step helps to identify gaps in the literature and point out possible directions of the agent-based modeling. The work itself might contain first models and simulations.
No other topics acceptable.
Topics taken in 2009/2010:
1) The role of rating agencies before and after the 2008 financial crisis
2) Výnosnosť a nákladovosť bankových produktov na českom trhu
3) Analýza penetrácie finančných produktov na českom a slovenském trhu
4) Podpora malých a středních podniků prostřednictvím strukturálních fondů EU v období finanční krize
Master theses
Topics for 2010/2011:
1) Vývoj insolvencí právnických osob za dobu od vzniku nového insolvenčního zákona
- geografické odlišnosti (kraje, industriální klastry apod.)
- vliv recese / krize na četnost insolvencí (korelace mezi HDP a četností insolvencí)
- opakované insolvenční návrhy
- strategic insolvency
2) Vývoj insolvencí fyzických osob za dobu od vzniku nového insolvenčního zákona
- geografické odlišnosti (kraje, industriální klastry apod.)
- vliv recese / krize na četnost insolvencí (korelace mezi HDP a četností insolvencí)
- strategic insolvency
3) Economic capital management of top-ranked world banks (already taken)
4) Regulation of non-bank institutions (already taken)
No other topics acceptable.
Topics taken in 2009/2010:
1) Liquidity risk in CEE during the 2008/2009 crisis
2) The Use of Copula Functions for Predictions of Market Contagion Liquidity Risk
3) Tax Motivated Trading around Ex-dividend Day: The Case of France
4) Profitability of Technical Analysis on the Czech and German Stock Market
5) Efektivita české daňové správy v porovnání s EU.
Supervised Bachelor theses
all/awarded: 6/1
Awarded:
Bc. Eva Polanská
Supervised Master Theses
all/awarded: 11/7
Awarded:
Mgr. Eva Polanská, Mgr. Gorqan Serdarevič, Mgr. Hana Stárová, Mgr. Milan Matejašák, Mgr. Milan Rippel, Mgr. Petr Jakubík, Mgr. Petra Benešová
Downloadable
09_PhD thesis_Petr_Teply
ECONOMIC IMPACTS OF THE GLOBAL CRISIS ON CEE (lecture at FSS on 16 September 2009)
Financial Economics L06-2009 (Global Crisis)
Financial Economics L06-2009 (Interest Rates)
Regulatory Risk and Issues of Basel II in CEE (presentation at Massey University, New Zealand, 2006)
Strategic Lessons from The Global Crisis (Rules theory, lecture on May 14, 2009)
Why to study F&B at the IES? (presentation in Czech, 2007)