doc. PhDr. Ing. Ing. Petr Jakubík Ph.D. Ph.D. - Publikace

Články v impaktovaných časopisech

2016 Household Resilience to Adverse Macroeconomic Shocks: Evidence from Czech Microdata, International Review of Applied Economics, vol. 30, issue 3., pp. 377-402.

2015 Assessing Optimal Credit Growth for an Emerging Banking System, Economic Systems, Elsevier, vol. 39(4), pp. 577–591.

2015 Key Determinants of Non-performing Loans: New Evidence from a Global Sample, Open Economies Review, Springer, vol. 26, no. 3, pp. 525-550

2015 Monetary Conditions and Banks' Behaviour in the Czech Republic, Open Economies Review, Springer, vol. 26, no. 3, pp. 407-445.

2015 Systemic Event Prediction by Early Warning System: An Application to the Czech Republic, Economic Systems, Elsevier, vol. 39(4), pp. 553–576.

2013 Bank Stress Tests as an Information Device for Emerging Markets: The Case of Russia, Czech Journal of Economics and Finance, 63(1), p. 87 - 105

2013 Dynamic Stress Testing: The Framework for Assessing the Resilience of the Banking Sector Used by the Czech National Bank, Czech Journal of Economics and Finance, Vol 63, Issue 6

2012 How Important Is the Adverse Feedback Loop for the Banking Sector?, Journal of Economics, Vol. 60, No. 1, pp 32-49.

2011 Evropské systémy pojištění vkladů: důsledky změn z roku 2008, Politická ekonomie, vol. 5, 2011, pp 659-679.

2011 Relationship Lending in Emerging Markets: The Case of the Czech Republic, Comparative Economic Studies, vol. 53, pp. 575-596.

2011 The JT Index as An Indicator of Financial Stability of Corporate Sector, Prague Economic Papers, Vol. 2, pp. 157-176.

2009 Estimating Expected Loss Given Default in an Emerging Economy: The Case of Czech Republic, Journal of Financial Transformation, pp. 69-73.

2009 Implied Market Loss Given Default in the Czech Republic: structural-model approach, Czech Journal of Economics and Finance, Vol. 59, No. 1

2009 Insolvence podniků a její makroekonomické determinanty, Slovak Journal of Economics, 7/2009

2008 Stress Testing of the Czech Banking Sector, Prague Economic Papers, 3, pp. 195-212

2007 Macroeconomic Environment and Credit Risk, Czech Journal of Economics and Finance, 57(1-2), pp. 60 - 78

Články v recenzovaných časopisech

2014 Household balance sheets and economic crisis, Ekonomická revue - Central European Review of Economics Issues, vol. 17, no. 2, pp 55-65, ISSN 1212-3951

2014 Makroekonomické determinanty úpadku firem v ČR, Český finanční a účetní časopis, issue 9, no. 1, pp 1-12

2014 Stress Testing the Private Household Sector Using Microdata, Working Papers 2014/02, Czech National Bank

2013 Determinants of Nonperforming Loans in Central, Eastern and Southeastern Europe, Focus on European Economic Integration, Oesterreichische Nationalbank, issue 3, pp. 48-66, 08.

2013 Financial Stability Challenges in Emerging Europe, Studies of Socio-Economics and Humanities, No. 1, Vol. 3, pp 44-52.

2013 Measuring Financial (In)Stability in Emerging Europe: A New Index-Based Approach, Financial Stability Report, Oesterreichische Nationalbank, No. 25, pp 102-118

2013 Non-performing loans: What matters in addition to the economic cycle? , ECB Working Paper Series, European Central Bank

2012 Monetary Conditions and Banks’ Behaviour in the Czech Republic, CNB WP 2/2012

2012 Monetary Conditions and Banks’ Behaviour in the Czech Republic, Economic Research Bulletin, Financial Stability and Monetary Policy, Vol. 10, N. 2, November

2011 Households’ response to economic crisis, BOFIT Discussion Papers 7/2011, Bank of Finland, Institute for Economies in Transition.

2011 Thoughts on the proper design of macro stress tests, BIS Papers, No 60, Bank for International Settlements, pp 111-119, December

2010 Household Response to the Economic Crisis: Micro-simulation for the Czech Economy, IFC Working Papers, No 6, Irving Fisher Committee on Central Bank Statistics, Bank for International Settlements, December

2010 Relationship Banking in the Czech Republic, Czech National Bank WP 1/2010

2010 The Merton Approach to Estimating Loss Given Default: Application to the Czech Republic, Czech National Bank WP 13/2009

2009 Stress testing Credit Risk: Is the Czech Republic Different from Germany?, CNB WP 9/2008

2008 Credit risk and stress testing of the Czech Banking Sector, ACTA VŠFS, 1/2008, roč. 2

2008 Stress Testing Credit Risk: Comparison of the Czech Republic and Germany, Financial Stability Institute, Bank for International Settlements, FSI Award 2008 Winning Paper

2007 Credit Risk and the Finnish Economy, AUCO Czech Economic Review, vol. 1, no. 3, pp. 254-285

2003 Úloha skóringu při řízení kreditního rizika, Acta Oeconomica Pragensia – Finanční krize

Odborné knihy

2014 Financial Stability and Stress Testing: Risk Identification and Assessment within the Macroprudential Framework, Lambert Academic Publishing, ISBN 978-3-659-54698-3, 145 pp.

2012 Zranitelnost českého bankovního sektoru, Studie Národohospodářského ústavu Josefa Hlávky, Studie 10/12

Kapitoly v knize

2013 Household stress tests using microdata, Financial Stability Report 2012/2013, Czech National Bank, pp. 113-119.

2011 An Alternative Assessment of Entrepreneurs’ Activities in Terms of Financial Stability – A Case Study, Sita Publications, India

2011 Loss Given Default as a Crucial Risk Parameter in Entrepreneurship Management, Entrepreneurship And Development

2010 Procykličnost finančního systému a simulace „feedback“ efektu , Financial Stability Report 2009/2010, Czech National Bank, pp. 110-119

2009 Modely bankovního financování českých podniků a úvěrové riziko, Financial Stability Report 2008/2009, Czech National Bank, pp. 90-98

2009 Stress Testing Credit Risk: Is the Czech republic Different from Germany?, CNB Economic Research Bulletin: Financial and Global Stability Issues, No. 2, Vol. 7, pp. 2-4

2009 The Estimate of Expected Loss Given Default, Financial Stability Report 2008/2009, Czech National Bank, pp. 99-106

2008 Skóring jako indikátor finanční stability, Financial Stability Report 2007, Czech National Bank, pp. 76-85, Czech Republic

2008 The Prediction of Financial Stability of Emerging Markets Economies through Logit Analysis, Macmillan Publishers India Ltd., India

2007 Credit Risk, Credit Growth Models and Stress Testing, Economic Research Bulletin, CNB, No. 1, Vol. 5, pp. 2-5

2007 Vývoj kreditního rizika a zátěžové testování bankovního sektoru v ČR, Financial Stability Report 2006, Czech National Bank, pp. 57 - 79

2006 Makroekonomický model kreditního rizika, Financial Stability Report 2005, Czech National Bank, pp. 84-92

IES Working Papers

2017 Updating the Long Term Rate in Time: A Possible Approach, IES Working Papers 03/2017

2016 Impact of Mergers and Acquisitions on European Insurers: Evidence from Equity Markets, IES Working Papers 12/2016

2014 Systemic Event Prediction by Early Warning System, IES Working Papers 01/2014

2014 What are the Key Determinants of Nonperforming Loans in CESEE?, IES Working Papers 26/2014

2013 How to Measure Financial (In)Stability in Emerging Europe?, IES Working Papers 13/2013

2012 Bank Stress Tests as an Information Device for Emerging Markets: The Case of Russia, IES Working Papers 4/2012

2011 Dopady změn parametrů pojištění vkladů v roce 2008, IES Working Papers 5/2011

2011 Household Balance Sheets and Economic Crisis, IES Working Papers 20/2011

2010 Adverse Feedback Loop in the Bank-Based Financial Systems, IES Working Papers 14/2010

2010 Relationship Lending, Firms’ Behaviour and Credit Risk: Evidence from the Czech Republic, IES Working Papers 22/2010

2008 Stress testing of the Czech banking sector, IES Working Papers 2008/2

2008 The Prediction of Corporate Bankruptcy and Czech Economy’s Financial Stability through Logit Analysis , IES Working Papers 19/2008

2007 Credit Risk in the Czech Economy, IES Working Papers

2007 Exekuce, bankroty a jejich makroekonomické determinanty, IES Working Papers 2007/29

2006 Does Credit Risk Vary with Economic Cycles? The Case of Finland, IES WP 2006/11

Články ve sborníku

2014 Makroekonomické determinanty úpadku firem v ČR, Sborník z mezinárodní vědecké konference, Insolvence 2014: Hledání cesty k vyšším výnosům. Praha, Vysoká škola ekonomická v Praze, Nakladatelství Oeconomica, pp 50-61, ISBN 978-80-245-2027-8

2011 Household Financial Distress and Economic Policy Implications, International Proceedings of Economic Development and Research, Information and Financial Engineering, ISSN 2010-4626, Vol. 12, pp 532-537 (indexed).

2011 Household Response to the Economic Crisis, Global Conferenc on Business and Finance Proceedings, Volume 6, Number 2, ISSN 1941-9589 online, San Jose, Costa Rica, pp 263-278.

2010 Household Response to the Economic Crisis, Proceedings of the 2010 The International Conference on Organizational Innovation, ISBN 978-986-85682-2-8, pp 367-379

2009 Alternative Approaches of Evaluation of Economy´s Financial Stability, International Symposium on Finance and Accounting 2009, Kuala Lumpur, Malaysia

2009 Estimating Loss Given Default, International Conference on Applied Financial Economics Proceedings

2009 How to Stress Test Credit Risk for Economics and Credit Portfolios? Evidence for the Czech Republic and Germany, 7th International Conference on Accounting & Finance in Transition European & Asian Experience and Public Policy Considerations - Conference Proceedings, the University of Greenwich, the Old Royal Naval College, London, UK

2009 Odhad očekávané úvěrové ztráty, 7th Conference of Financial Management of Firms and Financial Institutions Proceedings

2009 The JT index as An Indicator of Financial Stability of Emerging Markets, The Institute for Business and Finance Research, USA

2008 The Assessment of Czech Economy's Financial Stability through The JT Index , 5th Biannual Conference of the Czech Economic Society - Conference Proceedings, Prague

2007 Credit Risk and the Macro-Economy, 5th International Conference Accounting and Finance in Transition - Conference Proceedings, Greenwich University Press, London

2006 Macroeconomic Environment and Credit Risk, 4th Biannual Conferrence of the Czech Economic Society - - Conference Proceedings, Prague

2004 Kreditní skóring a problém odmítnutých klientů, Sborník 5. konference studentů doktorského studia Fakulty financí a účetnictví, VŠE

2003 Skóring a problémy spojené s ukazateli skóringových funkcí, Sborník 4. konference studentů doktorského studia Fakulty financí a účetnictví, VŠE

Ostatní

2012 Bank Stress Tests as an Information Device for Emerging Markets: The case of Russia, BOFIT Discussion Papers 3/2012, Bank of Finland, Institute for Economies in Transition.

2010 Domácnosti ohrožují dluhy, Ekonom č. 32, 5.-11.8. 2010, Economia, pp. 58

2010 Firmy ještě nejsou v suchu, Euro č. 30, 26.7.2010, Euronews, a.s., pp 34-35

2009 Podnikový sektor versus krize , Bankovnictví 11/2009, Economia, p 25

2009 Polovina dlužníků může mít problémy, Mladá fronta E15, 29.7. 2009, p 7

2009 Propad mezd jako riziko pro finanční stabilitu, Bankovnictví 8/2009, Economia, p 25

2009 Předlužené domácnosti dostaly šanci, Mladá fronta E15, 28.7. 2009, pp. 18-19

2008 Už 900 miliard korun, Euro č. 42, 13.10.2008, Euronews, a.s., pp. 112-113

2008 Zadlužených přibývá, Ekonom č. 25, 19.-25.6. 2008, Economia, pp. 50

2007 Drobní dlužníci se rozrůstají, Ekonom č. 39, 27.9-3.10.2007, Economia, pp. 50-51

2007 Hrozí domácnostem dluhová past?, Ekonom č. 28, 12.-18.7.2007, Economia, pp. 60

2007 Je osobní bankrot řešením?, Ekonom č. 49, 6.-12.12. 2007, Economia, pp. 75-76

2007 Zdravé podniky, Ekonom č. 32, 9.-15.8.2007, Economia, pp. 60

Partneři

ČSOB
Deloitte
McKinsey & Company

Sponzoři

CRIF