PhDr. Jakub Seidler Ph.D. - Publikace

Články v impaktovaných časopisech

2016 How Bank Competition Influences Liquidity Creation, Economic Modelling, 155-161

2015 Countercyclical Capital Buffers and Credit-to-GDP Gaps: Simulation for Central, Eastern and Southeastern Europe, Eastern European Economics

2014 Bank Capital and Liquidity Creation: Granger Causality Evidence, Journal of Financial Services Research, 45(3), 341-361

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 to Improve the Quality of Stress Tests through Backtesting, Czech Journal of Economics and Finance

2011 Yield Curve Dynamics: Regional Common Factor Model, Prague Economic Papers, 2/2011

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

Články v recenzovaných časopisech

2013 The Influence of Housing Price Developments on Household Consumption: Empirical Analysis for the Czech Republic, Bulletin of the Czech Econometric Society, Vol. 20, No. 31, pp. 1-20

2012 Excessive Credit Growth and Countercyclical Capital Buffers in Basel III: An Empirical Evidence from Central and East European Countries, forthcoming, Acta VŠFS 2/2012

2011 Credit Growth and Capital Buffers: Empirical Evidence from Central and Eastern European Countries, Czech National Bank Research Policy Note 2/2011

2011 Credit Growth and Financial Stability in the Czech Republic, Worldbank Working Paper 5771

2011 Stress Testing: Conservative Calibration and Regular Verification, Economics, Management, and Financial MarketsAddleton Academic Publisher

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

Odborné knihy

2010 Makroekonomie, 2. vyd., Karolinum

Kapitoly v knize

2013 An Additional capital requirements based on the domestic systemic importance of a bank, Financial Stability Report 2012/2013, Czech National Bank

2011 Excessive Credit Growth as an Indicator of Financial (In)Stability and Its Use in Macroprudential Policy, Financial Stability Report 2010/2011

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

2010 Verifikace zátěžových testů jako součást pokročilého rámce zátěžového testování, Financial Stability Report, Czech National Bank

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

IES Working Papers

2012 Coordination Incentives in Cross-Border Macroprudential Regulation, IES Working Papers 21/2012

2012 Credit Growth and Countercyclical Capital Buffers: Empirical Evidence from Central and Eastern European Countries, IES Working Papers 3/2012

2012 Debt Contracts and Stochastic Default Barrier, IES Working Papers 17/2012

2012 The Influence of Housing Price Developments on Household Consumption: Empirical Analysis for the Czech Republic, IES Working Papers 22/2012

2010 Conservative Stress Testing: The Role of Regular Verification, IES Working Papers 12/2010

2010 Mean-Variance & Mean-VaR Portfolio Selection: A Simulation Based Comparison in the Czech Crisis Environment, IES Working Papers 27/2010

2010 Yield Curve Dynamics: Regional Common Factor Model, IES Working Papers 17/2010

2008 Implied Market Loss Given Default: structural-model approach, IES Working Papers 26/2008

Články ve sborníku

2012 Excessive Credit Growth and Countercyclical Capital Buffers in Basel III, forthcoming, Proceedings of VSFS Conference "The World After Global Financial Crisis"

2010 Stress testing: conservative calibration and regular verification, Proceedings of the 2nd International Conference on Business and Economy

2010 The Merton Approach to Estimating Loss Given Default, EABR 2010 Conference Proceedings

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

2009 Loss Given Default in Basel II framework, International scientific conference for Ph.D. Students Proceedings

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

Ostatní

2013 How Bank Competition Influence Liquidity Creation, Bank of Finland, BOFIT, WP 16-2013

2013 Nová regulace bank se zaměřuje i na systémová rizika , Euro 4.2.2013 strana 48

2012 Banks’ Capital and Liquidity Creation: Granger Causality Evidence, Czech National Bank Working Papers

2012 Banks’ Capital and Liquidity Creation: Granger Causality Evidence, Czech National Bank Research Bulletin, 10(2)

2012 Banks’ Capital and Liquidity Creation: Granger-Causality Evidence, European Central Bank Working Papers, No.1497 (also in IOS WP No. 318)

2012 Coordination Incentives in Cross-Border Macroprudential Regulation, Czech National Bank WP

2011 Zátěžové testy třikrát jinak, Ekonom

2010 Zátěžové testy: Zdravé a odolné české banky, EURO

Partneři

ČSOB
Deloitte
McKinsey & Company

Sponzoři

CRIF