doc. PhDr. Petr Teplý Ph.D. - Publications

Articles in journals with impact factor

2017 Determinants of Bank Fee Income in the EU Banking Industry - Does Market Concentration Matter?, Prague Economic Papers, Czech Republic

2017 Measuring systemic risk of the US banking sector in time-frequency domain, The North American Journal of Economics and Finance, USA

2017 TThe Effect of Ethics on Banks’ Financial Performance, Prague Economic Papers, Czech Republic

2016 The Nexus Between Systemic Risk and Sovereign Crises , Czech Journal of Economics and Finance, Czech Republic

2016 Why Are Savings Accounts Perceived as Risky Bank Products?, Prague Economic Papers, Czech Republic

2015 The performance of foreign-owned banks in host country economies, Prague Economic Papers, Czech Republic

2015 The TT Index as An Indicator of Macroeconomic Vulnerability of EU New Member States, Journal of Economics, Slovakia

2015 Time of the Euro- successes and failures of the common European currency, Political Economics, Czech Republic

2014 EU banks’ profitability and risk adjustment decisions under Basel III, Journal of Economics, Slovakia

2014 Systemic risk of the global banking system - an agent-based network model approach, Prague Economic Papers, Czech Republic

2014 The Level of Capital and the Value of EU Banks under Basel III, Prague Economic Papers, Czech Republic

2013 Risk management of building societies in the Czech Republic, Journal of Economics, Slovakia

2013 The Impact of Basel III on Lending Rates of EU Banks, Czech Journal of Economics and Finance, Czech Republic

2012 The Application of Extreme Value Theory in Operational Risk Management , Journal of Economics, Slovakia

2012 The Dark Side of Collateralized Debt Obligation´s Valuation during The 2008/2009 Financial Crisis, Prague Economic Papers, Czech Republic

2012 The role of insurance in operational risk mitigation – a case study, Political Economics, Czech Republic

2012 The VT index as an indicator of market liquidity risk in Slovakia, Journal of Economics, Slovakia

2011 Operational Risk - Scenario Analysis, Prague Economic Papers, Czech Republic

2011 The Efficiency of EU Merger Control during the Period from 1990-2008, Czech Journal of Finance, Czech Republic

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

2010 A Complex View on Finance and Banking from Prof. Stanislav Poloucek (Book review), Political Economics, Czech Republic

2010 Value Creation of European Bank Mergers and Acquisitions in the 1998 – 2007 Period, Journal of Economics, Slovakia

2009 The Impact of Regulation of Banks in the US and the EU-15 Countries, E+M Economics and Management, Czech Republic

2007 Implications of the New Basel Capital Accord for European Banks, E+M Economics and Management, Czech Republic

2005 Information Efficiency of Central Europe Stock Exchanges, Czech Journal of Finance, Czech Republic

Articles in refereed journals

2014 Modelling interconnections in the global financial system in the light of systemic risk, ACTA VŠFS - University of Finance and Administration, Czech Republic

2013 Are Credit Unions Dynamite on the Czech Financial Market, Český finanční a účetní časopis

2012 An Institutional Analysis of Bank Regulation, Scientific Papers of The University Pardubice, Czech Republic

2012 The (non)sense of hedge funds´ regulation in the light of a MAC questions regulatory concept, Scientific Papers of The University Pardubice, Czech Republic

2011 Liquidity risk management in Central Europe during the global crisis, Nepalese Academy of Management, Nepal

2011 Mathematical models of oligopolies’ behaviour, World Academy of Science, Engineering and Technology, France

2011 Models of dividend distribution and taxation, Scientific Papers of The University Pardubice, Czech Republic

2011 Sovereign Credit Risk Measures, World Academy of Science, Engineering and Technology, France

2011 Sovereign risk – how can we measure it?, Scientific Papers of The University Pardubice, Czech Republic

2011 THE (NON)SENSE OF PRIVATE EQUITY REGULATION?, Scientific Papers of The University Pardubice, Czech Republic

2011 The future regulatory challenges of liquidity risk management, World Academy of Science, Engineering and Technology

2011 Theoretical Background of Dividend Taxation, World Academy of Science, Engineering and Technology, France

2010 Alternative Methods to Operational Risk Management, Scientific Papers of The University Pardubice, Czech Republic

2010 Exit Strategies from The Global Crisis, World Academy of Science, Engineering and Technology, France

2010 KEY ECONOMIC POLICY LESSONS FROM THE 2008 FINANCIAL CRISIS, Anadolu University Journal of Social Sciences, Turkey

2010 Key Operational Risk Management Techniques, Scientific Papers of The University Pardubice, Czech Republic

2010 Liquidity Market Support during the Global Crisis, Scientific Papers of The University Pardubice, Czech Republic

2010 Operational Risk – Scenario Analysis, World Academy of Science, Engineering and Technology, France

2010 Perspectives on A New Global Financial Platform, International Journal of Arts and Sciences, USA

2010 The Global Crisis: A Hard Lesson for Theory and Praxis, International Journal of Arts and Sciences, USA

2010 The Importance of Emergency Liquidity Risk Management during The 2007-2009 Global Financial Turmoil, Transaction on Emergency Management

2010 The Key Challenges of The New Bank Regulations, World Academy of Science, Engineering and Technology, France

2010 THEORETICAL BACKGROUND FOR COMPETITIVE MERGER, Scientific Papers of The University Pardubice, Czech Republic

2009 Credit derivatives - threat or opportunity?, Scientific Papers of The University Pardubice, Czech Republic

2009 Implications of The 2008 Financial Crisis for World Financial Markets, Scientific Papers of The University of Pardubice, Czech Republic

2007 The banking stability in the Czech Republic based on discriminant and cluster analyses, Anadolu University Journal of Social Sceinces, Turkey

2005 A Comparison of Market Effectivness of Stock Markets in Central Europe and USA, Technical University of Košice, Slovak Republic

2005 An Alternative Approach to an Analysis of the Czech Banks' Financial Statements, Technical University of Košice, Slovak Republic

Monograph

2015 Consumer Lending in Theory and Practice, Karolinum Press, Czech Republic

2014 BANKING IN THEORY AND PRACTICE, Karolinum Press, Czech Republic

2014 Sovereign wealth funds in theory and practice, Karolinum Press, Czech Republic

2013 The Navigator of Responsible Lending, Karolinum Press, Czech Republic

2012 Economic capital and risk management, Karolinum Press, Czech Republic

2011 Basics of Finance, Grada Publishing, a.s., Czech Republic

2011 Sovereign Wealth Funds, Karolinum Press, Czech Republic

2010 Credit risk and financial crises, Karolinum Press, Czech Republic

2008 Basic Principles of Banking, Karolinum Press, Czech Republic

Chapter in book

2012 Bank capital regulation: from Bretton Woods to Basel, Karolinum Press, Czech Republic

2012 Coherent risk measures, Karolinum Press, Czech Republic

2012 Copula functions in theory and practice, Karolinum Press, Czech Republic

2012 Economic Capital and Risk Management, Karolinum Press, Czech Republic

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

2011 Consequences of The 2008-2009 Global Crisis on Financial Stability And Entrepreneurs, Sita Publications, India

2010 An Alternative Approach (using the VBA Programme) to Collateralized Debt Obligations´ Valuation, Macmillan Publishers India Ltd., India

2010 Black swans and operational risk management, Karolinum Press, Czech Republic

2010 Collateralized debt obligations and credit risk management, Karolinum Press

2010 Credit default swaps as credit risk mitigant?, Karolinum Press, Czech Republic

2010 Credit losses during the crisis 2007 – 2009: from contagion to recovery, Karolinum Press, Czech Republic

2010 Credit risk in European banks mergers and acquisitions, Karolinum Press, Czech Republic

2010 Credit risk management during the 2007 – 2009 global crisis, Karolinum Press, Czech Republic

2010 Credit risk management lessons from Czech banks for the Chinese banking sector, Karolinum Press, Czech Republic

2010 The role of credit rating agencies in the 2008/2009 global financial crisis, Karolinum Press, Czech Republic

2008 Scoring as an indicator of financial 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

2006 Information Efficiency in Central European Equity Markets, Cambridge Scholars Press, United Kingdom

IES Working Papers

2015 A Comparison of Financial Performance of Czech Credit Unions and European Cooperative Banks, IES Working Papers 18/2015

2015 Credit Valuation Adjustment Modelling During a Global Low Interest Rate Environment, IES Working Papers 1/2015

2015 Determinants of Banking Fee Income in the EU Banking Industry – Does Market Concentration Matter?, IES Working Papers 4/2015

2014 Risk management of savings accounts, IES Working Papers 09/2014

2010 Main Flaws of The Collateralized Debt Obligation‘s Valuation Before And During The 2008/2009 Global Turmoil, IES Working Papers 1/2010

2009 Efficiency of EU Merger Control in the 1990-2008 Period, IES Working Papers 28/2009

2008 Operational Risk - Scenario Analysis, IES Working Papers 15/2008

2008 Operational Risk Management and Implications for Bank’s Economic Capital – A Case Study, IES Working Papers 17/2008

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

2007 Regulation of Bank Capital and Behavior of Banks: Assessing the US and the EU-15 Region Banks in the 2000-2005 Period, IES Working Papers 2007/23

2004 Market Efficiency of Capital Market in Central Europe, IES WP 2004/52

Article in collection

2017 Interest Rate Sensitivity of Non-Maturing Bank Products, New Trends in Finance and Accounting - Proceedings of the 17th Annual Conference on Finance and Accounting

2015 Are Bank Fees in the Czech Republic Ecessive?,

2015 Duration of Demand Deposits in Theory, Procedia Economics and Finance 25 (2015) 278 – 284

2014 Do Macroeconomic Conditions in Host Countries Affect the Performance of Foreign-Owned Banks? Evidence from 17 Countries with Predominantly Foreign-Owned Banking Sectors, The Athens Institute for Education and Research, Greece

2013 A LITERATURE REVIEW OF REGULATORY IMPACT ASSESSMENT (RIA):THEORETICAL BACKGROUND AND IMPLEMENTATION, The World Academy of Researchers, Educators, and Scholars (WARES) in Business,Social Sciences, Humanities and Education in association with the Academy of World Finance, Banking, Management and IT (AWFBMIT)

2012 Overview of Operational Risk Management Methods, World Academy of Science, Engineering and Technology, France

2012 An Analysis of Economic Capital Allocation of Global Banks, World Academy of Science, Engineering and Technology, France

2012 Liquidity risk and bank runs models, IACSIT Press, Singapore

2012 Methods of Estimating the Equilibrium Real Effective Exchange Rate (REER), World Academy of Science, Engineering and Technology, France

2012 The Application of Regulatory Impact Assessment (RIA) on the Czech Financial Market, World Academy of Science, Engineering and Technology, France

2012 The Role of Private Equity during Global Crises, World Academy of Science, Engineering and Technology, France

2011 Procyclicality in Basel II and Basel III in Central Europe , POLOUČEK, S. and STAVÁREK, D. (ed.) Lessons Learned from the Financial Crisis. Proceedings of 13th International Conference on Finance and Banking

2011 The Challenges of Basel III for the Czech Banking Sector, POLOUČEK, S. and STAVÁREK, D. (ed.) Lessons Learned from the Financial Crisis. Proceedings of 13th International Conference on Finance and Banking

2011 The Impact of the Global Crisis in Central European Countries and Lessons for and from New Zealand, POLOUČEK, S. and STAVÁREK, D. (ed.) Lessons Learned from the Financial Crisis

2011 The pending global crisis: a dark future ahead of us?, Nepalese Academy of Management, Nepal

2010 Main Flaws of the Collateralized Debt Obligation Valuation before and During the 2008/2009 Global Turmoil, International Finance Symposium 2009, Turkey

2010 Operational Risk And Economic Capital Modeling, World Academic Press, United Kingdom

2010 The Dark Side of Collateralized Debt Obligation´s Valuation during The 2008/2009 Financial Crisis, Silesian University in Opava, School of Business Administration in Karvina, Czech Republic

2010 The European Banking Industry Before And During the 2008/2009 Global Turmoil , International Finance Symposium 2009,Turkey

2010 The Importance of Operational Risk Modeling For Economic Capital Management In Banking , Silesian University in Opava, School of Business Administration in Karvina, Czech Republic

2010 The Theoretical Background of Operational Risk Management, International Conference on Education and Management Technology

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

2009 Modeling Capital Requirements for Operational Risk in Emerging Markets’ Banks, IFC 2009, Calcutta, India

2009 Negative and Positive Lessons from The 2007-2008 Financial Crisis, The Institute for Business and Finance Research, USA

2009 Strategic Implications of The 2008 Financial Crisis, Global Strategic Management, Inc., USA

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

2008 Risk Management Lessons from The Current Financial Crisis, Conference proceedings, International conference for Ph.D. students and young scientists, Czech Republic

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

2008 Value Creation of European Bank Mergers and Acquisitions, Conference proceedings, International conference for Ph.D. students and young scientists, Czech Republic

2005 Information Efficiency in Central European Equity Markets, Conference proceedings, Czech Republic

Others

2017 Agent-based risk assessment model of the European banking network, CERGE-EI Working Papers, Czech Republic

2016 Retail bank in 2025, Czech Banking Association, Czech Republic

2016 Retail bank vs Fintech in 2025, Bankovnictví 4/2016

2015 Liquidity Characteristics of Demand Deposits in the Czech Republic – Implications for Bank Liability Management in the Low-Rates Environment: What Happens when Market Rates Increase?, bylo prezentováno na konferenci 15TH INTERNATIONAL CONFERENCE ON FINANCE AND BANKING: 25 YEARS OF ECONOMIC AND FINANCIAL TRANSITION IN CENTRAL AND EASTERN EUROPE

2013 Certificated methodology of of regulatory impact assessment (RIA) and corruption impact assessment (CIA), Government Office, Czech Republic

2011 How to avoid destruction of buiding savings, Euro (Czech weekly)

2011 Reforming too hastily?, Ekonom (Czech weekly)

2011 Shine and poverty of building savings, Bankovnictví 1/2011

2011 The future of building savings in the CR, Charles University in Prague

2011 The Future of Building Societies, Bankovnictvi (Czech monthly)

2011 The Navigator of Responsible Lending, Charles University in Prague

2010 Collateralized Debt Obligation: Valuation and Sensitivity Analysis: Lessons from the 2007-9 Financial Crisis, VDM Verlag, Germany

2010 Efficiency of EU Merger Control, VDM Verlag, Germany

2010 EUROPEAN BANK MERGERS AND ACQUISITIONS: Do They Create Value for Shareholders?, VDM Verlag,Germany

2010 Stress Testing and Scenario Analysis: The Key Challenges of Operational Risk Management, VDM Verlag, Germany

2010 THE TRUTH ABOUT THE 2008-2009 CRISIS: A Hard Lesson for The Global Markets, VDM Verlag, Germany

2009 Basics of Finance (referee report), University of Pardubice, Czech Republic

2009 Public and business sector (referee report), Professional Publishing, Czech Republic

2009 Seleted aspects of private and public sectors (referee report), University of Pardubice, Czech Republic

Submissions

2016 Determinants of bank fee income in the EU banking industry - does market concentration matter? , Prague Economic Papers

Partners

ČSOB
Deloitte
McKinsey & Company

Sponsors

CRIF