Grant detail

GACR 14-02108S The nexus between sovereign and bank crises

Principal investigator: prof. PhDr. Petr Teplý Ph.D.
Collaborators: doc. PhDr. Ing. Ing. Petr Jakubík Ph.D. Ph.D.
PhDr. Tomáš Klinger Ph.D.
prof. Ing. Michal Mejstřík CSc.
Description: The overall aim of this project is to contribute to both theoretical and empirical research on sovereign debt and bank crises, which have recently been discussed at both the EU and international level. The core of this project is research into the economic relations that impact banks, insurers, global financial institutions, multisovereigns and sovereigns during the global crisis. In Central and Eastern European countries, and in New Zealand, these relationships are made more complicated by foreign ownership of the banks. The project is divided into two overlapping parts, which more closely specify their aims: i) sovereign debt and bank crises (including systemic risk modelling and macro stress testing), and ii) the impact of foreign bank ownership on banks´ financial performance and country debt levels. The results of this research will contribute to establishment of a consistent set of economic methods that can be used for evaluation of new and existing policies of public intervention and related risk management practices.
Participation: Prof. Alireza Tourani-Rad (Auckland University of Technology, New Zealand), Dr. David Tripe (Massey University, New Zealand), Ing. Liběna Černohorská, Ph.D. (University of Pardubice, Czech Republic)
Work in grant:
Web link: http://ies.fsv.cuni.cz/sci/grant/show/id/339/lang/en
Finance: The Czech Science Foundation
End date: 31.12.2016
Publications:

A Comparison of Financial Performance of Czech Credit Unions and European Cooperative Banks

Assessing Optimal Credit Growth for an Emerging Banking System

Consumer Lending in Theory and Practice

Czech Republic - The Present Situation of a Prospective Eurozone Member:Current Challenges during time of Creative Destruction

Determinants of Banking Fee Income in the EU Banking Industry – Does Market Concentration Matter?

Do Macroeconomic Conditions in Host Countries Affect the Performance of Foreign-Owned Banks? Evidence from 17 Countries with Predominantly Foreign-Owned Banking Sectors

EU banks’ profitability and risk adjustment decisions under Basel III

Household balance sheets and economic crisis

Household Resilience to Adverse Macroeconomic Shocks: Evidence from Czech Microdata

Key Determinants of Non-performing Loans: New Evidence from a Global Sample

Macroeconomic Determinants of Firms’ Default in the Czech Republic

Macroeconomic Determinants of Firms’ Default in the Czech Republic

Modelling interconnections in the global financial system in the light of systemic risk

Monetary Conditions and Banks' Behaviour in the Czech Republic

On the Reliability of a Credit Default Swap Contract during the EMU Debt Crisis (forthcoming)

Sovereign wealth funds in theory and practice

Systemic Event Prediction by Early Warning System

Systemic Event Prediction by Early Warning System: An Application to the Czech Republic

Systemic risk of the global banking system - an agent-based network model approach

The Effect of Ethics on Banks’ Financial Performance

The Level of Capital and the Value of EU Banks under Basel III

The Nexus Between Systemic Risk and Sovereign Crises

The performance of foreign-owned banks in host country economies

The TT Index as An Indicator of Macroeconomic Vulnerability of EU New Member States

Time of the Euro- successes and failures of the common European currency

What are the Key Determinants of Nonperforming Loans in CESEE?

Conferences:

15th INTERNATIONAL CONFERENCE ON FINANCE AND BANKING, Czech Republic

Cool Banking, Czech Republic

Development and innovations of financial products - credit market and payment services, Czech Republic

Development and innovations of financial products, Czech Republic

Guest lecture at HSBC Business School, Peking University, China

ICCEES IX world congress. Tokio Makuhari 2015

International Conference on Business, Economics, Financial Sciences and Management, Toronto, Canada

International Conference on Inter Disciplinary Research in Engineering and Technology (ICIDRET 2016), India

The 16th Annual Conference of Faculty of Finance and Accounting (ACFA 2015)

The 17th Annual Conference of Faculty of Finance and Accounting (ACFA 2016), Czech Republic

The 1st International Conference on Social Science and Humanity (ICSSH), Tbilisi, Georgia

THE 2ND INTERNATIONAL CONFERENCE ON ELECTRICAL, ELECTRONICS, COMPUTER ENGINEERING AND THEIR APPLICATIONS (EECEA2015), Philippines

The ICBBF 2015: 2nd International Conference on Business, Banking and Finance, Ho Chi Minh, Vietnam

The VIII. Biennial Conference of the Czech Economic Society, Czech Republic

World Finance Conference, Buenos Aires, Argentina

Partners

Deloitte

Sponsors

CRIF
McKinsey
Patria Finance