Details about Jakub Seidler

Access statistics for papers by Jakub Seidler.

Last updated 2013-03-22. Update your information in the RePEc Author Service.

Short-id: pse203

Working Papers

2012

1. Bank Capital and Liquidity Creation: Granger Causality Evidence
   Working Papers, Institut für Ost- und Südosteuropaforschung (Institute for East and South-East European Studies) View citations (1)
   Also in Working Paper Series, European Central Bank (2012)
   Working Papers, Czech National Bank, Research Department (2012) View citations (1)
2. Coordination Incentives in Cross-Border Macroprudential Regulation
   Working Papers, Czech National Bank, Research Department
   Also in Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies (2012)
3. Credit Growth and Countercyclical Capital Buffers: Empirical Evidence from Central and Eastern European Countries
   Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies
4. Debt Contracts and Stochastic Default Barrier
   Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies
5. Dynamic Stress Testing: The Framework for Testing Banking Sector Resilience Used by the Czech National Bank
   Working Papers, Czech National Bank, Research Department View citations (1)
6. Excessive credit growth and countercyclical capital buffers in basel III: an empirical evidence from central and east european countries
   MPRA Paper, University Library of Munich, Germany
7. Macroeconomic Factors as Drivers of LGD Prediction: Empirical Evidence from the Czech Republic
   Working Papers, Czech National Bank, Research Department
8. The Influence of Housing Price Developments on Household Consumption: Empirical Analysis for the Czech Republic
   Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies

2011

9. Credit Growth and Capital Buffers: Empirical Evidence from Central and Eastern European Countries
   Research and Policy Notes, Czech National Bank, Research Department
10. Credit growth and financial stability in the Czech Republic
    Policy Research Working Paper Series, The World Bank View citations (1)

2010

11. Mean-Variance & Mean-VaR Portfolio Selection: A Simulation Based Comparison in the Czech Crisis Environment
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies
12. Yield Curve Dynamics: Regional Common Factor Model
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies View citations (3)
    See also Journal Article in Prague Economic Papers (2011)

2009

13. The Merton Approach to Estimating Loss Given Default: Application to the Czech Republic
    Working Papers, Czech National Bank, Research Department

2008

14. Conservative Stress Testing: The Role of Regular Verification
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies
15. Implied Market Loss Given Default: structural-model approach
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies View citations (4)

Journal Articles

2012

1. How to Improve the Quality of Stress Tests through Backtesting
   Czech Journal of Economics and Finance (Finance a uver), 2012, 62, (4), 325-346 View citations (4)

2011

2. Yield Curve Dynamics - Regional Common Factor Model
   Prague Economic Papers, 2011, 2011, (2), 140-156
   See also Working Paper (2010)

2009

3. Estimating expected loss given default in an emerging market: the case of Czech Republic
   Journal of Financial Transformation, 2009, 27, 103-107 View citations (3)
4. Implied Market Loss Given Default in the Czech Republic: Structural-Model Approach
   Czech Journal of Economics and Finance (Finance a uver), 2009, 59, (1), 20-40 View citations (9)

Books

2012

1. Analyses of the Czech Republic's Current Economic Alignment with the Euro Area 2012
   Occasional Publications - Edited Volumes, Czech National Bank, Research Department
2. Financial Stability and Monetary Policy, vol 10
   Occasional Publications - Edited Volumes, Czech National Bank, Research Department

2011

3. Analyses of the Czech Republic's Current Economic Alignment with the Euro Area 2011
   Occasional Publications - Edited Volumes, Czech National Bank, Research Department

2010

4. Analyses of the Czech Republic's Current Economic Alignment with the Euro Area 2010
   Occasional Publications - Edited Volumes, Czech National Bank, Research Department

Chapters

2011

1. Excessive Credit Growth as an Indicator of Financial (In)Stability and its Use in Macroprudential Policy
   Chapter Thematic Article 2 in CNB Financial Stability Report 2010/2011, 2011, pp 112-122 View citations (4)

2010

2. Stress Test Verification as Part of an Advanced Stress-Testing Framework
   Chapter Thematic Article 1 in CNB Financial Stability Report 2009/2010, 2010, pp 92-101 View citations (5)

2009

3. Estimating Expected Loss Given Default
   Chapter Thematic Article 4 in CNB Financial Stability Report 2008/2009, 2009, pp 102-109 View citations (1)