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Details about Petr Jakubík

E-mail:
Homepage:http://ies.fsv.cuni.cz/en/staff/jakubik
Phone:+49-69-951119-393
Postal address:EIOPA European Insurance and Occupational Pensions Authority Westhafen Tower Westhafenplatz 1 60327 Frankfurt am Main Germany Petr.Jakubik@eiopa.europa.eu
Workplace:Institut ekonomických studií (Institute of Economic Studies), Univerzita Karlova v Praze (Charles University), (more information at EDIRC)

Access statistics for papers by Petr Jakubík.

Last updated 2019-08-20. Update your information in the RePEc Author Service.

Short-id: pja172


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Working Papers

2019

  1. Impact of Green Bond Policies on Insurers: Evidence from the European Equity Market
    EIOPA Financial Stability Report - Thematic Articles, EIOPA, Risks and Financial Stability Department Downloads

2018

  1. Early warning system for the European Insurance Sector
    EIOPA Financial Stability Report - Thematic Articles, EIOPA, Risks and Financial Stability Department Downloads
  2. Potential drivers of insurers equity investments
    EIOPA Financial Stability Report - Thematic Articles, EIOPA, Risks and Financial Stability Department Downloads

2017

  1. Updating the Long Term Rate in Time: A Possible Approach
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies Downloads
    Also in EIOPA Financial Stability Report - Thematic Articles, EIOPA, Risks and Financial Stability Department (2016) Downloads
  2. Updating the Ultimate Forward Rate over Time: A Possible Approach
    Working Papers, Czech National Bank Downloads

2016

  1. Impact of Mergers and Acquisitions on European Insurers: Evidence from Equity Markets
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies Downloads
    Also in EIOPA Financial Stability Report - Thematic Articles, EIOPA, Risks and Financial Stability Department (2016) Downloads

2015

  1. Insurance Sector Profitability and the Macroeconomic Environment
    EIOPA Financial Stability Report - Thematic Articles, EIOPA, Risks and Financial Stability Department Downloads

2014

  1. Insurance and the Macroeconomic Environment
    EIOPA Financial Stability Report - Thematic Articles, EIOPA, Risks and Financial Stability Department Downloads View citations (5)
  2. Stress Testing the Private Household Sector Using Microdata
    Working Papers, Czech National Bank Downloads View citations (5)
  3. Systemic Event Prediction by Early Warning System
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies Downloads View citations (2)
  4. What are the Key Determinants of Nonperforming Loans in CESEE?
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies Downloads View citations (1)

2013

  1. How to Measure Financial (In)Stability in Emerging Europe?
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies Downloads View citations (1)
  2. Non-performing loans: what matters in addition to the economic cycle?
    Working Paper Series, European Central Bank Downloads View citations (62)

2012

  1. Bank Stress Tests as an Information Device for Emerging Markets: The Case of Russia
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies Downloads View citations (2)
    Also in BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition (2012) Downloads

    See also Journal Article in Czech Journal of Economics and Finance (Finance a uver) (2013)
  2. Dynamic Stress Testing: The Framework for Testing Banking Sector Resilience Used by the Czech National Bank
    Working Papers, Czech National Bank Downloads View citations (5)
  3. Monetary Conditions and Banks' Behaviour in the Czech Republic
    Working Papers, Czech National Bank Downloads View citations (5)
    See also Journal Article in Open Economies Review (2015)

2011

  1. Dopady změn parametrů pojištění vkladů v roce 2008
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies Downloads
  2. Household Balance Sheets and Economic Crisis
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies Downloads View citations (1)
  3. Households response to economic crisis
    BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition Downloads

2010

  1. Adverse Feedback Loop in the Bank-Based Financial Systems
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies Downloads
  2. Relationship Lending in the Czech Republic
    Working Papers, Czech National Bank Downloads
  3. Relationship Lending, Firms’ Behaviour and Credit Risk: Evidence from the Czech Republic
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies Downloads View citations (1)

2009

  1. The Merton Approach to Estimating Loss Given Default: Application to the Czech Republic
    Working Papers, Czech National Bank Downloads View citations (2)

2008

  1. Stress Testing Credit Risk: Is the Czech Republic Different from Germany?
    Working Papers, Czech National Bank Downloads View citations (23)
  2. Stress testing of the Czech banking sector
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies Downloads View citations (1)
    See also Journal Article in Prague Economic Papers (2008)
  3. The Prediction of Corporate Bankruptcy and Czech Economy’s Financial Stability through Logit Analysis
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies Downloads

2007

  1. Credit Risk in the Czech Economy
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies Downloads View citations (2)
  2. Execution, bankruptcy and their macroeconomic determinants / Exekuce, bankroty a jejich makroekonomické determinanty [available in Czech only]
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies Downloads

2006

  1. Does Credit Risk Vary with Economic Cycles? The Case of Finland
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies Downloads View citations (9)

Journal Articles

2016

  1. Household resilience to adverse macroeconomic shocks: evidence from Czech microdata
    International Review of Applied Economics, 2016, 30, (3), 377-402 Downloads View citations (8)

2015

  1. Assessing optimal credit growth for an emerging banking system
    Economic Systems, 2015, 39, (4), 577-591 Downloads View citations (9)
  2. Key Determinants of Non-performing Loans: New Evidence from a Global Sample
    Open Economies Review, 2015, 26, (3), 525-550 Downloads View citations (38)
  3. Monetary Conditions and Banks’ Behaviour in the Czech Republic
    Open Economies Review, 2015, 26, (3), 407-445 Downloads View citations (15)
    See also Working Paper (2012)
  4. Systemic event prediction by an aggregate early warning system: An application to the Czech Republic
    Economic Systems, 2015, 39, (4), 553-576 Downloads View citations (6)

2014

  1. Macroeconomic Determinants of Firms’ Default in the Czech Republic
    Český finanční a účetní časopis, 2014, 2014, (2), 69-80 Downloads

2013

  1. Bank Stress Tests as an Information Device for Emerging Markets: The Case of Russia
    Czech Journal of Economics and Finance (Finance a uver), 2013, 63, (1), 87-105 Downloads View citations (9)
    See also Working Paper (2012)
  2. Determinants of Nonperforming Loans in Central, Eastern and Southeastern Europe
    Focus on European Economic Integration, 2013, (3), 48-66 Downloads View citations (12)
  3. 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 (Finance a uver), 2013, 63, (6), 505-536 Downloads View citations (12)
  4. Measuring Financial (In)Stability in Emerging Europe: A New Index-Based Approach
    Financial Stability Report, 2013, (25), 102-117 Downloads View citations (4)

2011

  1. Evropské systémy pojištění vkladů: důsledky změn z roku 2008
    (Impact of Parametric Changes in Deposit Insurance Schemes in 2008)
    Politická ekonomie, 2011, 2011, (5), 659-679 Downloads
  2. Relationship Lending in Emerging Markets: Evidence from the Czech Republic
    Comparative Economic Studies, 2011, 53, (4), 575-596 Downloads View citations (7)
  3. The JT Index as an Indicator of Financial Stability of Corporate Sector
    Prague Economic Papers, 2011, 2011, (2), 157-176 Downloads View citations (14)

2009

  1. Estimating expected loss given default in an emerging market: the case of Czech Republic
    Journal of Financial Transformation, 2009, 27, 103-107 View citations (6)
  2. 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 Downloads View citations (11)

2008

  1. Credit risk and stress testing of the Czech Banking Sector
    ACTA VSFS, 2008, 2, (1), 107-123 Downloads View citations (1)
  2. Stress testing of the czech banking sector
    Prague Economic Papers, 2008, 2008, (3), 195-212 Downloads View citations (4)
    See also Working Paper (2008)

2007

  1. Credit Risk and the Finnish Economy
    Czech Economic Review, 2007, 1, (3), 254-285 Downloads
  2. Macroeconomic Environment and Credit Risk (in English)
    Czech Journal of Economics and Finance (Finance a uver), 2007, 57, (1-2), 60-78 Downloads View citations (26)

Books

2014

  1. Stress-Testing Analyses of the Czech Financial System, vol 12
    Occasional Publications - Edited Volumes, Czech National Bank Downloads

2012

  1. Financial Stability and Monetary Policy, vol 10
    Occasional Publications - Edited Volumes, Czech National Bank Downloads View citations (1)

2009

  1. Analyses of the Czech Republic's Current Economic Alignment with the Euro Area 2009
    Occasional Publications - Edited Volumes, Czech National Bank Downloads
  2. CNB Economic Research Bulletin: Financial and Global Stability Issues, vol 7
    Occasional Publications - Edited Volumes, Czech National Bank Downloads

2008

  1. Analyses of the Czech Republic's Current Economic Alignment with the Euro Area 2008
    Occasional Publications - Edited Volumes, Czech National Bank Downloads

2007

  1. CNB Economic Research Bulletin: Financial Stability in a Transforming Economy, vol 5
    Occasional Publications - Edited Volumes, Czech National Bank Downloads

Chapters

2013

  1. Household stress tests using microdata
    Chapter Thematic Article 3 in CNB Financial Stability Report 2012/2013, 2013, pp 113-119 Downloads View citations (1)

2011

  1. Thoughts on the proper design of macro stress tests
    A chapter in Macroprudential regulation and policy, 2011, vol. 60, pp 111-119 Downloads View citations (4)

2010

  1. Procyclicality of the Financial System and Simulation of the Feedback Effect
    Chapter Thematic Article 3 in CNB Financial Stability Report 2009/2010, 2010, pp 110-119 Downloads View citations (10)

2009

  1. Estimating Expected Loss Given Default
    Chapter Thematic Article 4 in CNB Financial Stability Report 2008/2009, 2009, pp 102-109 Downloads View citations (3)
  2. Models of Bank Financing of Czech Corporations and Credit Risk
    Chapter Thematic Article 3 in CNB Financial Stability Report 2008/2009, 2009, pp 92-101 Downloads View citations (2)

2008

  1. Scoring as an Indicator of Financial Stability
    Chapter Thematic Article 2 in CNB Financial Stability Report 2007, 2008, pp 76-85 Downloads View citations (1)

2007

  1. Credit Risk and Stress Testing of the Banking Sector of the Czech Republic
    Chapter Thematic Article 1 in CNB Financial Stability Report 2006, 2007, pp 57-68 Downloads View citations (2)

2006

  1. Macroeconomic Credit Risk Model
    Chapter Thematic Article 2 in CNB Financial Stability Report 2005, 2006, pp 84-92 Downloads View citations (2)
 
Page updated 2019-10-22