Details about Petr Jakubík

Homepage:	http://ies.fsv.cuni.cz/en/staff/jakubik
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 2025-03-20. Update your information in the RePEc Author Service.

Short-id: pja172

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Working Papers

2023

1. International portfolio frictions
   BIS Working Papers, Bank for International Settlements View citations (1)

2022

2. Do EU-Wide Stress Tests Affect Insurers´ Dividend Policies?
   Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies

2021

3. Impact of EU-wide Insurance Stress Tests on Equity Prices and Systemic Risk
   Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies
4. Suspension of Insurers´ Dividends as a Response to the Covid-19 Crisis: Evidence from Equity Market
   Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies

2020

5. The impact of EIOPA statement on insurers dividends: evidence from equity market
   EIOPA Financial Stability Report - Thematic Articles, EIOPA, Risks and Financial Stability Department

2019

6. Climate Risk Assessment of the Sovereign Bond Portfolio of European Insurers
   EIOPA Financial Stability Report - Thematic Articles, EIOPA, Risks and Financial Stability Department View citations (19)
7. 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 View citations (2)
   See also Journal Article Impact of green bond policies on insurers: evidence from the European equity market, Journal of Economics and Finance, Springer (2021) View citations (7) (2021)

2018

8. Early warning system for the European Insurance Sector
   EIOPA Financial Stability Report - Thematic Articles, EIOPA, Risks and Financial Stability Department
   See also Journal Article Early Warning System for the European Insurance Sector, Journal of Economics / Ekonomicky casopis, Institute of Economic Research, Slovak Academy of Sciences (2022) (2022)
9. Potential drivers of insurers equity investments
   EIOPA Financial Stability Report - Thematic Articles, EIOPA, Risks and Financial Stability Department

2017

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

2016

12. 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 View citations (2)
    Also in EIOPA Financial Stability Report - Thematic Articles, EIOPA, Risks and Financial Stability Department (2016) View citations (2)

2015

13. Insurance Sector Profitability and the Macroeconomic Environment
    EIOPA Financial Stability Report - Thematic Articles, EIOPA, Risks and Financial Stability Department View citations (5)
14. Monetary conditions and banks' behaviour in the Czech Republic
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (12)
    Also in Working Papers, Czech National Bank, Research and Statistics Department (2012) View citations (9)
    See also Journal Article Monetary Conditions and Banks’ Behaviour in the Czech Republic, Open Economies Review, Springer (2015) View citations (19) (2015)

2014

15. Insurance and the Macroeconomic Environment
    EIOPA Financial Stability Report - Thematic Articles, EIOPA, Risks and Financial Stability Department View citations (7)
16. Stress Testing the Private Household Sector Using Microdata
    Working Papers, Czech National Bank, Research and Statistics Department View citations (7)
17. Systemic Event Prediction by Early Warning System
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies View citations (2)
18. What are the Key Determinants of Nonperforming Loans in CESEE?
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies View citations (6)

2013

19. How to Measure Financial (In)Stability in Emerging Europe?
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies View citations (5)
20. Non-performing loans: what matters in addition to the economic cycle?
    Working Paper Series, European Central Bank View citations (98)

2012

21. 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 View citations (2)
    Also in BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT) (2012)
    See also Journal Article Bank Stress Tests as an Information Device for Emerging Markets: The Case of Russia, Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences (2013) View citations (10) (2013)
22. Dynamic Stress Testing: The Framework for Testing Banking Sector Resilience Used by the Czech National Bank
    Working Papers, Czech National Bank, Research and Statistics Department View citations (10)

2011

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

2010

26. Adverse Feedback Loop in the Bank-Based Financial Systems
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies
27. Household Response to the Economic Crisis Micro-simulation for the Czech Economy
    IFC Working Papers, Bank for International Settlements
28. Relationship Lending in the Czech Republic
    Working Papers, Czech National Bank, Research and Statistics Department
29. 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 View citations (1)

2009

30. The Merton Approach to Estimating Loss Given Default: Application to the Czech Republic
    Working Papers, Czech National Bank, Research and Statistics Department View citations (2)

2008

31. Stress Testing Credit Risk: Is the Czech Republic Different from Germany?
    Working Papers, Czech National Bank, Research and Statistics Department View citations (27)
32. Stress testing of the Czech banking sector
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies View citations (1)
    See also Journal Article Stress testing of the czech banking sector, Prague Economic Papers, Prague University of Economics and Business (2008) View citations (4) (2008)
33. 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

2007

34. Credit Risk in the Czech Economy
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies View citations (2)
35. 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

2006

36. 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 View citations (13)

Journal Articles

2025

1. Improving Credit Risk Assessment in Uncertain Times: Insights from IFRS 9
   Risks, 2025, 13, (2), 1-20
2. Tailored microprudential recommendations for bank profit retention using a risk tolerance framework
   International Review of Economics & Finance, 2025, 98, (C)

2024

3. Do insurance stress tests matter? Evidence from the EU-wide insurance stress tests
   Risk Management, 2024, 26, (3), 1-27

2023

4. What is the optimal capital ratio implying a stable European banking system?
   International Finance, 2023, 26, (3), 324-343 View citations (3)

2022

5. Early Warning System for the European Insurance Sector
   Journal of Economics / Ekonomicky casopis, 2022, 70, (1), 3-21
   See also Working Paper Early warning system for the European Insurance Sector, EIOPA Financial Stability Report - Thematic Articles (2018) (2018)
6. Factors affecting bank loan quality: a panel analysis of emerging markets
   International Economics and Economic Policy, 2022, 19, (3), 437-458
7. Suspension of insurers’ dividends as a response to the COVID-19 crisis: evidence from the European insurance equity market
   The Geneva Papers on Risk and Insurance - Issues and Practice, 2022, 47, (4), 785-816

2021

8. Impact of green bond policies on insurers: evidence from the European equity market
   Journal of Economics and Finance, 2021, 45, (2), 381-393 View citations (7)
   See also Working Paper Impact of Green Bond Policies on Insurers: Evidence from the European Equity Market, EIOPA Financial Stability Report - Thematic Articles (2019) View citations (2) (2019)

2016

9. Household resilience to adverse macroeconomic shocks: evidence from Czech microdata
   International Review of Applied Economics, 2016, 30, (3), 377-402 View citations (10)

2015

10. Assessing optimal credit growth for an emerging banking system
    Economic Systems, 2015, 39, (4), 577-591 View citations (13)
11. Key Determinants of Non-performing Loans: New Evidence from a Global Sample
    Open Economies Review, 2015, 26, (3), 525-550 View citations (104)
12. Monetary Conditions and Banks’ Behaviour in the Czech Republic
    Open Economies Review, 2015, 26, (3), 407-445 View citations (19)
    Also in EconStor Open Access Articles and Book Chapters, 2015, 26, (3), 407-445 (2015) View citations (6)
    See also Working Paper Monetary conditions and banks' behaviour in the Czech Republic, Economics Working Papers (2015) View citations (12) (2015)
13. Systemic event prediction by an aggregate early warning system: An application to the Czech Republic
    Economic Systems, 2015, 39, (4), 553-576 View citations (10)

2014

14. Macroeconomic Determinants of Firms' Default in the Czech Republic
    (Makroekonomické determinanty úpadku firem v České republice)
    Český finanční a účetní časopis, 2014, 2014, (2), 69-80

2013

15. 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 View citations (10)
    See also Working Paper Bank Stress Tests as an Information Device for Emerging Markets: The Case of Russia, Working Papers IES (2012) View citations (2) (2012)
16. Determinants of Nonperforming Loans in Central, Eastern and Southeastern Europe
    Focus on European Economic Integration, 2013, (3), 48-66 View citations (25)
17. 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 View citations (14)
18. Measuring Financial (In)Stability in Emerging Europe: A New Index-Based Approach
    Financial Stability Report, 2013, (25), 102-117 View citations (5)

2011

19. 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
20. Relationship Lending in Emerging Markets: Evidence from the Czech Republic
    Comparative Economic Studies, 2011, 53, (4), 575-596 View citations (7)
21. The JT Index as an Indicator of Financial Stability of Corporate Sector
    Prague Economic Papers, 2011, 2011, (2), 157-176 View citations (22)

2009

22. 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)
23. 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 (12)

2008

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

2007

26. Credit Risk and the Finnish Economy
    Czech Economic Review, 2007, 1, (3), 254-285
27. Macroeconomic Environment and Credit Risk (in English)
    Czech Journal of Economics and Finance (Finance a uver), 2007, 57, (1-2), 60-78 View citations (27)

Books

2014

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

2012

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

2009

3. Analyses of the Czech Republic's Current Economic Alignment with the Euro Area 2009
   Occasional Publications - Edited Volumes, Czech National Bank, Research and Statistics Department
4. CNB Economic Research Bulletin: Financial and Global Stability Issues, vol 7
   Occasional Publications - Edited Volumes, Czech National Bank, Research and Statistics Department View citations (1)

2008

5. Analyses of the Czech Republic's Current Economic Alignment with the Euro Area 2008
   Occasional Publications - Edited Volumes, Czech National Bank, Research and Statistics Department

2007

6. CNB Economic Research Bulletin: Financial Stability in a Transforming Economy, vol 5
   Occasional Publications - Edited Volumes, Czech National Bank, Research and Statistics Department

Chapters

2013

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

2011

2. Thoughts on the proper design of macro stress tests
   A chapter in Macroprudential regulation and policy, 2011, vol. 60, pp 111-119 View citations (6)

2010

3. 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 View citations (10)

2009

4. Estimating Expected Loss Given Default
   Chapter Thematic Article 4 in CNB Financial Stability Report 2008/2009, 2009, pp 102-109 View citations (3)
5. 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 View citations (2)

2008

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

2007

7. 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 View citations (2)

2006

8. Macroeconomic Credit Risk Model
   Chapter Thematic Article 2 in CNB Financial Stability Report 2005, 2006, pp 84-92 View citations (2)