Details about Jakub Seidler

Access statistics for papers by Jakub Seidler.

Last updated 2024-03-07. Update your information in the RePEc Author Service.

Short-id: pse203

Working Papers

2017

1. The time dimension of the links between loss given default and the macroeconomy
   Working Paper Series, European Central Bank
   See also Journal Article The Time Dimension of the Links Between Loss Given Default and the Macroeconomy, Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences (2017) (2017)

2015

2. In the Quest of Measuring the Financial Cycle
   Working Papers, Czech National Bank, Research and Statistics Department View citations (6)

2014

3. Capital Buffers Based on Banks' Domestic Systemic Importance: Selected Issues
   Research and Policy Notes, Czech National Bank, Research and Statistics Department View citations (5)
   See also Journal Article Capital buffers based on banks’ domestic systemic importance: selected issues, Journal of Financial Economic Policy, Emerald Group Publishing Limited (2015) View citations (2) (2015)

2013

4. How bank competition influence liquidity creation
   BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT) View citations (2)
   See also Journal Article How bank competition influences liquidity creation, Economic Modelling, Elsevier (2016) View citations (43) (2016)

2012

5. Bank Capital and Liquidity Creation: Granger Causality Evidence
   Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies) View citations (19)
   Also in Working Paper Series, European Central Bank (2012) View citations (13)
   Working Papers, Czech National Bank, Research and Statistics Department (2012) View citations (9)
   See also Journal Article Bank Capital and Liquidity Creation: Granger-Causality Evidence, Journal of Financial Services Research, Springer (2014) View citations (82) (2014)
6. Coordination Incentives in Cross-Border Macroprudential Regulation
   Working Papers, Czech National Bank, Research and Statistics Department View citations (1)
   Also in Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies (2012) View citations (1)
7. 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 View citations (9)
8. Debt Contracts and Stochastic Default Barrier
   Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies View citations (1)
9. 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)
10. 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 View citations (18)
    See also Journal Article Excessive Credit Growth and Countercyclical Capital Buffers in Basel III: An Empirical Evidence from Central and East European Countries, ACTA VSFS, University of Finance and Administration (2012) View citations (19) (2012)
11. Macroeconomic Factors as Drivers of LGD Prediction: Empirical Evidence from the Czech Republic
    Working Papers, Czech National Bank, Research and Statistics Department View citations (3)
12. 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 View citations (2)

2011

13. Credit Growth and Capital Buffers: Empirical Evidence from Central and Eastern European Countries
    Research and Policy Notes, Czech National Bank, Research and Statistics Department View citations (12)
14. Credit growth and financial stability in the Czech Republic
    Policy Research Working Paper Series, The World Bank View citations (10)

2010

15. 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
16. Yield Curve Dynamics: Regional Common Factor Model
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies View citations (7)
    See also Journal Article Yield Curve Dynamics: Regional Common Factor Model, Prague Economic Papers, Prague University of Economics and Business (2011) View citations (2) (2011)

2009

17. 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

18. Conservative Stress Testing: The Role of Regular Verification
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies
19. Implied Market Loss Given Default: structural-model approach
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies View citations (6)

Journal Articles

2017

1. The Time Dimension of the Links Between Loss Given Default and the Macroeconomy
   Czech Journal of Economics and Finance (Finance a uver), 2017, 67, (6), 462-491
   See also Working Paper The time dimension of the links between loss given default and the macroeconomy, Working Paper Series (2017) (2017)

2016

2. A New Measure of the Financial Cycle: Application to the Czech Republic
   Eastern European Economics, 2016, 54, (4), 296-318 View citations (6)
3. How bank competition influences liquidity creation
   Economic Modelling, 2016, 52, (PA), 155-161 View citations (43)
   See also Working Paper How bank competition influence liquidity creation, BOFIT Discussion Papers (2013) View citations (2) (2013)

2015

4. Capital buffers based on banks’ domestic systemic importance: selected issues
   Journal of Financial Economic Policy, 2015, 7, (3), 207-220 View citations (2)
   See also Working Paper Capital Buffers Based on Banks' Domestic Systemic Importance: Selected Issues, Research and Policy Notes (2014) View citations (5) (2014)
5. Countercyclical Capital Buffers and Credit-to-GDP Gaps: Simulation for Central, Eastern, and Southeastern Europe
   Eastern European Economics, 2015, 53, (6), 439-465 View citations (8)

2014

6. Bank Capital and Liquidity Creation: Granger-Causality Evidence
   Journal of Financial Services Research, 2014, 45, (3), 341-361 View citations (82)
   See also Working Paper Bank Capital and Liquidity Creation: Granger Causality Evidence, Working Papers (2012) View citations (19) (2012)

2013

7. 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)

2012

8. Excessive Credit Growth and Countercyclical Capital Buffers in Basel III: An Empirical Evidence from Central and East European Countries
   ACTA VSFS, 2012, 6, (2), 91-107 View citations (19)
   See also Working Paper Excessive credit growth and countercyclical capital buffers in basel III: an empirical evidence from central and east european countries, MPRA Paper (2012) View citations (18) (2012)
9. 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 (10)

2011

10. Yield Curve Dynamics: Regional Common Factor Model
    Prague Economic Papers, 2011, 2011, (2), 140-156 View citations (2)
    See also Working Paper Yield Curve Dynamics: Regional Common Factor Model, Working Papers IES (2010) View citations (7) (2010)

2009

11. 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)
12. 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)

Books

2016

1. Financial Cycles and Macroprudential and Monetary Policies, vol 14
   Occasional Publications - Edited Volumes, Czech National Bank, Research and Statistics Department

2014

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

2013

3. Analyses of the Czech Republic's Current Economic Alignment with the Euro Area 2013
   Occasional Publications - Edited Volumes, Czech National Bank, Research and Statistics Department

2012

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

2011

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

2010

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

Chapters

2014

1. An Indicator of the Financial Cycle in the Czech Economy
   Chapter Thematic Article 1 in CNB Financial Stability Report 2013/2014, 2014, pp 118-127 View citations (3)

2013

2. An Additional capital requirements based on the domestic systemic importance of a bank
   Chapter Thematic Article 1 in CNB Financial Stability Report 2012/2013, 2013, pp 96-102 View citations (9)

2011

3. 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 (24)

2010

4. 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 (6)

2009

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