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Details about Jakub Seidler

Homepage:http://www.linkedin.com/in/jakubseidler
Workplace:ING Bank N.V.
Institut ekonomických studií (Institute of Economic Studies), Univerzita Karlova v Praze (Charles University), (more information at EDIRC)

Access statistics for papers by Jakub Seidler.

Last updated 2018-06-10. Update your information in the RePEc Author Service.

Short-id: pse203


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Working Papers

2017

  1. The time dimension of the links between loss given default and the macroeconomy
    Working Paper Series, European Central Bank Downloads
    See also Journal Article in Czech Journal of Economics and Finance (Finance a uver) (2017)

2015

  1. In the Quest of Measuring the Financial Cycle
    Working Papers, Czech National Bank Downloads View citations (3)

2014

  1. Capital Buffers Based on Banks' Domestic Systemic Importance: Selected Issues
    Research and Policy Notes, Czech National Bank Downloads View citations (5)
    See also Journal Article in Journal of Financial Economic Policy (2015)

2013

  1. How bank competition influence liquidity creation
    BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition Downloads View citations (4)
    See also Journal Article in Economic Modelling (2016)

2012

  1. Bank Capital and Liquidity Creation: Granger Causality Evidence
    Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies) Downloads View citations (13)
    Also in Working Paper Series, European Central Bank (2012) Downloads View citations (5)
    Working Papers, Czech National Bank (2012) Downloads View citations (5)

    See also Journal Article in Journal of Financial Services Research (2014)
  2. Coordination Incentives in Cross-Border Macroprudential Regulation
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies Downloads
    Also in Working Papers, Czech National Bank (2012) Downloads View citations (1)
  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 Downloads View citations (2)
  4. Debt Contracts and Stochastic Default Barrier
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies Downloads View citations (1)
  5. 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)
  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 Downloads View citations (4)
    See also Journal Article in ACTA VSFS (2012)
  7. Macroeconomic Factors as Drivers of LGD Prediction: Empirical Evidence from the Czech Republic
    Working Papers, Czech National Bank Downloads View citations (3)
  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 Downloads View citations (1)
    See also Journal Article in Bulletin of the Czech Econometric Society (2013)

2011

  1. Credit Growth and Capital Buffers: Empirical Evidence from Central and Eastern European Countries
    Research and Policy Notes, Czech National Bank Downloads View citations (12)
  2. Credit growth and financial stability in the Czech Republic
    Policy Research Working Paper Series, The World Bank Downloads View citations (8)

2010

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

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. Conservative Stress Testing: The Role of Regular Verification
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies Downloads
  2. Implied Market Loss Given Default: structural-model approach
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies Downloads View citations (5)

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 Downloads
    See also Working Paper (2017)

2016

  1. A New Measure of the Financial Cycle: Application to the Czech Republic
    Eastern European Economics, 2016, 54, (4), 296-318 Downloads View citations (2)
  2. How bank competition influences liquidity creation
    Economic Modelling, 2016, 52, (PA), 155-161 Downloads View citations (7)
    See also Working Paper (2013)

2015

  1. Capital buffers based on banks’ domestic systemic importance: selected issues
    Journal of Financial Economic Policy, 2015, 7, (3), 207-220 Downloads View citations (2)
    See also Working Paper (2014)

2014

  1. Bank Capital and Liquidity Creation: Granger-Causality Evidence
    Journal of Financial Services Research, 2014, 45, (3), 341-361 Downloads View citations (28)
    See also Working Paper (2012)

2013

  1. 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)
  2. The Influence of Housing Price Development on the Household Consumption: Empirical Analysis for the Czech Republic
    Bulletin of the Czech Econometric Society, 2013, 20, (31) Downloads
    See also Working Paper (2012)

2012

  1. 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 Downloads View citations (10)
    See also Working Paper (2012)
  2. How to Improve the Quality of Stress Tests through Backtesting
    Czech Journal of Economics and Finance (Finance a uver), 2012, 62, (4), 325-346 Downloads View citations (10)

2011

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

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)

Books

2016

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

2014

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

2013

  1. Analyses of the Czech Republic's Current Economic Alignment with the Euro Area 2013
    Occasional Publications - Edited Volumes, Czech National Bank Downloads

2012

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

2011

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

2010

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

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 Downloads View citations (2)

2013

  1. 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 Downloads View citations (8)

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 Downloads View citations (17)

2010

  1. 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 Downloads View citations (5)

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)
 
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