Details about Petr Teply

Access statistics for papers by Petr Teply.

Last updated 2021-09-21. Update your information in the RePEc Author Service.

Short-id: pte140

Working Papers

2020

1. Institutional and Other Determinants of the Net Interest Margin of US and European Banks in a Low Interest Rate Environment
   Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies View citations (1)
2. The impact of low interest rates on banks' non-performing loans
   FFA Working Papers, Prague University of Economics and Business

2019

3. Key Determinants of Net Interest Margin of EU Banks in the Zero Lower Bound of Interest Rates
   Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies
   See also Journal Article Key Determinants of the Net Interest Margin of EU Banks in the Zero Lower Bound of Interest Rates, Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences (2019) View citations (1) (2019)
4. Performance Comparison of European Cooperative and Commercial Banks in a Low Interest Rate Environment
   Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies View citations (1)

2017

5. Agent-Based Risk Assessment Model of the European Banking Network
   CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague

2015

6. A Comparison of Financial Performance of Czech Credit Unions and European Cooperative Banks
   Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies
7. Credit Valuation Adjustment Modelling During a Global Low Interest Rate Environment
   Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies
8. Determinants of banking fee income in the EU banking industry - does market concentration matter?
   Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies

2014

9. Risk management of savings accounts
   Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies

2010

10. Main Flaws of The Collateralized Debt Obligation‘s: Valuation Before And During The 2008/2009 Global Turmoil
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies

2009

11. Efficiency of EU Merger Control in the 1990-2008 Period
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies

2008

12. Operational Risk - Scenario Analysis
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies View citations (2)
    See also Journal Article Operational Risk - Scenario Analysis, Prague Economic Papers, Prague University of Economics and Business (2011) View citations (5) (2011)
13. Operational Risk Management and Implications for Bank’s Economic Capital – a Case Study
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies View citations (2)
14. 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

15. Regulation of Bank Capital and Behavior of Banks: Assessing the US and the EU-15 Region Banks in the 2000-2005 Period
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies View citations (5)

2004

16. Informační efektivnost burzovních trhů ve střední Evropě / Market Efficiency of Capital Market in Central Europe [available in Czech only]
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies

Journal Articles

2021

1. The Use of Borrower-based Measures within Macroprudential Policy: Evidence from the European Economic Area
   European Financial and Accounting Journal, 2021, 2021, (1), 71-91 View citations (1)

2020

2. Best classification algorithms in peer-to-peer lending
   The North American Journal of Economics and Finance, 2020, 51, (C) View citations (7)

2019

3. Agent-based modeling of systemic risk in the European banking sector
   Journal of Economic Interaction and Coordination, 2019, 14, (4), 811-833 View citations (8)
4. Key Determinants of the Net Interest Margin of EU Banks in the Zero Lower Bound of Interest Rates
   Czech Journal of Economics and Finance (Finance a uver), 2019, 69, (5), 416-439 View citations (1)
   See also Working Paper Key Determinants of Net Interest Margin of EU Banks in the Zero Lower Bound of Interest Rates, Working Papers IES (2019) (2019)

2018

5. A Financial Performance Comparison of Czech Credit Unions and European Cooperative Banks
   Prague Economic Papers, 2018, 2018, (6), 723-742 View citations (2)
6. Determinants of Bank Fee Income in the EU Banking Industry - Does Market Concentration Matter?
   Prague Economic Papers, 2018, 2018, (1), 3-20 View citations (4)

2017

7. Measuring systemic risk of the US banking sector in time-frequency domain
   The North American Journal of Economics and Finance, 2017, 42, (C), 461-472 View citations (16)
8. The Effect of Ethics on Banks Financial Performance
   Prague Economic Papers, 2017, 2017, (3), 330-344

2016

9. The Nexus Between Systemic Risk and Sovereign Crises
   Czech Journal of Economics and Finance (Finance a uver), 2016, 66, (1), 50-69 View citations (11)
10. Why Are Savings Accounts Perceived as Risky Bank Products?
    Prague Economic Papers, 2016, 2016, (5), 617-633 View citations (1)

2015

11. The Performance of Foreign-Owned Banks in Host Country Economies
    Prague Economic Papers, 2015, 2015, (5), 538-561 View citations (1)
12. Unikátní kniha o euru a evropské integraci
    (A unique book about the euro and European integration)
    Politická ekonomie, 2015, 2015, (4), 538-542

2014

13. Modelling Interconnections in the Global Financial System in the Light of Systemic Risk
    ACTA VSFS, 2014, 8, (1), 64-88 View citations (1)
14. Systemic Risk of the Global Banking System - An Agent-Based Network Model Approach
    Prague Economic Papers, 2014, 2014, (1), 24-41 View citations (16)
15. The Level of Capital and the Value of EU Banks under Basel III
    Prague Economic Papers, 2014, 2014, (2), 143-161 View citations (13)

2013

16. Are Credit Unions Dynamite on the Czech Financial Market?
    (Kampeličky jako dynamit na českém finančním trhu?)
    Český finanční a účetní časopis, 2013, 2013, (1), 33-47
17. The Impact of Basel III on Lending Rates of EU Banks
    Czech Journal of Economics and Finance (Finance a uver), 2013, 63, (3), 226-243 View citations (17)

2012

18. Collateralized Debt Obligations' Valuation Using the One Factor Gaussian Copula Model
    Prague Economic Papers, 2012, 2012, (1), 30-49 View citations (3)
19. Pojištění jako nástroj řízení operačního rizika - případová studie
    (The Role of Insurance in Operational Risk Mitigation - A Case Study)
    Politická ekonomie, 2012, 2012, (4), 523-535 View citations (2)

2011

20. Operational Risk - Scenario Analysis
    Prague Economic Papers, 2011, 2011, (1), 23-39 View citations (5)
    See also Working Paper Operational Risk - Scenario Analysis, Working Papers IES (2008) View citations (2) (2008)
21. The Efficiency of EU Merger Control During the Period 1990–2008
    Czech Journal of Economics and Finance (Finance a uver), 2011, 61, (3), 252-276
22. The JT Index as an Indicator of Financial Stability of Corporate Sector
    Prague Economic Papers, 2011, 2011, (2), 157-176 View citations (22)

2010

23. KEY ECONOMIC POLICY LESSONS FROM THE 2008 FINANCIAL CRISIS
    Anadolu University Journal of Social Sciences, 2010, 10, (2), 123-134
24. Komplexní pohled do světa financí a bankovnictví z dílny prof. Poloučka
    Politická ekonomie, 2010, 2010, (5), 709-713

2007

25. THE BANKING STABILITY IN THE CZECH REPUBLIC BASED ON DISCRIMINANT AND CLUSTER ANALYSES
    Anadolu University Journal of Social Sciences, 2007, 7, (2), 85-96

2005

26. Information Efficiency of Central Europe Stock Exchanges (in Czech)
    Czech Journal of Economics and Finance (Finance a uver), 2005, 55, (9-10), 471-482

Chapters

2021

1. Financial Disintermediation: The Case of Peer-to-Peer Lending
   Springer

2018

2. Liability Risk Management of Central European Banks Under New Regulatory Requirements
   Springer

2017

3. Interest Rate Sensitivity of Non-maturing Bank Products
   Springer View citations (1)

2008

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