Jakub Seidler - Central Bank Research Hub

Papers by year: All | 2017 | 2015 | 2014 | 2013 | 2012 | 2010

Title Other author(s)

The time dimension of the links between loss given default and the macroeconomy

European Central Bank Working papers [View] (Paper: 2037, 15.03.2017)

JEL: C02, G13, G33

In the Quest of Measuring the Financial Cycle

Czech National Bank Working papers [View] (Paper: 2015/05, 04.07.2015)

JEL: C11, E32, E37, E58

Capital Buffers Based on Banks' Domestic Systemic Importance: Selected Issues

Czech National Bank Research and Policy notes [View] (Paper: 01/2014, 13.10.2014)

JEL: G21, G28

How bank competition influence liquidity creation

Bank of Finland BOFIT Discussion Papers [View] (Paper: 2013/16, 26.06.2013)

Macroeconomic Factors as Drivers of LGD Prediction: Empirical Evidence from the Czech Republic

Czech National Bank Working papers [View] (Paper: 2012/12, 13.03.2013)

Dynamic Stress Testing: The Framework for Testing Banking Sector Resilience Used by the Czech National Bank

Czech National Bank Working papers [View] (Paper: 2012/11, 07.03.2013)

Coordination Incentives in Cross-Border Macroprudential Regulation

Czech National Bank Working papers [View] (Paper: 2012/08, 06.02.2013)

Bank capital and liquidity creation: Granger-causality evidence,

European Central Bank Working papers [View] (Paper: 1497, 22.11.2012)

Banks' Capital and Liquidity Creation: Granger Causality Evidence

Czech National Bank Working papers [View] (Paper: 2012/05, 27.08.2012)

JEL: G21, G28

The Merton Approach to Estimating Loss Given Default: Application to the Czech Republic

Czech National Bank Working papers [View] (Paper: 2009/13, 19.08.2010)

JEL: C02, G13, G33

Papers by year: All | 2017 | 2015 | 2014 | 2013 | 2012 | 2010