Petr Jakubík - Central Bank Research Hub

Papers by year: All | 2017 | 2014 | 2013 | 2012 | 2011 | 2010

Title Other author(s)

Updating the Ultimate Forward Rate over Time: A Possible Approach

Czech National Bank Working papers [View] (Paper: 2017/03, 17.07.2017)

JEL: E43, G22, L51, M2

Stress Testing the Private Household Sector Using Microdata

Czech National Bank Working papers [View] (Paper: 02/2014, 13.10.2014)

JEL: D12, D31, E17

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)

Non-performing loans: what matters in addition to the economic cycle?

European Central Bank Working papers [View] (Paper: 1515, 16.02.2013)

JEL: F34, G21, G28, G32

Monetary Conditions and Banks' Behaviour in the Czech Republic

Czech National Bank Working papers [View] (Paper: 2012/02, 09.02.2012)

Relationship Lending in the Czech Republic

Czech National Bank Working papers [View] (Paper: 2010/01, 16.02.2011)

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

Stress testing credit risk: Is the Czech Republic different from Germany?

Czech National Bank Working papers [View] (Paper: 2008/09, 07.04.2010)

JEL: G21, G28, G33

Papers by year: All | 2017 | 2014 | 2013 | 2012 | 2011 | 2010