Position: Associate Professor 
Field of interest: Financial Stability, Credit Risk, Banking, Insurance, Financial Regulation
Membership: Finance and Capital Markets, Internal
Contact
Office: 311
Email: PetrJakubik [AT] seznam [DOT] cz
Phone: +49 69 9511 19393
Personal web pages: http://ideas.repec.org/e/pja172.html
Available: individual arrangement
More information
Syllabi
Course supervisor
JEM128 - Financial Modeling Using MS Excel, VBA
Teacher
JEM128 - Financial Modeling Using MS Excel, VBA
CV
Organisation Memberships
Czech Economic Society
Education
2015 Habilitation - Associate Professor in Economic Theories; Charles University in Prague
2008-12 PhD in economics, Charles University in Prague
2007 PhDr examination, economics, Charles University in Prague
9-11/2006 Course on Financial Programming and Policies, IMF Institute, Washington, D.C., USA
2004-06 MA in economics, Charles University in Prague
2005 economics, finance - Hanken Svenska Handelshögskolan, Helsinki, Finland (exchange)
2001-04 PhD in finance, University of Economics in Prague
1999-02 MA in statistics and insurance, University of Economics in Prague
1994-99 MSc in computer science, mathematics, Czech Technical University in Prague
Job history
08/2014++ Financial Stability Team Leader, EIOPA - European Insurance and Occupational Pensions Authority, Frankfurt am Main, Germany
07/2013-8/2014 Principal Expert on Financial Stability, EIOPA - European Insurance and Occupational Pensions Authority, Frankfurt am Main, Germany
02/2013-6/2013 Chief Economist, Financial Stability Department, Czech National Bank, Prague, Czech Republic
11/2012-2/2013 Financial Stability Consultant, Oesterreichische Nationalbank, Vienna, Austria
10/2012 Financial Stability Consultant, Central Bank of Malta, Valletta, Malta
2010-12 International Economist, EU Neighbouring Regions Division, European Central Bank, Frankfurt am Main, Germany
2008-10 Chief Economist, Economic Research and Financial Stability Department, Czech National Bank, Prague, Czech Republic
09-12/2009 Technical Adviser, Financial Stability Institute, Bank for International Settlements, Basel, Switzerland
2005-07 Chief Financial Stability Analyst, Economic Research Department, Czech National Bank, Prague, Czech Republic
7-9/2005 Project Researcher, Monetary Policy and Research Department, Bank of Finland, Helsinki, Finland
2001-04 Scoring Analyst, Credit Risk Management Department, Komercni banka, Societe Generale Group, Prague, Czech Republic
1999-00 Programmer-Analyst, Terminus s.r.o., Beroun, Czech Republic
1999 Programmer-Analyst, Ceska narodni zdravotni pojistovna, Prague, Czech Republic
Participation in numerous short-term trainings and workshops – Federal Reserve Bank of New York, European Central Bank, Joint Vienna Institute, De Nederlandsche Bank, Center of Excellence in Finance (Ljubljana), Deutsche Bundesbank, Magyar Nemzeti Bank, Fitch Learning (London), Centre for Central Banking Studies (Bank of England), National Bank of Slovakia, etc.
see https://www.linkedin.com/pub/petr-jakubik/a/66b/247
Teaching
SS 2022 Financial Modeling Using MS Excel and VBA
SS 2021 Financial Modeling Using MS Excel and VBA
SS 2020 Financial Modeling Using MS Excel and VBA
SS 2019 Financial Modeling Using MS Excel and VBA
SS 2018 Financial Modeling Using MS Excel and VBA
SS 2017 Financial Modeling Using MS Excel and VBA
SS 2016 Financial Modeling Using MS Excel and VBA
SS 2015 Financial Modeling Using MS Excel and VBA
SS 2014 Financial Modeling Using MS Excel and VBA
SS 2013 Financial Modeling Using MS Excel and VBA
SS 2012 Financial Modeling Using MS Excel and VBA
SS 2011 Financial Modeling Using MS Excel and VBA
SS 2011 Corporate Finance
SS 2010 Financial Modeling Using MS Excel and VBA
SS 2010 Corporate Finance
SS 2009 Corporate Finance
WS 2008 Portfolio Analysis and Financial Risk Management – Seminar
WS 2008 Financial Modeling Using MS Excel and VBA
SS 2008 Corporate Finance
WS 2007 Portfolio Analysis and Financial Risk Management – Seminar
WS 2007 Banking
Extra activities
2007++ Czech Economic Society – member of the Board (president 2012-2013, vice-president 2010-2011)
06/2015++ Associate Professor, 10/2009–05/2015 Assistant Professor, The University of Finance and Administration in Prague, Czech Republic (PhD level – Financial Institutions Management and Regulation)
2010++ Central European Review of Economic Issues, Faculty of Economics, VSB, member of Editorial Board
2006-11 Basic Research Centre of Dynamic Economy and Econometrics – member of the Centre Council
Referee for the Journal of Banking and Finance, Journal of Financial Stability, Journal of Macroeconomics, Emerging Markets Finance and Trade, Czech Journal of Economics and Finance, Slovak Journal of Economics, Economic Trends and Economic Policy, Prague Economic Papers, IES Working Papers, Central European Review of Economic Issues
Giving regularly seminars and presentations at conferences and other academic events, providing technical assistance and presenting at seminars for central banks and FSAs – e.g. Deutsche Bundesbank, Center of Excellence in Finance (Ljubljana), Central Bank of the Republic of Turkey, National Bank of Serbia, Universität St. Gallen (Switzerland), Financial Stability Institute of the Bank for the International Settlements, Central Banking Publications (seminars hosted in Christ’s College, Cambridge), Joint Vienna Institute, Bank of Korea, Superintendencia de Banca y Seguros (Peru), National Bank of Kuwait, Banco Centralo do Brasil, Centre for Central Banking Studies (Bank of England), etc.
Designing and implementing top-down macro stress test methodologies in the Central Bank of Malta, National Bank of Serbia, Central Bank of the Republic of Turkey, Czech National Bank and at the ECB for Turkey, Russia, Ukraine, Croatia and Serbia.
Awards and prizes
■ 2019 Lifetime Achievement Award
■ 2019 Biographical reference in Who's Who in the World 2019
■ 2018 Biographical reference in Who's Who in the World 2018
■ 2018 Albert Nelson Marquis Lifetime Achievement Award
■ 2016 Biographical reference in Who's Who in Science and Engineering - 2016-2017 (Marquis, 12th Edition)
■ 2013 Biographical reference in Who's who in the World 2014 (Marquis, 31th Pearl Anniversary Edition)
■ 2012 Biographical reference in Who's who in the World 2013 (Marquis, 30th Pearl Anniversary Edition)
■ 2011 Outstanding Research Award, The institute for Business and Finance research, Global Conference on Business and Finance, San Jose, Costa Rica
■ 2010 Irving Fisher Committee Award for the best paper on a topic related to data gaps revealed by the financial crisis for the work "Household Response to the Economic Crisis: Micro-simulation for the Czech Economy", the winning paper 2010, International biennial prize, Bank for International Settlement, Basel, Switzerland
■ 2010 SAS Prize 2009, Award for academics, Prize for the paper "Household Response to the Economic Crisis", SAS Institute, Prague, Czech Republic
■ 2009 SAS Student Ambassador Award, international annual prize for students and researchers who use SAS technologies in innovative ways that benefit their respective industries and fields of study, SAS Global Forum, Washington D.C., US
■ 2008 Financial Stability Institute Award for the best paper on a topic related to a financial regulatory or supervisory issue for the work "Macroeconomic credit risk modelling and stress testing – Comparison of the Czech Republic and Germany", International biennial prize for the employees of a financial sector supervisory agency, Bank for International Settlement, Basel, Switzerland
■ 2007 profesor Vencovsky Award of The University of Finance and Administration in Prague for the five best papers in economics for the work Credit risk and stress testing of the Czech Banking Sector, Czech Republic, Czech Republic
■ 2006 Bolzano Award in Economics for the work Credit Risk Models and the Economic Cycle, Prize of Charles University in Prague, Czech Republic
■ 2006 Young Economist Award of the Czech Economic Society, annual prize for the three best papers in economics for the work Macroeconomic Environment and Credit Risk, Czech Republic
■ 2006 McKinsey and RWE-Transgas Prize in Economics, Prize for the Best Thesis submitted at the Institute for Economics Studies, Czech Republic
■ 2006 Dean of the Faculty distinction for an extraordinarily good masters thesis, Faculty of Social Sciences, Charles University in Prague, Czech Republic
Topics for supervision
Bachelor theses
see topics for MA's theses
Master theses
New challenges to financial regulation and supervision
Stress testing of financial sector
Macroprudential supervision and regulation
Macro-prudential quantitative framework in inusrance
Macro-prudential instruments and policy
Macro-prudential elements of Solvency II
Supervised Bachelor theses
all/awarded: 3/1
Awarded:
Bc. Jana Procházková
Supervised Master Theses
all/awarded: 20/7
Awarded:
Mgr. Adriána Lelovská, Mgr. Diana Žigraiová, Mgr. Jakub Chleboun, Mgr. Jakub Seidler, Mgr. Tatjana Vukelič, Mgr. Veronika Holá, Mgr. Zuzana Iršová
Supervised Ph.D. Theses
number: 1
Diana Žigraiová (10.10.2018)
Current Ph.D. students
number: 1
Ing. Saida Teleu Ph.D.
Downloadable
Full list of publications
Full list of publications 2022/02
The article written for the Banque & Strategie, n. 340, October 2015 on the low yield environment and Solvency II.
