IES :: Detail grantu

GAUK 2009/47509 Decomposition of securities' market prices into risk parameters

Řešitel:	doc. PhDr. Ing. Ing. Petr Jakubík Ph.D. Ph.D.
Spolupracovníci:	doc. PhDr. Ing. Ing. Petr Jakubík Ph.D. Ph.D. PhDr. Jakub Seidler Ph.D.
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Konec:	2011
Publikace:	Adverse Feedback Loop in the Bank-Based Financial Systems Dopady změn parametrů pojištění vkladů v roce 2008 Estimating Expected Loss Given Default in an Emerging Economy: The Case of Czech Republic Estimating Loss Given Default Evropské systémy pojištění vkladů: důsledky změn z roku 2008 Household Balance Sheets and Economic Crisis Household Financial Distress and Economic Policy Implications Household Response to the Economic Crisis: Micro-simulation for the Czech Economy Households’ response to economic crisis How Important Is the Adverse Feedback Loop for the Banking Sector? Implied Market Loss Given Default in the Czech Republic: structural-model approach Loss Given Default in Basel II framework Odhad očekávané úvěrové ztráty Podnikový sektor versus krize Propad mezd jako riziko pro finanční stabilitu Relationship Lending, Firms’ Behaviour and Credit Risk: Evidence from the Czech Republic Stress testing: conservative calibration and regular verification The JT Index as An Indicator of Financial Stability of Corporate Sector The Merton Approach to Estimating Loss Given Default The Merton Approach to Estimating Loss Given Default: Application to the Czech Republic
Konference:	11th International Network for Economic Research Conference 4th CSDA International Conference on Computational and Financial Econometrics (CFE 10), fothcoming 6th Applied Financial Economics Conference 7th Conference of Financial Management of Firms and Financial Institutions 7th International Conference on Accounting & Finance in Transition European & Asian Experience and Public Policy Considerations EABR Conference International Conference on Business and Economy International Conference on Business, Banking and Finance International Symposium on Finance and Accounting 2009