Grant detail

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

Principal investigator: doc. PhDr. Ing. Ing. Petr Jakubík Ph.D. Ph.D.
Collaborators: doc. PhDr. Ing. Ing. Petr Jakubík Ph.D. Ph.D.
PhDr. Jakub Seidler Ph.D.
Description:
Participation:
Work in grant:
Web link:
Finance:
End date: 2011
Publications:

Adverse Feedback Loop in the Bank-Based Financial Systems

Corporate Sector vs. Crisis

Drop in Wages as a Risk for Financial Stability

Estimating Expected Loss

Estimating Expected Loss Given Default in an Emerging Economy: The Case of Czech Republic

Estimating Loss Given Default

European Deposit Insurance Schemes: Impact of Changes in 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?

Impact of parametric changes in deposit insurance schemes in 2008

Implied Market Loss Given Default in the Czech Republic: structural-model approach

Loss Given Default in Basel II framework

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

Conferences:

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

Partners

Deloitte

Sponsors

CRIF
McKinsey
Patria Finance