IES :: 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.
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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