PhDr. Hana Hejlová Ph.D. - Publications

Articles in journals with impact factor

2021 Calibration of Borrower-based Macroprudential Measures for Mortgage Exposures: Rigorous Approach and its Application for the Czech Republic, Prague Economic Papers, 30(3):316-335

2020 A Liquidity Stress-Testing Framework with Basel Liquidity Standards, Prague Economic Papers, 29(3):251-273

2017 A Comprehensive Method for House Price Sustainability Assessment in the Czech Republic, Prague Economic Papers, 26(3):269-285

Chapter in book

2018 The Introduction and Calibration of Macroprudential Tools Targeted at Residential Real Estate Exposures in the Czech Republic, 2017/2018 Financial Stability Report, Czech National Bank

2016 The relationship between liquidity risk and credit risk in the CNB’s liquidity stress tests, 2015/2016 Financial Stability Report, Czech National Bank

2015 A Comprehensive Method for House Price Sustainability Assessment, 2014/2015 Financial Stability Report, Czech National Bank

IES Working Papers

2015 The Role of Covered Bonds in Explaining House Price Dynamics in Spain, IES Working Papers 17/2015

Others

2020 Estimating Commercial Property Price Misalignment in the CEE Countries, Czech National Bank Working Paper Series, 11/2020

2020 The Household Stress Test, Thematic Article on Financial Stability, Czech National Bank, 4/2020

Partners

Deloitte
Česká Spořitelna

Sponsors

CRIF
McKinsey
Patria Finance
EY