Access Statistics for Petr Jakubík

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Adverse Feedback Loop in the Bank-Based Financial Systems 0 0 0 62 0 2 6 142
Bank Stress Tests as an Information Device for Emerging Markets: The Case of Russia 0 1 4 48 1 2 10 98
Bank stress tests as an information device for emerging markets: The case of Russia 0 0 8 103 0 4 25 161
Credit Risk in the Czech Economy 0 0 1 181 0 2 13 318
Credit risk assessment is a crucial part of macroprudential analysis, with the aggregate nonperforming loan (NPL) ratio serving as a proxy for the economy-wide probability of default of the banking sector’s overall loan exposure. Therefore, the factors driving the NPL ratio deserve a lot of interest. This study provides a macroeconomic model for nonperforming loans (NPLs) for the Central, Eastern and Southeastern European (CESEE) countries. It is based on panel data for Bulgaria, Croatia, the Czech Republic, Hungary, Poland, Romania, Russia, Slovakia and Ukraine. In line with current literature, our empirical analysis confirms that economic growth is the main driver that is negatively correlated with NPL development. This inverse relation is also indicated by the stock index as a leading indicator for economic developments. However, there are also other important determinants that can help explain the change in NPL ratios in the CESEE countries: past credit growth as well as exchange rate changes coupled with the share of foreign currency loans in total loans. This study confirms and quantifies risk of excessive credit growth as well as foreign exchange lending 1 3 15 15 4 14 48 48
Does Credit Risk Vary with Economic Cycles? The Case of Finland 1 5 15 384 4 12 36 772
Dopady změn parametrů pojištění vkladů v roce 2008 0 0 1 10 1 2 5 134
Dynamic Stress Testing: The Framework for Testing Banking Sector Resilience Used by the Czech National Bank 2 4 8 29 3 7 29 86
Execution, bankruptcy and their macroeconomic determinants / Exekuce, bankroty a jejich makroekonomické determinanty [available in Czech only] 1 2 3 31 2 5 11 169
Household Balance Sheets and Economic Crisis 0 0 1 50 0 2 7 104
Households’ response to economic crisis 0 0 2 38 0 1 14 84
How to Measure Financial (In)Stability in Emerging Europe? 0 0 5 32 1 3 17 61
Insurance and the Macroeconomic Environment 1 6 46 47 4 11 58 60
Monetary Conditions and Banks' Behaviour in the Czech Republic 0 0 6 66 1 1 17 111
Non-performing loans: what matters in addition to the economic cycle? 1 8 83 166 4 25 214 375
Relationship Lending in the Czech Republic 0 1 2 43 0 1 5 58
Relationship Lending, Firms’ Behaviour and Credit Risk: Evidence from the Czech Republic 0 0 2 50 0 2 10 101
Stress Testing Credit Risk: Is the Czech Republic Different from Germany? 1 4 11 139 1 6 28 268
Stress Testing the Private Household Sector Using Microdata 0 0 14 30 3 7 37 64
Stress testing of the Czech banking sector 0 0 1 235 0 2 6 390
Systemic Event Prediction by Early Warning System 0 2 16 49 0 5 30 48
The Merton Approach to Estimating Loss Given Default: Application to the Czech Republic 0 1 3 72 0 3 11 140
The Prediction of Corporate Bankruptcy and Czech Economy’s Financial Stability through Logit Analysis 0 1 4 141 0 1 12 300
Total Working Papers 8 38 251 2,021 29 120 649 4,092


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bank Stress Tests as an Information Device for Emerging Markets: The Case of Russia 1 5 19 35 1 9 30 93
Credit Risk and the Finnish Economy 0 0 1 68 5 13 19 259
Credit risk and stress testing of the Czech Banking Sector 2 2 7 11 3 4 23 33
Determinants of Nonperforming Loans in Central, Eastern and Southeastern Europe 7 28 89 177 20 68 265 542
Dynamic Stress Testing: The Framework for Assessing the Resilience of the Banking Sector Used by the Czech National Bank 0 4 18 25 1 13 69 98
Estimating expected loss given default in an emerging market: the case of Czech Republic 0 0 0 0 6 8 23 349
Impact of Parametric Changes in Deposit Insurance Schemes in 2008 0 2 2 8 3 11 21 54
Implied Market Loss Given Default in the Czech Republic: Structural-Model Approach 0 0 7 131 1 2 27 348
Key Determinants of Non-performing Loans: New Evidence from a Global Sample 2 2 2 2 7 7 7 7
Macroeconomic Determinants of Firms’ Default in the Czech Republic 0 1 6 6 1 3 12 12
Macroeconomic Environment and Credit Risk (in English) 4 15 43 327 6 37 115 874
Measuring Financial (In)Stability in Emerging Europe: A New Index-Based Approach 1 4 18 45 2 8 34 90
Monetary Conditions and Banks’ Behaviour in the Czech Republic 0 0 0 0 5 5 5 5
Relationship Lending in Emerging Markets: Evidence from the Czech Republic 0 0 2 13 1 2 6 34
Stress testing of the czech banking sector 0 1 4 44 2 4 8 119
The JT Index as an Indicator of Financial Stability of Corporate Sector 1 1 4 24 3 7 26 142
Total Journal Articles 18 65 222 916 67 201 690 3,059


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Analyses of the Czech Republic's Current Economic Alignment with the Euro Area 2008 0 0 1 34 0 4 11 195
Analyses of the Czech Republic's Current Economic Alignment with the Euro Area 2009 0 0 0 24 0 0 3 128
CNB Economic Research Bulletin: Financial Stability in a Transforming Economy 0 0 1 18 0 0 2 61
CNB Economic Research Bulletin: Financial and Global Stability Issues 0 1 4 27 1 4 10 92
Financial Stability and Monetary Policy 0 0 1 19 1 2 13 57
Stress-Testing Analyses of the Czech Financial System 0 1 5 8 2 11 30 42
Total Books 0 2 12 130 4 21 69 575


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Credit Risk and Stress Testing of the Banking Sector of the Czech Republic 1 1 7 32 8 9 21 130
Estimating Expected Loss Given Default 0 0 5 80 0 1 16 335
Household stress tests using microdata 0 0 1 10 0 0 4 28
Macroeconomic Credit Risk Model 0 0 5 43 0 3 15 134
Models of Bank Financing of Czech Corporations and Credit Risk 0 0 0 16 0 1 4 77
Procyclicality of the Financial System and Simulation of the Feedback Effect 0 1 4 80 0 2 7 245
Scoring as an Indicator of Financial Stability 0 0 1 38 0 1 5 115
Thoughts on the proper design of macro stress tests 0 0 5 33 3 12 24 92
Total Chapters 1 2 28 332 11 29 96 1,156


Statistics updated 2015-08-02