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 1 62 0 0 8 140
Bank Stress Tests as an Information Device for Emerging Markets: The Case of Russia 0 1 3 46 0 2 19 95
Bank stress tests as an information device for emerging markets: The case of Russia 1 1 11 103 3 10 29 156
Credit Risk in the Czech Economy 0 0 3 181 0 6 14 316
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 2 6 9 9 7 18 28 28
Does Credit Risk Vary with Economic Cycles? The Case of Finland 0 6 20 379 1 8 37 758
Dopady změn parametrů pojištění vkladů v roce 2008 0 0 1 10 0 0 16 131
Dynamic Stress Testing: The Framework for Testing Banking Sector Resilience Used by the Czech National Bank 1 2 9 25 5 9 29 78
Execution, bankruptcy and their macroeconomic determinants / Exekuce, bankroty a jejich makroekonomické determinanty [available in Czech only] 0 1 1 29 0 1 8 164
Household Balance Sheets and Economic Crisis 0 0 2 50 0 0 4 101
Households’ response to economic crisis 0 0 3 37 0 5 16 82
How to Measure Financial (In)Stability in Emerging Europe? 0 3 7 31 0 4 15 56
Insurance and the Macroeconomic Environment 1 3 40 40 2 5 47 47
Monetary Conditions and Banks' Behaviour in the Czech Republic 0 2 7 65 3 6 21 108
Non-performing loans: what matters in addition to the economic cycle? 7 19 102 152 19 57 254 336
Relationship Lending in the Czech Republic 0 0 1 42 1 1 4 57
Relationship Lending, Firms’ Behaviour and Credit Risk: Evidence from the Czech Republic 0 0 2 50 2 4 8 99
Stress Testing Credit Risk: Is the Czech Republic Different from Germany? 1 2 9 133 2 8 31 260
Stress Testing the Private Household Sector Using Microdata 0 4 30 30 0 7 56 56
Stress testing of the Czech banking sector 0 0 3 235 1 1 7 388
Systemic Event Prediction by Early Warning System 0 3 47 47 1 8 42 42
The Merton Approach to Estimating Loss Given Default: Application to the Czech Republic 0 0 3 71 0 2 13 136
The Prediction of Corporate Bankruptcy and Czech Economy’s Financial Stability through Logit Analysis 0 1 6 140 3 4 18 298
Total Working Papers 13 54 320 1,967 50 166 724 3,932


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 17 29 1 6 29 82
Credit Risk and the Finnish Economy 0 0 2 68 0 1 11 245
Credit risk and stress testing of the Czech Banking Sector 1 1 8 9 2 9 22 29
Determinants of Nonperforming Loans in Central, Eastern and Southeastern Europe 5 15 89 144 17 45 292 458
Dynamic Stress Testing: The Framework for Assessing the Resilience of the Banking Sector Used by the Czech National Bank 2 5 13 18 10 22 62 77
Estimating expected loss given default in an emerging market: the case of Czech Republic 0 0 0 0 1 6 21 340
Impact of Parametric Changes in Deposit Insurance Schemes in 2008 0 0 0 6 2 3 10 41
Implied Market Loss Given Default in the Czech Republic: Structural-Model Approach 0 1 8 129 7 8 30 342
Macroeconomic Determinants of Firms’ Default in the Czech Republic 1 1 5 5 2 2 8 8
Macroeconomic Environment and Credit Risk (in English) 5 8 37 309 14 27 108 830
Measuring Financial (In)Stability in Emerging Europe: A New Index-Based Approach 2 4 20 37 3 6 39 75
Relationship Lending in Emerging Markets: Evidence from the Czech Republic 0 0 2 12 0 0 5 31
Stress testing of the czech banking sector 1 1 4 43 1 1 10 115
The JT Index as an Indicator of Financial Stability of Corporate Sector 0 0 3 23 1 4 37 135
Total Journal Articles 18 41 208 832 61 140 684 2,808


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 1 1 1 34 3 3 12 191
Analyses of the Czech Republic's Current Economic Alignment with the Euro Area 2009 0 0 1 24 2 2 7 128
CNB Economic Research Bulletin: Financial Stability in a Transforming Economy 0 0 1 18 1 1 4 61
CNB Economic Research Bulletin: Financial and Global Stability Issues 0 1 4 26 1 2 9 88
Financial Stability and Monetary Policy 0 0 1 18 3 4 13 53
Stress-Testing Analyses of the Czech Financial System 0 2 6 6 2 8 27 27
Total Books 1 4 14 126 12 20 72 548


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 5 30 2 3 13 120
Estimating Expected Loss Given Default 0 0 8 79 1 3 27 332
Household stress tests using microdata 0 0 2 10 0 0 5 26
Macroeconomic Credit Risk Model 1 1 7 43 4 4 17 130
Models of Bank Financing of Czech Corporations and Credit Risk 0 0 0 16 0 0 4 76
Procyclicality of the Financial System and Simulation of the Feedback Effect 0 1 4 78 1 2 15 242
Scoring as an Indicator of Financial Stability 0 0 1 38 0 0 4 114
Thoughts on the proper design of macro stress tests 1 1 2 30 1 4 15 77
Total Chapters 3 4 29 324 9 16 100 1,117


Statistics updated 2015-04-05