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Petr Jakubík

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Personal Details

First Name: Petr
Middle Name:
Last Name: Jakubík
Suffix:

RePEc Short-ID: pja172

Email:
Homepage: http://ies.fsv.cuni.cz/en/staff/jakubik
Postal Address: EIOPA European Insurance and Occupational Pensions Authority Westhafen Tower Westhafenplatz 1 60327 Frankfurt am Main Germany Petr.Jakubik@eiopa.europa.eu
Phone: +49-69-951119-393

Affiliation

(50%) Institut ekonomických studií
Univerzita Karlova v Praze
Location: Praha, Czech Republic
Homepage: http://ies.fsv.cuni.cz/
Email:
Phone: +420 2 222112330
Fax: +420 2 22112304
Postal: Opletalova 26, CZ-110 00 Prague
Handle: RePEc:edi:icunicz (more details at EDIRC)
(50%) Česká Národní Banka
Location: Praha, Czech Republic
Homepage: http://www.cnb.cz/
Email:
Phone: 00420 2 2442 1111
Fax: 00420 2 2421 8522
Postal: Na Prikope 28, 115 03 Prague 1
Handle: RePEc:edi:cnbgvcz (more details at EDIRC)

Works

as in new window

Working papers

  1. Diana Zigraiova & Petr Jakubik, 2014. "Systemic Event Prediction by Early Warning System," Working Papers IES 2014/01, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jan 2014.
  2. Casper Christophersen & Petr Jakubik, 2014. "Insurance and the Macroeconomic Environment," EIOPA Finacial Stability Report - Thematic Articles 1, EIOPA, Financial Stability and Information Unit.
  3. Kamil Galuscak & Petr Hlavac & Petr Jakubik, 2014. "Stress Testing the Private Household Sector Using Microdata," Working Papers 2014/02, Czech National Bank, Research Department.
  4. Beck, Roland & Jakubik, Petr & Piloiu, Anamaria, 2013. "Non-performing loans: what matters in addition to the economic cycle?," Working Paper Series 1515, European Central Bank.
  5. Petr Jakubik & Tomas Slacik, 2013. "How to Measure Financial (In)Stability in Emerging Europe?," Working Papers IES 2013/13, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2013.
  6. Fungácová, Zuzana & Jakubík, Petr, 2012. "Bank stress tests as an information device for emerging markets: The case of Russia," BOFIT Discussion Papers 3/2012, Bank of Finland, Institute for Economies in Transition.
  7. Adam Gersl & Petr Jakubik & Dorota Kowalczyk & Steven Ongena & Jose-Luis Peydro Alcalde, 2012. "Monetary Conditions and Banks' Behaviour in the Czech Republic," Working Papers 2012/02, Czech National Bank, Research Department.
  8. Adam Gersl & Petr Jakubik & Tomas Konecny & Jakub Seidler, 2012. "Dynamic Stress Testing: The Framework for Testing Banking Sector Resilience Used by the Czech National Bank," Working Papers 2012/11, Czech National Bank, Research Department.
  9. veronika Holá & Petr Jakubík, 2011. "Dopady změn parametrů pojištění vkladů v roce 2008," Working Papers IES 2011/05, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jan 2011.
  10. Jakubik, Petr, 2011. "Households’ response to economic crisis," BOFIT Discussion Papers 7/2011, Bank of Finland, Institute for Economies in Transition, revised 16 May 2011.
  11. Petr Jakubík, 2011. "Household Balance Sheets and Economic Crisis," Working Papers IES 2011/20, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jun 2011.
  12. Adam Gersl & Petr Jakubík, 2010. "Relationship Lending, Firms’ Behaviour and Credit Risk: Evidence from the Czech Republic," Working Papers IES 2010/22, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2010.
  13. Adam Gersl & Petr Jakubík, 2010. "Adverse Feedback Loop in the Bank-Based Financial Systems," Working Papers IES 2010/14, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jul 2010.
  14. Adam Gersl & Petr Jakubik, 2010. "Relationship Lending in the Czech Republic," Working Papers 2010/01, Czech National Bank, Research Department.
  15. Jakub Seidler & Petr Jakubik, 2009. "The Merton Approach to Estimating Loss Given Default: Application to the Czech Republic," Working Papers 2009/13, Czech National Bank, Research Department.
  16. Petr Jakubík & Jaroslav Heřmánek, 2008. "Stress testing of the Czech banking sector," Working Papers IES 2008/02, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Feb 2008.
  17. Petr Jakubik & Christian Schmieder, 2008. "Stress Testing Credit Risk: Is the Czech Republic Different from Germany?," Working Papers 2008/9, Czech National Bank, Research Department.
  18. Petr Jakubík & Petr Teply, 2008. "The Prediction of Corporate Bankruptcy and Czech Economy’s Financial Stability through Logit Analysis," Working Papers IES 2008/19, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2008.
  19. Petr Jakubík, 2007. "Execution, bankruptcy and their macroeconomic determinants / Exekuce, bankroty a jejich makroekonomické determinanty [available in Czech only]," Working Papers IES 2007/29, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Nov 2007.
  20. Petr Jakubík, 2007. "Credit Risk in the Czech Economy," Working Papers IES 2007/11, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Mar 2007.
  21. Petr Jakubík, 2006. "Does Credit Risk Vary with Economic Cycles? The Case of Finland," Working Papers IES 2006/11, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Apr 2006.

Articles

  1. Adam Gersl & Petr Jakubik & Tomas Konecny & Jakub Seidler, 2013. "Dynamic Stress Testing: The Framework for Assessing the Resilience of the Banking Sector Used by the Czech National Bank," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 63(6), pages 505-536, December.
  2. Petr Jakubík & Tomáš Slacík, 2013. "Measuring Financial (In)Stability in Emerging Europe: A New Index-Based Approach," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 25, pages 102-117.
  3. Zuzana Fungacova & Petr Jakubik, 2013. "Bank Stress Tests as an Information Device for Emerging Markets: The Case of Russia," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 63(1), pages 87-105, March.
  4. Petr Jakubík & Thomas Reininger, 2013. "Determinants of Nonperforming Loans in Central, Eastern and Southeastern Europe," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 3, pages 48-66.
  5. Petr Jakubík & Petr Teplý, 2011. "The JT Index as an Indicator of Financial Stability of Corporate Sector," Prague Economic Papers, University of Economics, Prague, vol. 2011(2), pages 157-176.
  6. Adam Geršl & Petr Jakub�k, 2011. "Relationship Lending in Emerging Markets: Evidence from the Czech Republic," Comparative Economic Studies, Palgrave Macmillan, vol. 53(4), pages 575-596, December.
  7. Veronika Holá & Petr Jakubík, 2011. "Impact of Parametric Changes in Deposit Insurance Schemes in 2008," Politická ekonomie, University of Economics, Prague, vol. 2011(5), pages 659-679.
  8. Seidler, Jakub & Horvath, Roman & Jakubík, Petr, 2009. "Estimating expected loss given default in an emerging market: the case of Czech Republic," Journal of Financial Transformation, Capco Institute, vol. 27, pages 103-107.
  9. Jakub Seidler & Petr Jakubík, 2009. "Implied Market Loss Given Default in the Czech Republic: Structural-Model Approach," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 59(1), pages 20-40, January.
  10. Petr Jakubik, 2008. "Credit risk and stress testing of the Czech Banking Sector," ACTA VSFS, University of Finance and Administration, vol. 2(1), pages 107-123.
  11. Petr Jakubík & Jaroslav Heřmánek, 2008. "Stress testing of the czech banking sector," Prague Economic Papers, University of Economics, Prague, vol. 2008(3), pages 195-212.
  12. Petr JAKUBÍK, 2007. "Macroeconomic Environment and Credit Risk (in English)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 57(1-2), pages 60-78, March.
  13. Petr Jakubík, 2007. "Credit Risk and the Finnish Economy," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, vol. 1(3), pages 254-285, November.

Chapters

  1. Petr Hlavac & Petr Jakubik & Kamil Galuscak, 2013. "Household stress tests using microdata," Occasional Publications - Chapters in Edited Volumes, in: CNB Financial Stability Report 2012/2013, chapter 0, pages 113-119 Czech National Bank, Research Department.
  2. Petr Jakubík & Gregory Sutton, 2011. "Thoughts on the proper design of macro stress tests," BIS Papers chapters, in: Bank for International Settlements (ed.), Macroprudential regulation and policy, volume 60, pages 111-119 Bank for International Settlements.
  3. Adam Gersl & Petr Jakubik, 2010. "Procyclicality of the Financial System and Simulation of the Feedback Effect," Occasional Publications - Chapters in Edited Volumes, in: CNB Financial Stability Report 2009/2010, chapter 0, pages 110-119 Czech National Bank, Research Department.
  4. Petr Jakubik & Jakub Seidler, 2009. "Estimating Expected Loss Given Default," Occasional Publications - Chapters in Edited Volumes, in: CNB Financial Stability Report 2008/2009, chapter 0, pages 102-109 Czech National Bank, Research Department.
  5. Adam Gersl & Petr Jakubik, 2009. "Models of Bank Financing of Czech Corporations and Credit Risk," Occasional Publications - Chapters in Edited Volumes, in: CNB Financial Stability Report 2008/2009, chapter 0, pages 92-101 Czech National Bank, Research Department.
  6. Petr Jakubik & Petr Teply, 2008. "Scoring as an Indicator of Financial Stability," Occasional Publications - Chapters in Edited Volumes, in: CNB Financial Stability Report 2007, chapter 0, pages 76-85 Czech National Bank, Research Department.
  7. Petr Jakubik & Jaroslav Hermanek, 2007. "Credit Risk and Stress Testing of the Banking Sector of the Czech Republic," Occasional Publications - Chapters in Edited Volumes, in: CNB Financial Stability Report 2006, chapter 0, pages 57-68 Czech National Bank, Research Department.
  8. Petr Jakubik, 2006. "Macroeconomic Credit Risk Model," Occasional Publications - Chapters in Edited Volumes, in: CNB Financial Stability Report 2005, chapter 0, pages 84-92 Czech National Bank, Research Department.

Books

  1. Kamil Galuscak & Adam Gersl & Marcela Gronychova & Petr Hlavac & Petr Jakubik & Lubos Komarek & Zlatuse Komarkova & Tomas Konecny & Jakub Seidler, 2014. "Stress-Testing Analyses of the Czech Financial System," Occasional Publications - Edited Volumes, Czech National Bank, Research Department, edition 1, volume 12, number rb12/1 edited by Jan Babecky & Roman Horvath, August.
  2. Jose Peydro Alcalde & Sona Benecka & Alexis Derviz & Adam Gersl & Tomas Holub & Roman Horvath & Petr Jakubik & Narcisa Liliana Kadlcakova & Dorota Kowalczyk & Ivana Kubicova & Steven Ongena & Jakub Ry, 2012. "Financial Stability and Monetary Policy," Occasional Publications - Edited Volumes, Czech National Bank, Research Department, edition 2, volume 10, number rb10/2 edited by Jan Babecky & Roman Horvath, August.
  3. Jan Babecky & Sofia Bauducco & Ales Bulir & Martin Cihak & Petr Jakubik & Lubos Komarek & Zlata Komarkova & Jiri Podpiera & Christian Schmieder & Laurent Weill, 2009. "CNB Economic Research Bulletin: Financial and Global Stability Issues," Occasional Publications - Edited Volumes, Czech National Bank, Research Department, edition 2, volume 7, number rb07/2 edited by Jan Babecky & Jan Frait, August.
  4. Robert Ambrisko & Katerina Arnostova & Oxana Babecka-Kucharcukova & Jan Babecky & Kamil Galuscak & Dana Hajkova & Jaroslav Hermanek & Tomas Holub & Roman Horvath & Petr Jakubik & Lubos Komarek & Zlatu, 2009. "Analyses of the Czech Republic's Current Economic Alignment with the Euro Area 2009," Occasional Publications - Edited Volumes, Czech National Bank, Research Department, number as09 edited by Dana Hajkova & Kamila Koprnicka, August.
  5. Jan Babecky & Oxana Babetskaia-Kukharchuk & Kamil Galuscak & Dana Hajkova & Jaroslav Hermanek & Tomas Holub & Roman Horvath & Petr Jakubik & Lubos Komarek & Zlatuse Komarkova & Petr Kral & Filip Novot, 2008. "Analyses of the Czech Republic's Current Economic Alignment with the Euro Area 2008," Occasional Publications - Edited Volumes, Czech National Bank, Research Department, number as08 edited by Dana Hajkova, August.
  6. Alexis Derviz & Adam Gersl & Jaroslav Hermanek & Michal Hlavacek & Petr Jakubik & Jiri Podpiera & Katerina Smidkova, 2007. "CNB Economic Research Bulletin: Financial Stability in a Transforming Economy," Occasional Publications - Edited Volumes, Czech National Bank, Research Department, edition 1, volume 5, number rb05/1 edited by Michal Hlavacek, August.

NEP Fields

19 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (12) 2006-12-01 2007-03-17 2008-02-23 2009-09-11 2010-07-24 2010-10-02 2010-10-09 2011-07-21 2012-02-27 2012-04-23 2013-08-23 2014-05-17. Author is listed
  2. NEP-BEC: Business Economics (1) 2006-12-01
  3. NEP-CBA: Central Banking (3) 2012-04-23 2012-06-25 2013-11-16
  4. NEP-CFN: Corporate Finance (3) 2009-09-11 2010-10-02 2012-02-27
  5. NEP-CIS: Confederation of Independent States (1) 2012-02-27
  6. NEP-CMP: Computational Economics (1) 2010-07-24
  7. NEP-EEC: European Economics (3) 2007-03-17 2009-09-11 2013-11-16
  8. NEP-FMK: Financial Markets (3) 2007-03-17 2008-02-23 2009-09-11
  9. NEP-FOR: Forecasting (1) 2014-05-17
  10. NEP-MAC: Macroeconomics (3) 2012-06-25 2014-04-05 2014-05-17
  11. NEP-MON: Monetary Economics (1) 2012-06-25
  12. NEP-REG: Regulation (1) 2010-07-24
  13. NEP-RMG: Risk Management (9) 2006-12-01 2007-03-17 2008-02-23 2008-09-20 2009-09-11 2010-07-10 2010-07-24 2012-04-23 2014-05-17. Author is listed
  14. NEP-TRA: Transition Economics (9) 2008-09-20 2009-09-11 2010-07-10 2010-10-02 2010-10-09 2012-02-27 2012-04-23 2012-06-25 2013-11-16. Author is listed

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