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Alexis Derviz

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Personal Details

First Name: Alexis
Middle Name:
Last Name: Derviz
Suffix:

RePEc Short-ID: pde319

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Homepage:
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Affiliation

(90%) 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)
(10%) Ústav teorie informace a automatizace (ÚTIA)
Akademie věd České Republiky
Location: Praha, Czech Republic
Homepage: http://www.utia.cas.cz/
Email:
Phone: +420 2 66052400
Fax: +420 2 86890449
Postal: 182 08 Prague 8, Pod vodarenskou vezi 4
Handle: RePEc:edi:utacacz (more details at EDIRC)

Works

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Working papers

  1. Derviz, Alexis, 2013. "Bubbles, bank credit and macroprudential policies," Working Paper Series 1551, European Central Bank.
  2. Alexis Derviz & Jakub Seidler, 2012. "Coordination Incentives in Cross-Border Macroprudential Regulation," Working Papers IES 2012/21, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jul 2012.
  3. Alexis Derviz, 2011. "Financial Frictions, Bubbles, and Macroprudential Policies," Working Papers 2011/04, Czech National Bank, Research Department.
  4. Alexis Derviz & Marie Rakova, 2009. "Funding Costs and Loan Pricing by Multinational Bank Affiliates," Working Papers 2009/9, Czech National Bank, Research Department.
  5. Alexis Derviz, 2007. "Modeling Electronic FX Brokerage as a Fast Order-Driven Marketunder Heterogeneous Private Values and Information," Working Papers IES 2007/16, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised May 2007.
  6. Derviz, Alexis & Podpiera, Jirí, 2007. "Cross-border lending contagion in multinational banks," Working Paper Series 0807, European Central Bank.
  7. Alexis Derviz, 2005. "Cross-border Risk Transmission by a Multinational Bank," Working Papers IES 85, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised 2005.
  8. Alexis Derviz & Jiri Podpiera, 2004. "Predicting Bank CAMELS and S&P Ratings: The Case of the Czech Republic," Working Papers 2004/01, Czech National Bank, Research Department.
  9. Derviz, Alexis, 2004. "Exchange rate risks and asset prices in a small open economy," Working Paper Series 0314, European Central Bank.
  10. Alexis Derviz, 2003. "Components of the Czech Koruna Risk Premium in a Multiple-Dealer FX Market," Working Papers 2003/04, Czech National Bank, Research Department.
  11. Alexis Derviz, 2003. "FOREX Microstructure, Invisible Price Determinants,and the Central Bank's Understanding of Exchange Rate Formation," Working Papers 2003/06, Czech National Bank, Research Department.
  12. Alexis Derviz & Narcisa Kadlcakova & Lucie Kobzova, 2003. "Credit Risk, Systemic Uncertainties and Economic Capital Requirements for an Artificial Bank Loan Portfolio," Working Papers 2003/09, Czech National Bank, Research Department.
  13. Alexis Derviz & Narcisa Kadlcakova, 2001. "Methodological Problems of Quantitative Credit Risk Modeling in the Czech Economy," Archive of Monetary Policy Division Working Papers 2001/39, Czech National Bank.
  14. Alexis Derviz, 2000. "Monetary Transmission and Asset-Liability Management by Financial Institutions in Transitional Economies - Implications for Czech Monetary Policy," Archive of Monetary Policy Division Working Papers 2000/22, Czech National Bank.
  15. Alexis Derviz, 1999. "Generalized Asset Return Parity and the Exchange Rate in a Finnancially open Economy," Archive of Monetary Policy Division Working Papers 1999/12, Czech National Bank.

Articles

  1. Clerc, L. & Nikolov, K. & Derviz, A. & Stracca, L. & Mendicino, C. & Suarez, J. & Moyen, S. & Vardoulakis, A., 2014. "Macroprudential capital tools: assessing their rationale and effectiveness," Financial Stability Review, Banque de France, issue 18, pages 183-194, April.
  2. Alexis Derviz, 2012. "Financial frictions and real implications of macroprudential policies," Financial Markets and Portfolio Management, Springer, vol. 26(3), pages 333-368, September.
  3. Alexis Derviz & Marie Raková, 2012. "Parent Influence on Loan Pricing by Czech Banks," Prague Economic Papers, University of Economics, Prague, vol. 2012(4), pages 434-499.
  4. Alexis Derviz, 2011. "Real Implications of Bursting Asset Price Bubbles in Economies with Bank Credit," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 61(1), pages 92-116, January.
  5. Alexis Derviz & Jiří Podpiera, 2008. "Predicting Bank CAMELS and S&P Ratings: The Case of the Czech Republic," Emerging Markets Finance and Trade, M.E. Sharpe, Inc., vol. 44(1), pages 117-130, January.
  6. Alexis Derviz, 2007. "Cross-Border Risk Transmission by a Multinational Bank," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, vol. 1(1), pages 87-111, March.
  7. Jan Brùha & Alexis Derviz, 2006. "Macroeconomic Factors and the Balanced Value of the Czech Koruna/Euro Exchange Rate (in English)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 56(7-8), pages 318-343, July.
  8. Derviz, Alexis, 2004. "Asset return dynamics and the FX risk premium in a decentralized dealer market," European Economic Review, Elsevier, vol. 48(4), pages 747-784, August.
  9. Alexis Derviz, 2003. "Dealer Quotes, Order Flow and Indirect Foreign Currency Utility in a Multiple Dealership Market," Bulletin of the Czech Econometric Society, The Czech Econometric Society, vol. 10(19).
  10. Alexis Derviz, 2002. "The uncovered parity properties of the czech koruna," Prague Economic Papers, University of Economics, Prague, vol. 2002(1).
  11. Alexis Derviz & Narcisa Kadlčáková, 2002. "Producer Subsidies And Adverse Selection In The Corporate Credit Market," Bulletin of the Czech Econometric Society, The Czech Econometric Society, vol. 9(15).
  12. Alexis Derviz, 2001. "Equilibrium Asset Prices in a Continuous Time Portfolio Optimization Model with Decentralized Dealership Markets," Bulletin of the Czech Econometric Society, The Czech Econometric Society, vol. 8(13).
  13. Alexis Derviz, 2000. "Continuous Time Decision-Making in a Partially Decentralized Multiple Dealership Forex Market and Equilibrium Exchange Rate," Bulletin of the Czech Econometric Society, The Czech Econometric Society, vol. 7(12).
  14. Alexis Derviz, 2000. "The Asset-Liability Management Aspects of Monetary Transmission in Transitional Economies: the Czech and the Austrian Credit Channels," Bulletin of the Czech Econometric Society, The Czech Econometric Society, vol. 7(11).
  15. Alexis Derviz, 1999. "Currency Options And Trade Smoothing Under An Exchange Rate Regime Shift," Bulletin of the Czech Econometric Society, The Czech Econometric Society, vol. 6(9).
  16. Alexis Derviz, 1999. "Generalized Asset Return Parity And The Exchange Rate In A Financially Open Economy," Bulletin of the Czech Econometric Society, The Czech Econometric Society, vol. 6(10).
  17. Alexis Derviz & Jan Klacek, 1998. "Precautionary Saving And Currency Substitution In An Optimizing Model Of The Czech Economy," Bulletin of the Czech Econometric Society, The Czech Econometric Society, vol. 5(8).
  18. Alexis Derviz, 1996. "A Shadow Asset Pricing Approach to the Analysis of Financial Markets' Equilibria in an Open Economy," Bulletin of the Czech Econometric Society, The Czech Econometric Society, vol. 3(5).
  19. Alexis Derviz, 1996. "Adjoint Equations in Stochastic Optimal Control and Application to Portfolio Optimization with Borrowing Constraints," Bulletin of the Czech Econometric Society, The Czech Econometric Society, vol. 3(4).
  20. Alexis Derviz, 1995. "Bayesian Capital Markets and Currency Crises," Bulletin of the Czech Econometric Society, The Czech Econometric Society, vol. 2(3).

Chapters

  1. Alexis DERVIZ, 2013. "Collateral Composition, Diversification Risk and Systematically Important Merchant Banks," Chapters of Financial Aspects of Recent Trends in the Global Economy book, in: Rajmund Mirdala (ed.), Financial Aspects of Recent Trends in the Global Economy, volume 2, chapter 2, pages 39-56 ASERS Publishing.
  2. Alexis Derviz & Narcisa Kadlcáková, 2005. "Business cycle, credit risk and economic capital determination by commercial banks," BIS Papers chapters, in: Bank for International Settlements (ed.), Investigating the relationship between the financial and real economy, volume 22, pages 299-327 Bank for International Settlements.

Books

  1. 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.
  2. Jan Babecky & Alena Bicakova & Alexis Derviz & Tomas Havranek & Roman Horvath & Lubos Komarek & Zlatuse Komarkova & Jakub Mateju & Ke Pang & Renata Pasalicova & Zuzana Prelcova & Marie Rakova & Pierre, 2011. "Macro-Financial Linkages: Theory and Applications," Occasional Publications - Edited Volumes, Czech National Bank, Research Department, edition 2, volume 9, number rb09/2 edited by Jan Babecky, August.
  3. 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.
  4. Martin Cihak & Alexis Derviz & Anca Podpiera, 2005. "CNB Economic Research Bulletin: Financial Stability," Occasional Publications - Edited Volumes, Czech National Bank, Research Department, edition 2, volume 3, number rb03/2 edited by Vladislav Flek, August.

NEP Fields

12 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (6) 2007-05-19 2007-09-24 2010-09-11 2011-10-01 2012-10-06 2013-08-23. Author is listed
  2. NEP-CBA: Central Banking (1) 2013-08-23
  3. NEP-CMP: Computational Economics (1) 2005-04-16
  4. NEP-CTA: Contract Theory & Applications (1) 2012-10-06
  5. NEP-DCM: Discrete Choice Models (1) 2005-04-16
  6. NEP-FIN: Finance (5) 2005-04-16 2005-04-16 2005-04-16 2005-04-16 2005-10-04. Author is listed
  7. NEP-FMK: Financial Markets (1) 2005-10-04
  8. NEP-IFN: International Finance (4) 2005-04-16 2005-04-16 2005-10-04 2010-09-11. Author is listed
  9. NEP-IUE: Informal & Underground Economics (1) 2012-10-06
  10. NEP-MAC: Macroeconomics (2) 2005-04-16 2013-08-23
  11. NEP-MST: Market Microstructure (1) 2007-05-26
  12. NEP-RMG: Risk Management (3) 2005-04-16 2005-04-16 2012-10-06. Author is listed
  13. NEP-TRA: Transition Economics (5) 2005-04-16 2005-04-16 2005-04-16 2005-04-16 2005-10-04. Author is listed

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