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Alexis Derviz

Personal Details

First Name:Alexis
Middle Name:
Last Name:Derviz
Suffix:
RePEc Short-ID:pde319

Affiliation

(90%) Česká Národní Banka

Praha, Czech Republic
http://www.cnb.cz/
RePEc:edi:cnbgvcz (more details at EDIRC)

(10%) Ústav teorie informace a automatizace (ÚTIA)
Akademie věd České Republiky

Praha, Czech Republic
http://www.utia.cas.cz/
RePEc:edi:utacacz (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters Books

Working papers

  1. Alexis Derviz, 2019. "Coexistence of Physical and Crypto Assets in a Stochastic Endogenous Growth Model," Working Papers 2019/7, Czech National Bank.
  2. Cabrillac, Bruno & Al-Haschimi, Alexander & Babecká Kucharčuková, Oxana & Borin, Alessandro & Bussière, Matthieu & Cezar, Raphael & Derviz, Alexis & Dimitropoulou, Dimitra & Ferrara, Laurent & Gächter, 2016. "Understanding the weakness in global trade - What is the new normal?," Occasional Paper Series 178, European Central Bank.
  3. Alexis Derviz, 2016. "Credit Constraints and Creditless Recoveries: An Unsteady State Approach," Working Papers 2016/10, Czech National Bank.
  4. L. Clerc & A. Derviz & C. Mendicino & S. Moyen & K. Nikolov & L. Stracca & J. Suarez & A. P. Vardoulakis, 2014. "Capital Regulation in a Macroeconomic Model with Three Layers of Default," Working papers 533, Banque de France.
  5. Derviz, Alexis, 2013. "Bubbles, bank credit and macroprudential policies," Working Paper Series 1551, European Central Bank.
  6. Alexis Derviz, 2013. "Collateral Composition, Diversification Risk, and Systemically Important Merchant Banks," Working Papers 2013/11, Czech National Bank.
  7. 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.
  8. Alexis Derviz, 2011. "Financial Frictions, Bubbles, and Macroprudential Policies," Working Papers 2011/04, Czech National Bank.
  9. Alexis Derviz & Marie Rakova, 2009. "Funding Costs and Loan Pricing by Multinational Bank Affiliates," Working Papers 2009/9, Czech National Bank.
  10. 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.
  11. Alexis Derviz & Jiri Podpiera, 2006. "Cross-Border Lending Contagion in Multinational Banks," Working Papers 2006/9, Czech National Bank.
  12. 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.
  13. 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.
  14. Derviz, Alexis, 2004. "Exchange rate risks and asset prices in a small open economy," Working Paper Series 314, European Central Bank.
  15. 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.
  16. Alexis Derviz, 2003. "Components of the Czech Koruna Risk Premium in a Multiple-Dealer FX Market," Working Papers 2003/04, Czech National Bank.
  17. 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.
  18. 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.
  19. 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.
  20. 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. Laurent Clerc & Alexis Derviz & Caterina Mendicino & Stephane Moyen & Kalin Nikolov & Livio Stracca & Javier Suarez & Alexandros P. Vardoulakis, 2015. "Capital Regulation in a Macroeconomic Model with Three Layers of Default," International Journal of Central Banking, International Journal of Central Banking, vol. 11(3), pages 9-63, June.
  2. 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.
  3. Derviz, Alexis, 2014. "Collateral composition, diversification risk, and systemically important merchant banks," Journal of Financial Stability, Elsevier, vol. 14(C), pages 23-34.
  4. Alexis Derviz & Marie Raková, 2012. "Parent Influence on Loan Pricing by Czech Banks," Prague Economic Papers, Prague University of Economics and Business, vol. 2012(4), pages 434-449.
  5. Alexis Derviz, 2012. "Financial frictions and real implications of macroprudential policies," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 26(3), pages 333-368, September.
  6. 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.
  7. Alexis Derviz & JiÅí Podpiera, 2008. "Predicting Bank CAMELS and S&P Ratings: The Case of the Czech Republic," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 44(1), pages 117-130, January.
  8. 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.
  9. 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.
  10. 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.
  11. Alexis Derviz, 2002. "The uncovered parity properties of the czech koruna," Prague Economic Papers, Prague University of Economics and Business, vol. 2002(1), pages 17-37.
    RePEc:czx:journl:v:9:y:2002:i:15:id:107 is not listed on IDEAS
    RePEc:czx:journl:v:5:y:1998:i:8:id:64 is not listed on IDEAS
    RePEc:czx:journl:v:2:y:1995:i:3:id:23 is not listed on IDEAS
    RePEc:czx:journl:v:6:y:1999:i:10:id:79 is not listed on IDEAS
    RePEc:czx:journl:v:6:y:1999:i:9:id:68 is not listed on IDEAS
    RePEc:czx:journl:v:7:y:2000:i:11:id:85 is not listed on IDEAS
    RePEc:czx:journl:v:3:y:1996:i:4:id:28 is not listed on IDEAS
    RePEc:czx:journl:v:8:y:2001:i:13:id:97 is not listed on IDEAS
    RePEc:czx:journl:v:7:y:2000:i:12:id:92 is not listed on IDEAS
    RePEc:czx:journl:v:3:y:1996:i:5:id:32 is not listed on IDEAS
    RePEc:czx:journl:v:10:y:2003:i:19:id:129 is not listed on IDEAS
    RePEc:ptu:bdpart:b201405 is not listed on IDEAS

Chapters

  1. Alexis Derviz, 2020. "Stablecoins - a gateway between conventional and crypto financial universes?," Occasional Publications - Chapters in Edited Volumes, in: CNB Global Economic Outlook - March 2020, pages 12-16, Czech National Bank.
  2. Alexis Derviz, 2019. "What changes in financial intermediation are to be expected from fintech?," Occasional Publications - Chapters in Edited Volumes, in: CNB Global Economic Outlook - August 2019, pages 12-17, Czech National Bank.
  3. Alexis Derviz & Libor Holub, 2015. "Collateral and the Role of International Merchant Banks in the Spread of Aggregate Risks," Occasional Publications - Chapters in Edited Volumes, in: CNB Financial Stability Report 2014/2015, chapter 0, pages 146-154, Czech National Bank.
  4. 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. Oxana Babecka Kucharcukova & Alexis Derviz & Vaclav Hausenblas & Michal Hlavacek & Mark Joy & Narcisa Kadlcakova & Lubos Komarek & Zlatuse Komarkova & Tomas Konecny & Ivana Kubicova & Jitka Lesanovska, 2014. "Macroprudential Research: Selected Issues," Occasional Publications - Edited Volumes, Czech National Bank, edition 2, volume 12, number rb12/2 edited by Jan Babecky & Borek Vasicek, January.
  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, edition 2, volume 10, number rb10/2 edited by Jan Babecky & Roman Horvath, January.
  3. 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, edition 2, volume 9, number rb09/2 edited by Jan Babecky, January.
  4. 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, edition 1, volume 5, number rb05/1 edited by Michal Hlavacek, January.
  5. Martin Cihak & Alexis Derviz & Anca Podpiera, 2005. "CNB Economic Research Bulletin: Financial Stability," Occasional Publications - Edited Volumes, Czech National Bank, edition 2, volume 3, number rb03/2 edited by Vladislav Flek, January.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Rankings

This author is among the top 5% authors according to these criteria:
  1. Closeness measure in co-authorship network
  2. Betweenness measure in co-authorship network
  3. Record of graduates

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 19 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (9) 2005-04-16 2013-08-23 2015-01-14 2015-02-11 2015-04-11 2015-09-18 2015-10-25 2017-01-22 2020-02-17. Author is listed
  2. NEP-RMG: Risk Management (9) 2005-04-16 2005-04-16 2012-10-06 2014-06-14 2015-01-14 2015-02-11 2015-04-11 2015-09-18 2015-10-25. Author is listed
  3. NEP-DGE: Dynamic General Equilibrium (7) 2015-01-14 2015-02-11 2015-04-11 2015-09-18 2015-10-25 2017-01-22 2020-02-17. Author is listed
  4. NEP-BAN: Banking (6) 2007-05-19 2010-09-11 2011-10-01 2012-10-06 2013-08-23 2014-06-14. Author is listed
  5. NEP-CBA: Central Banking (6) 2013-08-23 2015-01-14 2015-02-11 2015-04-11 2015-09-18 2015-10-25. Author is listed
  6. NEP-FIN: Finance (4) 2005-04-16 2005-04-16 2005-04-16 2005-04-16
  7. NEP-TRA: Transition Economics (4) 2005-04-16 2005-04-16 2005-04-16 2005-04-16
  8. NEP-IFN: International Finance (3) 2005-04-16 2005-04-16 2010-09-11
  9. NEP-CFN: Corporate Finance (1) 2014-06-14
  10. NEP-CMP: Computational Economics (1) 2005-04-16
  11. NEP-CTA: Contract Theory and Applications (1) 2012-10-06
  12. NEP-DCM: Discrete Choice Models (1) 2005-04-16
  13. NEP-FDG: Financial Development and Growth (1) 2020-02-17
  14. NEP-INT: International Trade (1) 2016-10-02
  15. NEP-IUE: Informal and Underground Economics (1) 2012-10-06
  16. NEP-MST: Market Microstructure (1) 2007-05-26
  17. NEP-ORE: Operations Research (1) 2020-02-17

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