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Jaroslav Hermanek
(Jaroslav Heřmánek)

Personal Details

First Name:Jaroslav
Middle Name:
Last Name:Hermanek
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RePEc Short-ID:phe231
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Affiliation

Česká Národní Banka

Praha, Czech Republic
http://www.cnb.cz/

: 00420 2 2442 1111
00420 2 2421 8522
Na Prikope 28, 115 03 Prague 1
RePEc:edi:cnbgvcz (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters Books

Working papers

  1. 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.
  2. Martin Cihak & Jaroslav Hermanek, 2005. "Stress Testing the Czech Banking System: Where Are We? Where Are We Going?," Research and Policy Notes 2005/02, Czech National Bank, Research Department.

Articles

  1. Petr Jakubík & Jaroslav Heřmánek, 2008. "Stress testing of the czech banking sector," Prague Economic Papers, University of Economics, Prague, pages 195-212.
  2. Adam Geršl & Jaroslav Heřmánek, 2008. "Indicators of financial system stability: towards an aggregate financial stability indicator?," Prague Economic Papers, University of Economics, Prague, pages 127-142.
  3. Martin ÈIHÁK & Jaroslav HEØMÁNEK & Michal HLAVÁÈEK, 2007. "New Approaches to Stress Testing the Czech Banking Sector (in English)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 57(1-2), pages 41-59, March.
  4. Jaroslav Heømánek & Jiøí Podpiera, 2003. "Interest and Noninterest Profits and Profitability in the Czech Banking Sector (in Czech)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 53(7-8), pages 316-333, July.

Chapters

  1. 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.
  2. Adam Gersl & Jaroslav Hermanek, 2007. "Financial Stability Indicators: Advantages and Disadvantages of their Use in the Assessment of Financial System Stability," Occasional Publications - Chapters in Edited Volumes,in: CNB Financial Stability Report 2006, chapter 0, pages 69-79 Czech National Bank, Research Department.
  3. Jaroslav Hermanek & Martin Cihak, 2006. "Summary of the Results of Stress Tests in Banks," Occasional Publications - Chapters in Edited Volumes,in: CNB Financial Stability Report 2005, chapter 0, pages 73-83 Czech National Bank, Research Department.

Books

  1. 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, June.
  2. 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, June.
  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, June.
  4. Oxana Babetskaia-Kukharchuk & Ian Babetskii & Kamil Galuscak & Dana Hajkova & Jaroslav Hermanek & Tomas Holub & Martina Hornikova & Roman Horvath & Lubos Komarek & Zlatuse Komarkova & Filip Novotny & , 2007. "Analyses of the Czech Republic's Current Economic Alignment with the Euro Area 2007," Occasional Publications - Edited Volumes, Czech National Bank, Research Department, number as07 edited by Dana Hajkova, June.
  5. Oxana Babetskaia-Kukharchuk & Ian Babetskii & Kamil Galuscak & Dana Hajkova & Jaroslav Hermanek & Tomas Holub & Roman Horvath & Lubos Komarek & Zlatuse Komarkova & Filip Novotny & Miroslav Plasil & St, 2006. "Analyses of the Czech Republic's Current Economic Alignment with the Euro Area 2006," Occasional Publications - Edited Volumes, Czech National Bank, Research Department, number as06 edited by Dana Hajkova, June.
  6. Oxana Babetskaia-Kukharchuk & Ian Babetskii & Kamil Galuscak & Dana Hajkova & Jaroslav Hermanek & Tomas Holub & Roman Horvath & Filip Novotny & Michal Slavik & Radka Stikova & Ivo Zeman, 2005. "Analyses of the Czech Republic's Current Economic Alignment with the Euro Area 2005," Occasional Publications - Edited Volumes, Czech National Bank, Research Department, number as05 edited by Dana Hajkova, June.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. 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.

    Cited by:

    1. Adam Gersl & Jakub Seidler, 2010. "Conservative Stress Testing: The Role of Regular Verification," Working Papers IES 2010/12, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jul 2008.
    2. Adam Gersl & Jakub Seidler, 2012. "How to Improve the Quality of Stress Tests through Backtesting," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 62(4), pages 325-346, August.
    3. ?tefan Rychtárik, 2009. "Liquidity Scenario Analysis in the Luxembourg Banking Sector," BCL working papers 41, Central Bank of Luxembourg.

  2. Martin Cihak & Jaroslav Hermanek, 2005. "Stress Testing the Czech Banking System: Where Are We? Where Are We Going?," Research and Policy Notes 2005/02, Czech National Bank, Research Department.

    Cited by:

    1. Mizuho Kida, 2008. "A macro stress testing model with feedback effects," Reserve Bank of New Zealand Discussion Paper Series DP2008/08, Reserve Bank of New Zealand.
    2. International Monetary Fund, 2006. "Bulgaria; Selected Issues and Statistical Appendix," IMF Staff Country Reports 06/299, International Monetary Fund.

Articles

  1. Petr Jakubík & Jaroslav Heřmánek, 2008. "Stress testing of the czech banking sector," Prague Economic Papers, University of Economics, Prague, pages 195-212.
    See citations under working paper version above.
  2. Adam Geršl & Jaroslav Heřmánek, 2008. "Indicators of financial system stability: towards an aggregate financial stability indicator?," Prague Economic Papers, University of Economics, Prague, pages 127-142.

    Cited by:

    1. Kristína Kočišová & Daniel Stavárek, 2015. "Banking Stability Index: New EU countries after Ten Years of Membership," Working Papers 0024, Silesian University, School of Business Administration.

  3. Martin ÈIHÁK & Jaroslav HEØMÁNEK & Michal HLAVÁÈEK, 2007. "New Approaches to Stress Testing the Czech Banking Sector (in English)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 57(1-2), pages 41-59, March.

    Cited by:

    1. Festic, Mejra & Kavkler, Alenka & Repina, Sebastijan, 2011. "The macroeconomic sources of systemic risk in the banking sectors of five new EU member states," Journal of Banking & Finance, Elsevier, vol. 35(2), pages 310-322, February.
    2. 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.
    3. Mejra Festić & Sebastijan Repina & Alenka Kavkler, 2009. "The overheating of five EU new member states and cyclicality of systemic risk in the banking sector," Journal of Business Economics and Management, Taylor & Francis Journals, vol. 10(3), pages 219-232, May.
    4. Adam Gersl & Jakub Seidler, 2010. "Stress Test Verification as Part of an Advanced Stress-Testing Framework," Occasional Publications - Chapters in Edited Volumes,in: CNB Financial Stability Report 2009/2010, chapter 0, pages 92-101 Czech National Bank, Research Department.
    5. Juraj Antal & Frantisek Brazdik & Jan Bruha & Martin Fukac & Adrian Pagan & Jiri Podpiera & Stanislav Polak & Yuliya Rychalovska, 2008. "CNB Economic Research Bulletin: Inflation Targeting and DSGE Models," Occasional Publications - Edited Volumes, Czech National Bank, Research Department, edition 2, volume 6, number rb06/2 edited by Juraj Antal & Jan Babecky, June.
    6. Fiala, Tomas & Havranek, Tomas, 2017. "The sources of contagion risk in a banking sector with foreign ownership," Economic Modelling, Elsevier, vol. 60(C), pages 108-121.
    7. 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.

Chapters

  1. 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.

    Cited by:

    1. Mejra Festić & Sebastijan Repina & Alenka Kavkler, 2009. "The overheating of five EU new member states and cyclicality of systemic risk in the banking sector," Journal of Business Economics and Management, Taylor & Francis Journals, vol. 10(3), pages 219-232, May.
    2. Alenka Kavkler & Mejra Festić, 2010. "The Trade Deficit and Banking Sector Results in Romania and Bulgaria," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 12(27), pages 199-213, February.

  2. Adam Gersl & Jaroslav Hermanek, 2007. "Financial Stability Indicators: Advantages and Disadvantages of their Use in the Assessment of Financial System Stability," Occasional Publications - Chapters in Edited Volumes,in: CNB Financial Stability Report 2006, chapter 0, pages 69-79 Czech National Bank, Research Department.

    Cited by:

    1. Bors ISAC, 2015. "VAR Methodology in Assessment of the Financial Stability," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 1, pages 93-98.
    2. Kristína Kočišová & Daniel Stavárek, 2015. "Banking Stability Index: New EU countries after Ten Years of Membership," Working Papers 0024, Silesian University, School of Business Administration.
    3. Albulescu, Claudiu Tiberiu, 2008. "La dynamique de la stabilité du système financier roumain : une analyse en terme d’indice agrégé de stabilité
      [Romanian financial system dynamics: an aggregate stability index analysis]
      ," MPRA Paper 16754, University Library of Munich, Germany, revised 30 Jul 2008.
    4. Ini S Udom & Sani Ibrahim Doguwa, 2015. "Generating a composite index to support monetary and financial stability analysis in Nigeria," IFC Bulletins chapters,in: Bank for International Settlements (ed.), Indicators to support monetary and financial stability analysis: data sources and statistical methodologies, volume 39 Bank for International Settlements.
    5. Nadežda Sinenko & Deniss Titarenko & Mikus Arinš, 2013. "The Latvian financial stress index as an important element of the financial system stability monitoring framework," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, vol. 13(2), pages 85-110, December.
    6. Claudiu Tiberiu ALBULESCU, 2011. "Macro-Financial Risks and Central Banks: What Changes Has the Crisis Triggered?," Timisoara Journal of Economics, West University of Timisoara, Romania, Faculty of Economics and Business Administration, vol. 4(3(15)), pages 135-142.
    7. Albulescu, Claudiu Tiberiu, 2013. "Financial Stability and Monetary Policy: A Reduced-Form Model for the EURO Area," Journal for Economic Forecasting, Institute for Economic Forecasting, pages 62-81.
    8. Claudiu T Albulescu & Daniel Goyeau & Dominique Pépin, 2013. "Financial instability and ECB monetary policy," Economics Bulletin, AccessEcon, vol. 33(1), pages 388-400.
    9. Albulescu, Claudiu Tiberiu, 2008. "Assessing Romanian financial sector stability: the importance of the international economic climate," MPRA Paper 16581, University Library of Munich, Germany, revised 12 Feb 2009.
    10. Claudiu Tiberiu Albulescu, 2009. "Forecasting Romanian Financial System Stability using a Stochastic Simulation Model," Working Papers 2009.4, International Network for Economic Research - INFER.
    11. Filip, Bogdan Florin, 2014. "Financial-Monetary Instability Factors within the Framework of the Recent Crisis in Romania," Working Papers of National Institute of Economic Research 141213, National Institute of Economic Research.
    12. Bojinov, Bojidar, 2014. "Improving the rating system for remote monitoring of commercial banks in Bulgaria (PERLA)," MPRA Paper 56035, University Library of Munich, Germany.
    13. Albulescu, Claudiu Tiberiu, 2010. "Forecasting The Romanian Financial System Stability Using A Stochastic Simulation Model," Journal for Economic Forecasting, Institute for Economic Forecasting, pages 81-98.

Books

    Sorry, no citations of books recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

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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 2 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-BAN: Banking (2) 2007-01-23 2008-02-23
  2. NEP-FMK: Financial Markets (2) 2007-01-23 2008-02-23
  3. NEP-CFN: Corporate Finance (1) 2007-01-23
  4. NEP-MAC: Macroeconomics (1) 2007-01-23
  5. NEP-RMG: Risk Management (1) 2008-02-23

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