Publications
- A New Measure of the Financial Cycle: Application to the Czech Republic2016 | Faculty of Social Sciences
- Dynamic Stress Testing: The Framework for Assessing the Resilience of the Banking Sector Used by the Czech National Bank2013 | Faculty of Social Sciences, Faculty of Mathematics and Physics
- How to Improve the Quality of Stress Tests through Backtesting2012 | Faculty of Social Sciences
- Loss given default as a crucial risk parameter in entrepreneurship management2011 | Faculty of Mathematics and Physics
- Stress testing: conservative calibration and regular verification2010 | Publication without faculty affiliation
- Estimating expected loss given default in an emerging economy : the case of Czech Republic2009 | Faculty of Social Sciences
- Estimating loss given default2009 | Faculty of Social Sciences
- Implied market Loss Given Default in the Czech Republic: structural-model approach2009 | Faculty of Social Sciences
- Estimating expected loss2009 | Faculty of Social Sciences
- Implied market loss given default : structural-model approachPublication without faculty affiliation
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