- Credit risk and the Finnish economy2007 | Faculty of Social Sciences
- Credit risk in the Czech economyPublication without faculty affiliation
- Macroeconomic environment and credit risk2007 | Faculty of Social Sciences
- Credit default swaps as credit risk mitigants2010 | Faculty of Social Sciences
- Credit risk, credit growth models and stress testing2007 | Faculty of Social Sciences
- Semimarkov Model for Credit Risk ManagementPublication without faculty affiliation
- Counterparty credit risk and interest rate derivatives pricingPublication without faculty affiliation
- Credit risk management during the 2007-2009 global crisis2010 | Faculty of Social Sciences
- Bank-Sourced Transition Matrices: Are Banks' Internal Credit Risk Estimates Markovian?Publication without faculty affiliation
- Collateralized debt obligations and credit risk management2010 | Faculty of Social Sciences
- Credit risk in European banks mergers and acquisitions2010 | Faculty of Social Sciences
- Loan book credit risk stress testing : survey of practice in mayor Czech banks2010 | Faculty of Social Sciences
- Relationship lending, firms’ behaviour and credit risk : evidence from the Czech RepublicPublication without faculty affiliation
- Bank-sourced transition matrixes: are banks' internal credit risk estimates Markovian?2022 | Faculty of Social Sciences
- Dynamic Multi-Factor Credit Risk Model with Fat-Tailed Factors2012 | Faculty of Social Sciences, Faculty of Mathematics and Physics
- Credit risk management lessons from Czech banks for the Chinese banking sector2010 | Faculty of Social Sciences
- A note on Credit Risk Measurment2000 | Faculty of Mathematics and Physics
- New trends in regulatoty credit risk management2004 | Faculty of Mathematics and Physics
- A model of credit risk under market power of lender2008 | Faculty of Mathematics and Physics
- The applicability of Merton's credit risk model in the Czech Republic2008 | Faculty of Social Sciences
- Stress testing credit risk: Is the Czech Republic different from Germany?2009 | Faculty of Social Sciences
- Stress testing credit risk : Is the Czech Republic different from Germany?Publication without faculty affiliation
- Pricing nondiversifiable credit risk in the corporate Eurobond market2007 | Faculty of Mathematics and Physics
- Credit risk and stress testing of the Czech banking sector2008 | Faculty of Social Sciences
- Does credit risk vary with economic cycles? : the case of FinlandPublication without faculty affiliation
- Essays on interest rates and credit riskPublication without faculty affiliation
- Credit risk and stress testing of the banking sector in the Czech Republic2007 | Faculty of Social Sciences
- Stress testing credit risk: comparison of the Czech Republic and Germany2008 | Faculty of Social Sciences
- Stress testing credit risk: comparison of the Czech Republic and GermanyPublication without faculty affiliation
- How to stress test credit risk for economics and credit portfolios? Evidence for the Czech Republic and Germany2009 | Faculty of Social Sciences