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Models for stress testing Czech Banks' liquidity risk
Komárková, Zlatuše; Geršl, Adam; Komárek, Luboš - 2011
Persistent link: https://www.econbiz.de/10009509865
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Liquidity stress testing with second-round effects : application to the Czech banking sector
Geršl, Adam; Komárková, Zlatuše; Komárek, Luboš - In: Finance a úvěr 66 (2016) 1, pp. 32-49
Persistent link: https://www.econbiz.de/10011454314
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Liquidity risk and banks' bidding behaviour : evidence from the global financial crisis
Geršl, Adam; Komárková, Zlatuše - In: The global financial crises : challenges and opportunities, (pp. 437-458). 2013
Persistent link: https://www.econbiz.de/10010126803
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A liquidity risk stress-testing framework with Basel liquidity standards
Hejlová, Hana; Komárková, Zlatuše; Rusnák, Marek - In: Prague economic papers : a bimonthly journal of … 29 (2020) 3, pp. 251-273
Persistent link: https://www.econbiz.de/10012593458
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The relationship between capital and liquidity prudential instruments
Hodula, Martin; Komárková, Zlatuše; Pfeifer, Lukáš - In: Journal of regulatory economics 59 (2021) 1, pp. 47-70
Persistent link: https://www.econbiz.de/10012488627
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Resolving non-performing assets in the Czech Republic : theory and practice ; past experiences with bank restructuring (Forum)
Cimburek, Jan; Kollar, Miroslav; Komárek, Luboš; … - In: CESifo DICE report : journal for institutional comparisons 7 (2009) 3, pp. 21-28
Persistent link: https://www.econbiz.de/10003895341
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Možnosti řešení problematických aktiv komerčních bank
Kollar, Miroslav; Komárek, Luboš - In: Politická ekonomie : teorie, modelování, aplikace 57 (2009) 5, pp. 601-621
Persistent link: https://www.econbiz.de/10003935165