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The pro-cyclicality of risk weights for credit exposures: Driven by the retail segment

Malovaná, Simona - In: Economic systems 45 (2021) 1, pp. 1-18

Persistent link: https://www.econbiz.de/10012798106

The pro-cyclicality of risk weights for credit exposures in the Czech Republic

Malovaná, Simona - 2018

Persistent link: https://www.econbiz.de/10011953997

Interaction of cyclical and structural systemic risks: insights from around and after the global financial crisis

Hodula, Martin; Janků, Jan; Pfeifer, Lukáš - 2021

Persistent link: https://www.econbiz.de/10012990244

On the determinants of life and non-life-insurance premiums

Hodula, Martin; Janků, Jan; Časta, Martin; Kučera, Adam - 2020

Persistent link: https://www.econbiz.de/10012493150

Macro-prudential policies to contain the effect of structural risks on financial downturns

Hodula, Martin; Janků, Jan; Pfeifer, Lukáš - In: Journal of policy modeling : JPMOD ; a social science … 45 (2023) 6, pp. 1204-1222

Persistent link: https://www.econbiz.de/10014559218

The effect of structural risks on financial downturns

Hodula, Martin; Janků, Jan; Pfeifer, Lukáš - 2022

We investigate the extent to which various structural risks exacerbate the materialization of cyclical risk. We use a large database covering all sorts of cyclical and structural features of the financial sector and the real economy for a panel of 30 countries over the period 2006Q1-2019Q4. We...