Charles University / Institute of Economic Studies / Joint Vienna Institute / / /
IndustryTerm
bank-specific and market-wide scenarios / insurance risks / parent banks / individual bank balance-sheet items / insurance / solar energy plan investors / bank pre-provision profits / earliest banking sector stress-testing models / bank-level data / e.g. banks / real estate / bank-specific liquidity shocks / bank lending / suitable tool / interconnected banks / bank / individual banks / insurance sector / satellite models / bank-specific targeted capital adequacy ratio / bank policy actions / /
Organization
Cambridge University / International Monetary Fund / Joint Vienna Institute / Hong Kong Monetary Authority / Czech National Bank / Basel Committee on Banking Supervision Working Paper / Charles University / Prague / DNB / Basel Committee on Banking Supervision / European Union / Institute of Economic Studies / European Insurance and Occupational Pensions Authority / Bank of England / /
Person
Tomáš Konečný / Marcela Gronychová / Jakub Seidler / Petr Jakubíka / Zlatuše Komárková / Petr Hlaváč / Adam Geršl / Petr Jakubík / Kamil Galuščák / Luboš Komárek / Martinez Peria / Roman Horváth Czech / Tomáš Konečnýa / Roman Horváth / Jakub Seidlera / Adam Geršla / / /
Position
Editor / Executive Director / macro stress-testing model for market and funding liquidity risks / Private / general public perceptions / /
PublishedMedium
International Journal of Central Banking / the Bulletin / the Research Bulletin / /
Stress-Testing Analyses of the Czech Financial System Volume 12, Number 1, April[removed]ECONOMIC RESEARCH BULLETIN