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Lukáš Pfeifer

Czech National Bank (CNB)

Na Prikope 28

CZ-11503 Praha 1

Czech Republic

University of Economics Prague

Czech Republic

  • Czech National Bank (CNB)

  • University of Economics Prague

SCHOLARLY PAPERS

2

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138

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0

Scholarly Papers (2)

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1.

The Effect of Structural Risks on Financial Downturns

ESRB: Working Paper Series 2022/138
Number of pages: 39 Posted: 02 Oct 2022
Martin Hodula, Jan Janků and Lukáš Pfeifer
Czech National Bank (CNB), Czech National Bank (CNB) and Czech National Bank (CNB)
Downloads 83

Abstract:

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cyclical risk, event study, financial cycle, panel regression, structural risks, systemic risk

2.

A Profit-to-Provisioning Approach to Setting the Countercyclical Capital Buffer: The Czech Example

ESRB: Working Paper Series No. 2018/82
Number of pages: 29 Posted: 05 Nov 2020
Lukáš Pfeifer and Martin Hodula
Czech National Bank (CNB) and Czech National Bank (CNB)
Downloads 55

Abstract:

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banking prudence indicators, countercyclical capital buffer, financial stability, macroprudential policy, profit-to-provisioning approach