(Celkem 34 zázn.)
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Buzková Petra, Sekhri Vidya,Teplý Petr. An Alternative Approach (using the VBA Programme) to Collateralized Debt Obligations´ Valuation. In Nicholas Stephen, Ranjan Jayanthi . Managing Business Organizations, Knowledge and the External Environment. New Delphi, India: Macmillan Publishers India Ltd., India , 2010. s. 254–276. ISBN 978-0-230-32940-9. [Kapitola nebo část knihy]
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Buzková Petra, Teplý Petr. Collateralized debt obligations and credit risk management. In Pečená Magda, Teplý Petr. CREDIT RISK AND FINANCIAL CRISES. Praha: Nakladatelství Karolinum, 2010. s. 61–81. ISBN 978-80-7248-504-8. [Kapitola nebo část knihy]
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Benešová Petra, Teplý Petr. Collateralized Debt Obligation: Valuation and Sensitivity Analysis: Lessons from the 2007-9 Financial Crisis. Saarbrücken, Germany: VDM Verlag, 2010. 116 s. ISBN 978-3-639-23880-8. [Kniha]
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Teplý Petr. Collateralized THE TRUTH ABOUT THE 2008-2009 CRISIS: A Hard Lesson for The Global Markets. Saarbrücken, Germany: VDM Verlag, 2010. 87 s. ISBN 978-3-639-21308-9. [Kniha]
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Teplý Petr. Černohorský Jan, Stárová Hana. Value Creation of European Bank Mergers and Acquisitions in the 1998 – 2007 Period. Journal of Economics, 2010, sv. 5, s. 458–470. ISSN 0013-3035. IF 0.262. [Článek v časopise]
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Teplý Petr. KOMPLEXNÍ POHLED DO SVĚTA FINANCÍ A BANKOVNICTVÍ Z DÍLNY PROF. STANISLAVA POLOUČKA. Politická ekonomie, 2010, sv. 5, s. 709–713. ISSN 0032-3233. IF 0.532. [Článek v časopise]
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Teplý Petr. Černohorský Jan. Alternative methods to operational risk management. Scientific Papers of The University Pardubice , 2010, sv. 1, s. 58–65. ISSN 1211-555X. [Článek v časopise]
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Teplý, Petr. Matějašák, Milan. Černohorský, Jan. The Impact of Regulation of Banks in the US and the EU-15 Countries. E+M Economics and Management, 2009, sv. 12, č. 3, s. 58–69. ISSN 1212-3609. [Článek v časopise] Abstract: The regulation of financial markets and banking industry has become one of the most discussed topics by both academics and practitioners in recent years. One of the reason is the fact that bank capital requirements play a prominent role in sustaining financial stability. There are different theories that have rivaling predictions about how banks adjust their risk and capital behavior to imposed regulatory constraints. This paper intends to contribute to these discussions as it tries to evaluate regulatory pressure on selected banks around the world in the 2000-2005 period. To our knowledge, we are the first to test and compare the capital and risk behavior of US banks and banks from the EU 15 region in this period. In order to provide our analysis, we estimate a modified version of the simultaneous equations model developed by Shrieves and Dahl. This model analyzes adjustments in capital and risk at banks when they approach the minimum regulatory capital level. In the model, regulatory pressure is one of the explanatory variables and the dependent variables are changes in risk and capital. There are many methods that can be used to estimate the model; we have chosen the method of two-stage least squares (2SLS) and three-stage least squares (3SLS) estimates in order to test for the robustness of the results. The results indicate that regulatory requirements have the desired effect on bank behavior. We find that both European and US banks close to the minimum regulatory threshold tend to increase their capital adequacy by increasing their capital. Finally, we observe a positive and significant relationship between capital levels and risk exposure for both US and EU banks.
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Teplý, Petr. Černohorská, L., Černohorský, J.. Implications of the 2008 financial crisis for world financial markets. Scientific Papers of the University of Pardubice, 2009, sv. Series D, s. 19–27. ISSN 1211-555X. [Článek v časopise] Abstract: While the form of crises may change, their essence remains the same (e.g. a cycle of abundant liquidity, rapid credit growth, and a low-inflation environment followed by an asset-price bubble). The current market turbulence began in mid-2000s when the US economy shifted to an imbalanced macroeconomic position. By 2007, mounting defaults in the US sub-prime mortgage market led to US market instability, unleashing a global fiscal contagion that spread around the world, roiling markets and causing world economic upheaval. This contagion led to, for example, the nationalization of big financial institutions, bank failures, the end of an era in investment banking, increased federal insurance on banking deposits, government bailouts and opportunistic investments by sovereign wealth funds. In this paper, we discuss the history, macroeconomic conditions, and milestones of the US mortgage crisis that later resulted in the global liquidity and credit shortages. We also describe key investment banking and risk management practices that exacerbated the impact of the crisis, such as relying on an originate-to-distribute model, risk-shifting, securitization techniques, ratings processes and the use of off-balance sheet vehicles. Moreover, we address key lessons for risk management derived from the current crisis and recommend policies that should help diminish the negative impact of future potential crises.
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Teplý, Petr. Černohorský, J.. Kreditní deriváty - hrozba nebo příležitost?. Scientific Papers of the University of Pardubice, 2009, sv. Series D, s. 10–18. ISSN 1211-555X. [Článek v časopise] Abstract: The paper deals with one of credit derivatives – credit default swaps (CDS). These exotic financial instruments also have contributed to the financial crisis. In this paper we define CDS and its basic characteristic, advantages and disadvantages of CDS that materialized during the global financial crisis. The aim of this paper is to propose suitable changes of the CDS market and predict its future development.
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Teplý Petr. Černohorský Jan, Roshwalb Yael. The Global Crisis: A Hard Lesson for Theory and Praxis. International Journal of Arts and Sciences,, 2010, sv. 3, s. 313–326. ISSN 1944-6934. [Článek v časopise]
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Benešová, Petra, Teplý, Petr. Collateralized debt obligations´ valuation using the one factor gaussian copula model. Prague Economic Papers , 2011, sv. 99, s. 99–99. ISSN 1210-0455. [Článek v časopise] Článek akceptován dne 11.1.2011 k publikaci po menších úpravách.
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Buzková,Petra;Teplý, Petr. COLLATERALIZED DEBT OBLIGATIONS´ VALUATION USING THE ONE FACTOR GAUSSIAN COPULA MODEL. Prague Economic Papers, 2012, sv. 24, s. 30–49. ISSN 1210-0455. IF 0.39. [Článek v časopise]
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Teplý Petr, Exit Strategies from The Global Crisis World Academy of Science, Engineering and Technology, France, 2010, Vol. 66, pp. 387-392 [Jiný výsledek]
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Teplý Petr, The Key Challenges of The New Bank Regulations. Academy of Science, Engineering and Technology, France, 2010, Vol. 66, pp. 383-386 [Jiný výsledek]
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Jakubík, Petr. Teplý, Petr, Článek ve sborníku: Alternative Approaches of Evaluation of Economy´s Financial Stability. Konference: International Symposium on Finance and Accounting 2009, Kuala Lumpur, Malaysia [Jiný výsledek]
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Benešová, Petra, Collateralized Debt Obligation: Valuation and Sensitivity Analysis, diplomová práce IES FSV UK, 2009 [Jiný výsledek]
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Chalupka, Radovan. Teplý, Petr. Sekhri, Vidya., Modeling Capital Requirements for Operational Risk in Emerging Markets’ Banks. Článek ve sborníku: IFC 2009, Indian Institute of Management, Kalkata, Indie. [Jiný výsledek]
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Teplý, Petr. Černohorská, Liběna., Strategic Implications of The 2008 Financial Crisis. Článek ve sborníku: Global Strategic Management, Inc., Michigan, USA. ISSN 1947-2195. [Jiný výsledek]
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Benešová, Petra. Teplý, Petr., Main Flaws of the Collateralized Debt Obligation Valuation before and During the 2008/2009 Global Turmoil. Článek ve sborníku: International Finance Symposium 2009, Marmara University, Istanbul, Turkey. [Jiný výsledek]
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Jakubík, Petr. Teplý, Petr, The JT index as An Indicator of Financial Stability of Emerging Markets. Článek ve sborníku. The Institute for Business and Finance Research. HILO, HI 96720, USA. 2009. pp. 121-130. ISSN 1931-0285. [Jiný výsledek]
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Benešová, Petra. Teplý, Petr, Main Flaws of The Collateralized Debt Obligation‘s Valuation Before And During The 2008/2009 Global Turmoil. IES Working Paper (forthcoming). IES FSV. [Jiný výsledek]
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Teplý, Petr. Černohorská, Liběna. Zeman, Libor, Negative and Positive Lessons from The 2007-2008 Financial Crisis. Článek ve sborníku. The Institute for Business and Finance Research, HILO, HI 96720, USA. 2009. pp. 131-140. ISSN 1931-0285. [Jiný výsledek]
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Marková, Katarína. Mejstřík, Michal. Teplý, Petr., The European Banking Industry Before And During the 2008/2009 Global Turmoil. Článek ve sborníku. International Finance Symposium 2009, Istanbul, Turecko. 2009. [Jiný výsledek]
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Chalupka, Radovan. Teplý, Petr. Černohorský, Jan., The Importance of Operational Risk Modeling For Economic Capital Management In Banking. Článek ve sborníku. In: POLOUCEK, S. and STAVAREK, D. (ed.), Structural and Regional Impacts of Financial Crises. Proceedings of 12th International Conference on Finance and Banking. Karvina:Silesian University, pp. 689-712. ISBN 978-80-7248-554-3 [Jiný výsledek]
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