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- 1.0411394 - UTIA-B 20050124 CH eng V - Research Report
Derviz, Alexis - Kadlčáková, N.
Business Cycle, Credit Risk and Economic Capital Determination by Commercial Banks.
Basel: Bank for International Settlements, 2005. 30 s. Research Report, 22. ISBN 92-9197-677-6
Institutional research plan: CEZ:AV0Z10750506
Keywords : credit risk * economic capital * New Basel Capital Accord
Subject RIV: AH - Economics
Permanent Link: http://hdl.handle.net/11104/0131476 - 2.0411221 - UTIA-B 20030208 CZ eng V - Research Report
Derviz, Alexis
FOREX Microstructure, Invisible price Determinants, and the Central Bank's Understanding of Exchange Rate Formation.
Praha: Czech National Bank, 2003. 42 s. Research Report, 6.
Institutional research plan: CEZ:AV0Z1075907
Keywords : FX microstructure * multiple dealership order flow * price
Subject RIV: AH - Economics
Permanent Link: http://hdl.handle.net/11104/0131307 - 3.0411148 - UTIA-B 20030135 CZ eng V - Research Report
Derviz, Alexis
Components of the Czech Koruna Risk Premium in a Multiple-Dealer FX Market.
Praha: Česká Národní Banka, 2003. 36 s. Research Report, 4.
Institutional research plan: CEZ:AV0Z1075907
Keywords : Bayesian learning * FX microstructure * uncovered parity
Subject RIV: AH - Economics
Permanent Link: http://hdl.handle.net/11104/0131234 - 4.0410805 - UTIA-B 20020019 CZ eng V - Research Report
Derviz, Alexis - Kadlčáková, N.
Strategic Outcomes of Credit Negotiation and Prudential Capital Regulations.
Praha: CERGEEI, 2002. 29 s. Research Report, 82.
R&D Projects: GA AV ČR KSK1019101
Institutional research plan: CEZ:AV0Z1075907
Keywords : lending rate * default probability * prudential capital
Subject RIV: AH - Economics
Permanent Link: http://hdl.handle.net/11104/0130892 - 5.0410779 - UTIA-B 20010248 CZ eng V - Research Report
Derviz, Alexis - Kadlčáková, N.
Methodological Problems of Quantitative Credit Risk Modeling in the Czech Economy.
Praha: ČNB, 2001. 77 s. Research Report, 39.
Institutional research plan: AV0Z1075907
Keywords : credit risk * default probability * value at risk
Subject RIV: AH - Economics
Permanent Link: http://hdl.handle.net/11104/0130866 - 6.0410076 - UTIA-B 990059 CZ eng V - Research Report
Derviz, Alexis
Adjoint Processes of the Portfolio Optimization Problem and Equilibrium Asset Prices.
Praha: ÚTIA AV ČR, 1999. 43 s. Research Report, 1954.
Grant - others:GA AV(CZ) IAA8085701
Program: IA
Institutional research plan: AV0Z1075907
Permanent Link: http://hdl.handle.net/11104/0130168File Download Size Commentary Version Access 410076.pdf 2 451.2 KB Other open-access - 7.0409499 - UTIA-B 960248 CZ eng V - Research Report
Derviz, Alexis
A Shadow Asset Pricing Approach to the Analysis of Financial Markets' Equilibria in an Open Economy.
Praha: ÚTIA AV ČR, 1996. 29 s. Research Report, 1886.
Permanent Link: http://hdl.handle.net/11104/0129595 - 8.0409228 - UTIA-B 950224 CZ eng V - Research Report
Derviz, Alexis
Transition Economies: Dynamic Bargaining in New Markets.
Prague: CERGEEI, 1995. 42 s. 85.
R&D Projects: GA ČR 402/93/0683
Permanent Link: http://hdl.handle.net/11104/0129329 - 9.0408876 - UTIA-B 940113 US eng V - Research Report
Derviz, Alexis
Structural Change, Bargaining and Learning.
Santa Cruz: University of California, 1994. 43 s. 289.
R&D Projects: GA ČR 402/93/0683
Permanent Link: http://hdl.handle.net/11104/0128978 - 10.0408738 - UTIA-B 930196 GR eng V - Research Report
Derviz, Alexis
Evolutionary Strategies in Network Models of Industrial Dynamics.
Athens: University of Economics and Business, 1993. 19 s.
Permanent Link: http://hdl.handle.net/11104/0128840