Alexis Derviz

• Financial Imbalances in an Environment of Asynchronous Business and Credit Cycles
• Modeling Creditless Recovery and Implications for Policy Transmission (CNB project B1/15)

• Credit Constraints and Creditless Recoveries: An Unsteady State Approach, Czech National Bank WP 10/2016.
• Collateral Composition, Diversification Risk, and Systemically Important Merchant Banks, Czech National Bank WP 11/2013
• Coordination Incentives in Cross-Border Macroprudential Regulation, Czech National Bank WP 8/2012 (with Jakub Seidler)
• Financial Frictions, Bubbles, and Macroprudential Policies, Czech National Bank WP 4/2011

• Capital Regulation in a Macroeconomic Model with Three Layers of Default, International Journal of Central Banking, 2015, 11, No.3 (June), 9-63 (with L. Clerc, C. Mendicino, S. Moyen, K. Nikolov, L. Stracca, J. Suarez and A. Vardoulakis)
• Collateral Composition, Diversification Risk, and Systemically Important Merchant Banks, Journal of Financial Stability, 2014, 14, 23-34
• Parent Influence on Loan Pricing by Czech Banks, Prague Economic Papers, 2012, 4, 434-449 (with Marie Raková)
• Financial Frictions and Real Implications of Macroprudential Policies, Financial Markets and Portfolio Management, 2012, 26(3), 333-368
• Predicting Bank CAMELS and S&P Ratings: The Case of the Czech Republic, Emerging Markets Finance and Trade, 2008, 44(1), 87-101 (with Jiří Podpiera)
• Asset Return Dynamics and the FX Risk Premium in a Decentralized Dealer Market, European Economic Review, 2004, 48(4), 747-784

• Coordination Incentives in Cross-Border Macroprudential Regulation, Modern Economy, 2014, 5(11), 1064-1085 (with Jakub Seidler)
• Bubbles, Bank Credit and Macroprudential Policies, European Central Bank WP 1551, 2013
• Cross-Border Lending Contagion in Multinational Banks. In: R.W. Kolb, ed. Financial Contagion: The Viral Threat to the Wealth of Nations, Wiley, 2011, 327-334 (with Jiří Podpiera)
• Information, Sentiment, and Price in a Fast Order-Driven Market, IUP Journal of Financial Risk Management, 2011, 8(3), 43-75

Refereeing

• Czech Journal of Economics and Finance, Journal of Money, Credit and Banking, Financial Markets and Portfolio Management, ECB WP Series.