Martin Hodula
Head of Financial Research Coordination Unit
Financial Research Division, Financial Stability Department
Fields:
financial stability,
macroeconomic modelling,
macroprudential policy,
non-bank financial intermediation
macroeconomic modelling,
macroprudential policy,
non-bank financial intermediation
Education: Ph.D. (economics), Faculty of Economics, VSB - Technical University of Ostrava, 2017
E-mail: martin.hodula@cnb.cz
Personal webpage: https://sites.google.com/site/martinhodula/home
Work in Progress
- Implications of introducing borrower-based measures in the Czech Republic
- Structural vs. cyclical risks
- Estimation of a rational and irrational behaviour of households
- Impact of capital-based regulation on banks
- The interplay between capital and liquidity regulation
- Non-bank financial intermediation in Europe
Recent CNB Publications
- Relationship between Capital- and Liquidity-Based Prudential Instruments, Thematic article on financial stability 1/2020 (with Zlatuše Komárková and Lukáš Pfeifer), forthcoming
- Too Much of a Good Thing? Households’ Macroeconomic Conditions and Credit Dynamics, Czech National Bank WP 11/2019 (with Simona Malovaná and Jan Frait)
- Introducing a New Index of Households’ Macroeconomic Conditions, Czech National Bank WP 10/2019 (with Simona Malovaná and Jan Frait)
- Monetary Policy and Shadow Banking: Trapped between a Rock and a Hard Place, Czech National Bank WP 5/2019
- Off the Radar: Exploring the Rise of Shadow Banking in the EU, Czech National Bank WP 16/2018
- Leverage Ratio and Its Impact on Capital Regulation, Czech National Bank WP 15/2018 (with Lukáš Pfeifer, Libor Holub and Zdeněk Pikhart)
- Profit-to-Provisioning Approach for Setting the Countercyclical Capital Buffer: The Czech Example, Czech National Bank WP 5/2018 (with Lukáš Pfeifer)
- The Role of the Leverage Ratio in Capital Regulation of the Banking Sector, Thematic article in the Financial Stability Report 2015/2016 (with Lukáš Pfeifer, Libor Holub and Zdeněk Pikhart)
Selected Publications in Refereed Journals
- Off the Radar: Exploring the Rise of Shadow Banking in the EU, revise in Economic Systems (with A. Melecky and M. Machacek)
- New Kid on the Block: Leverage Ratio and Its Implications for Banking Regulation, revise in The European Journal of Finance (with L. Pfeifer)
- Leverage Ratio and Its Impact on the Resilience of the Banking Sector and Efficiency of Macroprudential Policy, Czech Journal of Economics and Finance, 2017, 67(4), 277-299 (with L. Pfeifer, L. Holub, and Z. Pikhart)
- Sovereign Default Risk and State-owned Bank Fragility in Emerging Markets: Evidence from China and Russia, Post-Communist Economies, 2016, 28(2), 232-248 (with O. Deev)
Other information
Awards:
- Best paper award at the 17th Conference on Finance and Banking in 2019
- Czech National Bank Economic Research Award for the Best Working Paper in 2018
- Prof. Vencovsky Award 2017
- Young Economist of the Year 2017 Award (3rd place)
- Technical University of Ostrava, Faculty of Economics award for best Ph.D. student in 2017
- University of Economics in Bratislava award for best research publication in 2016
Refereeing:
-
Journal of Economic Behaviour and Organisation, Economic Modelling, Czech Journal of Economic and Finance, Economic Inquiry, Prague Economic Papers