2018

No. 1/2018
Portfolio Value at Risk and Expected Shortfall using high-frequency data [.pdf, 422.3 kB]
(Marek Zváč, Faculty of Finance and Accounting, University of Economics, Prague)
Central counterparties: recent trends and regulatory responses [.pdf, 343.9 kB]
(Lucia Országhová)
English summary [.pdf, 114.8 kB]

No. 2/2018
English summary [.pdf, 105.6 kB]

No. 3/2018
Session 1 – Managing the twin goals of central banks: financial stability and price stability [.pdf, 1036 kB]
Introductory Address by Jozef Makúch, the NBS Governor [.pdf, 62.4 kB]
Follow-up on CCyB in Slovakia: build-up, calibration and release [.pdf, 588.1 kB]
(Štefan Rychtárik)
English summary [.pdf, 105.1 kB]

No. 4/2018
Central Counterparties: Addressing the Too-Big-To-Fail problem in central clearing [.pdf, 427.4 kB]
(Lucia Országhová)
Implications of e-commerce for central banking: A review [.pdf, 411.4 kB]
(Brian Fabo)
English summary [.pdf, 100.9 kB]

No. 5/2018
Technical factors of ETF investing for tax-exempt investors [.pdf, 211.7 kB]
(Alena Kuklišová)
English summary [.pdf, 95.6 kB]

No.6/2018
English summary [.pdf, 51.9 kB]