Projects

Modelling of accumulation of risks and imbalances in the financial sector

Ing. Zuzana Košťálová, PhD.

Members of project
Mgr. Tomáš Miklošovič, PhD., Peter Martiška, prof. Ing. Štefan Lyócsa, PhD., doc. Ing. Eduard Baumöhl, PhD., Adamu Braimah Abille, M.A., Ing. Mária Širaňová, MA., PhD.

• Basic informations
• Characteristics

• Duration of the project: 01/2024 - 12/2027
  ID number: VEGA 2/0124/24

   

• The proposed project aims to contribute to the current state of modelling of risks and imbalances in the financial market, in particular in the credit market. Expansionary tendencies in the credit and real estate market, in a context of increasing price instability, increase possibility of imbalances that may threaten financial stability. Identifying expansionary phases and indicators that could predict accumulation of risks and imbalances is important from the perspective of economic and monetary policy makers. The intention is to develop models that can predict expansionary phase of the financial cycle and thus signal potential disruptions to financial stability. Our scientific approach and the results will contribute to the debate on considering risks for financial sector, predicting financial stability and will provide additional information that can serve in the context of financial sector supervision, namely for macroprudential policy purposes.