Tamas Vadasz

Hello! I am an Assistant Professor of Finance at KU Leuven, Faculty of Economics and Business. My main research interest is policy-oriented theoretical banking; my papers focus on various aspects of financial stability, regulation, systemic risk, and competition in the banking sector. I obtained my PhD in Finance from Warwick Business School (UK) in 2018. Before joining academia, I worked as a business consultant in risk management and IT projects in the banking sector.

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Research

Current working papers:

Bank Signaling, Risk of Runs, and the Informational Impact of Regulations
Joint with Kebin Ma (Warwick Business School)
Paper; Presentation;

Current Account and Overdraft Pricing in Retail Banking
Joint with John Thanassoulis (Warwick Business School)
Paper; Presentation;

When Green Meets Green
Joint with Hans Degryse, Roman Goncharenko and Carola Theunisz (all KU Leuven)
Paper; Presentation;

To Cut or Not To Cut: a Model of Bank Dividend Restrictions
Paper (early draft available on request);

Fire Sale in a Liquidation Game with Leverage Requirements
Paper; Presentation;


Projects temporary on hold:

The emergence of interbank network structures from bilateral partner limits
Joint with Edina Berlinger (Corvinus University) and Zsolt Bihary (Corvinus University)
Paper;

Global games in a networked environment
An extended example;

Teaching

Portfolio Management (KU Leuven, Campus Brussels)
I teach master's level course in Portfolio Management, to Finance and Banking, and MBA students. The course places a lot of emphasis on intuitive understanding and practical applicability of modern asset pricing theories.
Syllabus 2020/21;


Master theses supervision
Feel free to contact me if you are a master student at KU Leuven and interested in writing a thesis in banking, asset management, financial regulations, or applied game theory (applications in finance and banking).

Other publications

The core-periphery structure of the Hungarian Interbank Deposit Market (2017, Kozgazdasagi Szemle (HU))
Joint with Edina Berlinger (Corvinus University), Barbara Domotor (Corvinus University) and Daroczi Gergely
Paper (Hungarian).

Mastering R for quantitative finance. Packt Publishing Ltd, 2015. Author of Chapter: Time Series Analysis (Link)

Contact information:

Faculty of Economics and Business
KU Leuven


Naamsestraat 69
3000 Leuven
Belgium



Office (Campus Brussels):

Warmoesberg 26, 1000 Brussel - B05-20

Office (Campus Leuven):

HOG, Naamstestraat 69, 01.101


Office hours:

Please book an appointment here!


Phone: (+32) 2 608 1432

Email: tamas.vadasz@kuleuven.be