Tamas Vadasz
Hello!
I am an Assistant Professor of Finance at KU Leuven, Faculty of Economics and Business.
I obtained my PhD in Finance from Warwick Business School (UK) in 2019. My main research interest is policy-oriented theoretical banking: aspects of financial stability, regulation, systemic risk, competition in the banking sector, and green finance.
Before joining academia, I worked as a business consultant in risk management and IT projects in the banking sector.
News
New version of Bank Signaling, Risk of Runs, and the Informational Impact of Regulations is posted on SSRN!
Looking forward to present at IFABS 2022 Naples our new paper with John Thanassoulis Banking and Credit Market Competition with AI and Cryptocurrencies. The paper is posted on SSRN.
Looking forward to present To cut or not to cut at the IBEFA (WEAI) meeting in Portland and at the 29th Finance Forum in Santiago de Compostella.
Current research
Current working papers:
Bank Signaling, Risk of Runs, and the Informational Impact of Regulations
Joint with Kebin Ma (Warwick Business School)
Paper (SSRN);
Banking and Credit Market Competition with AI and Cryptocurrencies
Joint with John Thanassoulis (Warwick Business School)
Paper (SSRN);
When Green Meets Green
Joint with Hans Degryse, Roman Goncharenko and Carola Theunisz (all KU Leuven)
Paper (SSRN); Presentation;
2021 SANFI Award to the Best Paper on Banking presented at the XXVIII Finance Forum (AEFIN)
Blog coverage: World Bank. VoxEU column.
To Cut or Not To Cut: a Model of Bank Dividend Restrictions
Paper (SSRN);
Fire Sale in a Liquidation Game with Leverage Requirements
Paper; Presentation;
The emergence of interbank network structures from bilateral partner limits
Joint with Edina Berlinger (Corvinus University) and Zsolt Bihary (Corvinus University)
Paper (soon);
Projects temporary on hold:
Global games in a networked environment
An extended example;
Publications
The Green Transition and Bank Financing. European Economy. Banks, Regulation, and the Real Sector. 2022. (Link)
Joint with Hans Degryse, Roman Goncharenko, Carola Theunisz.
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
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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