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 aspects of financial stability, regulation, systemic risk, and competition in the banking sector. I also work on research on financing the green transition. 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.
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); Presentation;
Free Banking and Credit Market Competition
Joint with John Thanassoulis (Warwick Business School)
Paper (SSRN); Presentation;
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;
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;
Projects temporary on hold:
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; Class site 2021/22
Master thesis 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 Green Transition and Bank Financing. European Economy. Banks, Regulation, and the Real Sector. 2022.
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