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

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