Tamas Vadasz
Hello!
I am 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 consultant in risk management and IT projects in the banking sector.
News
(2023 May) New paper with John Thanassoulis on SSRN: The Cost of Banking with Naivety and Adverse Selection. We ask how gains from technology improvement will affect prices of banking services such as current accounts and credit.
(2023 April) New version of The Informational Impact of Regulations (joint with Kebin Ma) posted on SSRN!
(2023 January) Our paper When Green Meets Green (joint with Hans Degryse, Roman Goncharenko, Carola Theunisz) has been accepted for publication at the Journal of Corporate Finance. Link to the published version.
Current research
Current working papers:
The Informational Impact of Prudential Regulations
Joint with Kebin Ma (Warwick Business School)
Paper (SSRN);
The Cost of Banking with Naivety and Adverse Selection
Joint with John Thanassoulis (Warwick Business School)
Paper (SSRN);
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
When Green Meets Green. Journal of Corporate Finance (2023).
Joint with Hans Degryse, Roman Goncharenko and Carola Theunisz (all KU Leuven)
Paper (SSRN);
2021 SANFI Award to the Best Paper on Banking presented at the XXVIII Finance Forum (AEFIN)
Blog coverage: World Bank. VoxEU column.
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
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