Consultancy
Since 2013, we have conducted several consultancy projects related to validation of risk management systems of the KELER CCP Hungary in relation to the implementation of the new (EMIR) regulations.
Research programs
Narodowy Bank Polski (National Bank of Poland), Visiting Research Program 2020: Selected shortcomings of EMIR regulation from a financial stability perspective. Participants from Corvinus University of Budapest: Kata Váradi
Corvinus University of Budapest, Research group grant 2019 (EFOP-3.6.3-VEKO-16-2017-00007 ‘Young researchers from talented students’): Methodology of stress test, and their application on financial markets. Participants from Corvinus University of Budapest: Kira Muratov-Szabó (Master student at that time), Andrea Prepuk (Master student at that time), Melinda Szodorai (PhD student at that time), Kata Váradi
Ministry of Human Capacities, Post-doctoral research grant 2017-2018: The effect of central counterparties on the risk of financial markets. Participants from Corvinus University of Budapest: Kata Váradi