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CV - Dömötör Barbara Mária

Personal data

Dömötör Barbara Mária

Egyetemi docens / Associate Professor
Rektori szervezet / Pénzügy Intézet / Befektetések
Qualifications, scientific degrees
Higher education qualifications
  • 1993 - 1998
    Budapesti Közgazdaságtudományi Egyetem, Pénzügy szak (főiskolai)
  • 2008 - 2011
    Budapesti Corvinus Egyetem, Gazdálkodástani Doktori Iskola (főiskolai)
Scientific degrees and awards
  • 2014, PhD
    Budapesti Corvinus Egyetem
Career
Workplaces
  • 1998 - 2002
    Deutsche Bank Rt., Treasury vállalati üzletkötő
  • 2002 - 2006
    WestLB Hungária Zrt., Treasury vállalati üzletkötő
  • 2006 - 2007
    ING Bank Zrt., Stukturált derivatív specialista
Public activities in the university (memberships in university bodies)
  • 2010 - 2014
    TDK Befektetések és Vállalati Pénzügy szekció, szekciótitkár
  • 2010 - 2014
    Mobilitási tanácsadó
  • 2016 -
    SPM program titkár
  • 2017 - 2020
    Befektetéselemző specializáció felelős
  • 2020 -
    Pénzügy és Számvitel alapszak felelős
Awards, titles, honors
  • 2019, Az év oktatója
    Budapesti Corvinus Egyetem
Language skills
Language
Speaking
Writing
Reading
Media appearance
English
Advanced
Advanced
Advanced
German
Intermediate
Advanced
Advanced
Language skills
  • Language: English
    Speaking: Advanced
    Writing: Advanced
    Reading: Advanced
    Media appearance:
  • Language: German
    Speaking: Intermediate
    Writing: Advanced
    Reading: Advanced
    Media appearance:
Research, professional activity

Vállalati pénzügyek; Pénzügyi számítások; Pénzügyi modellezés; Pénzügyi kockázatok kezelése; Pénzügyi piacok; Financial derivatives; Financial risk management; Risk management and financial institutions

organization science

Vállalati kockázatkezelés, fedezés; Kockázati szabályozás; Pénzügyi infrastruktúra

Pénzügyi piacok, pénzügyi termékek, derivatívok; Nemzetközi befektetések, diverzifikáció
Major research projects
  • 2014 - 2015, Finanszírozási likviditás és a fedező likvid eszköz portfólió együttes modellezésének kutatása
    Form of participation: member of the research team
    Moneylender: Nemzetközi Bankárképző Központ
    Further info about research: The research aims at developing mathematical models measuring risks that banks are facing and quantifying capital requirement according to the latest Basel regulation. The research focuses on market risk, operational risk, liquidity risk and secondary risk types. The project is supported by the Hungarian Government’s Research and Technological Innovation Fund.
  • 2013 - 2014, A központi szerződő fél kockázati felülvizsgálata, jogszabályi megfelelőség validációja
    Form of participation: member of the research team
    Moneylender: Keler KSzF
    Further info about research: Based on the available documentations and on-site interviews, we performed an independent validation according to EMIR regulation and the supplementing regulation of Commission Delegated Regulation (EU) No 153/2013 on risk management models of KELER CCP Ltd.
  • 2012 - 2013, Vállalati kockázatkezelési gyakorlat
    Form of participation: leader of the research team
    Moneylender: ING
    Further info about research: The research investigated the risk management practice of Hungarian large corporations. The focus was on the hedging of market risk, we analyzed the risk attitude, the main exposures and the hedging strategies based on a survey and personal interviews with financial experts. The main question of the research was how liquidity considerations appear in the financial decision making.
  • 2011 - 2012, Optimal hedging in case of liquidity risk
    Form of participation: member of the research team
    Moneylender: MSCI
    Further info about research: The optimal hedging is investigated in case of liquidity risk: a theoretical model is built based on the model of Korn (2003), which considers not only the liquidity cost, but the expected value of the hedging position as well. The other direction of the investigation is the modeling of several hedging strategies, in order to support the financial decision making by quantifying the expected funding ratio (financing need) connecting to them.
  • 2010 - 2010, Feasibility Study to Examine the Potential need for a Student Lending Facility at European Level
    Form of participation: member of the research team
    Moneylender: EU
    Further info about research: N° EAC/47/2009 Joint research project led by LSE and PPMIThe overall policy objective is “to make lifelong learning and mobility a reality, by reducing financial barriers”. This Study investigates options for the feasibility of establishing a pan-EU student lending scheme in support of learning mobility, building upon earlier research in this area. Specific objectives of the research are (1) to undertake a review of existing student financial support; then (2) to evaluate where Community added value may exist in developing a lending facility to complement national/regional schemes in support of mobility. (3) Where added value is demonstrated, to investigate the feasibility for the establishment of a student lending facility at EU/EEA level.
  • 2016 - 2016, A KELER KSZF alapletét meghatározási módszertan felülvizsgálata
    Form of participation: member of the research team
    Moneylender: KELER KSZF
    Further info about research: A KELER KSZF alapletét meghatározási módszertan változás jogszabályi megfelelőségét vizsgáltuk.
  • 2018 - 2018, Keler KSZF kockázatkezelésében alkalmazott MS Excel és VBA applikációk felülvizsgálata
    Form of participation: leader of the research team
    Moneylender: Keler KSZF
    Further info about research: Keler KSzF által a kockázatkezelési folyamatban alkalmazott MS Excel és VBA applikációk vizsgálata aszerint, hogy azok megfelelnek-e a kockázatkezelési módszertanban leírtaknak.
  • 2019 - , Keler KSZF kockázatkezelési modelljeinek validálása
    Form of participation: leader of the research team
    Moneylender: Keler KSZF
    Further info about research: Kockázatkezelési tanácsadás a Keler KSzF számára, különös tekintettel az alkalmazott módszertan megfelelőségére, valamint az európai jogszabályoknak (EMIR) való megfelelőségére.
  • 2018 - , Felsőoktatási Intézményi Kiválóság ProgramPénzügyi és lakossági szolgáltatások
    Form of participation: member of the research team
    Moneylender: Innovációs és technológiai minisztérium
    Further info about research: A kutatási program a magyar lakosságot érintő két problémakört, a hátrányos térségek pénzügyi integrációját célzó pénzügyi szolgáltatások és intézmények tervezését, valamint az idősek és a krónikus betegek gondozása vonatkozásában felmerülő erőforrások és a lakosság egészséggel kapcsolatos jövőképének, életstratégiáinak felmérését fogja át.A pénzügyi likviditás alprojekten belül a banki és vállalati kockázatkezeléssel foglalkozom.
Membership in scientific or professional bodies/organizations
  • 2011 - 2017, elnökségi tag, member
    Magyar Közgazdasági Társaság Pénzügy szakosztály , national
  • 2017 - 2018, elnökségi tag, member
    PRMIA Hungary Chapter , international
  • 2019 - , Társ igazgató, leadership position (president, director etc)
    PRMIA Hungary Chapter, international
Board memberships and positions
  • 2021 - , Guest editor, president or member of the editorial board
    Foreign language
Contacts
Location at the university
  • Building: Főépület
    Room number: 279
    Extension: 5212
    Main line: 482-5212
    Fax: 482-5431
    Internal fax: 5431
barbara.domotor@uni-corvinus.hu
https://sites.google.com/view/homepage-of-barbara-domotor/home
Personal data

Dömötör Barbara Mária

Egyetemi docens / Associate Professor
Qualifications, scientific degrees
Higher education qualifications
  • 1993 - 1998
    Budapest University of Economic Sciences, Major in Finance (főiskolai)
  • 2008 - 2011
    Corvinus University of Budapest, Doctoral Program in Management and Business Administration (főiskolai)
Scientific degrees and awards
  • 2014, PhD
    Corvinus University of Budapest
Career
Workplaces
  • 1998 - 2002
    Deutsche Bank Rt., Treasury Sales Dealer
  • 2002 - 2006
    WestLB Hungária Zrt., Treasury Senior Sales Dealer
  • 2006 - 2007
    ING Bank Zrt., Treasury Specialist of Structured Derivatives
Public activities in the university (memberships in university bodies)
  • 2010 - 2014
    Session secretary
  • 2010 - 2014
    Mobility advisor
  • 2016 -
    SPM programme coordinator
  • 2017 - 2019
    Specialisation leader
  • 2020 -
    Bachelor programme leader
Awards, titles, honors
  • 2019, Teacher of the year
    Corvinus University of Budapest
Language skills
Language
Speaking
Writing
Reading
Media appearance
English
Advanced
Advanced
Advanced
German
Intermediate
Advanced
Advanced
Language skills
  • Language: English
    Speaking: Advanced
    Writing: Advanced
    Reading: Advanced
    Media appearance:
  • Language: German
    Speaking: Intermediate
    Writing: Advanced
    Reading: Advanced
    Media appearance:
Research, professional activity

Corporate Finance; Financial Calculations; Financial Modelling; Financial Risk Management; Financial Markets; Financial derivatives; Risk management and financial institutions

organization science

Financial risk management, Corporate hedging, Regulation of financial risks

Financial markets, Financial derivatives, International diversification
Major research projects
  • 2014 - 2015, Financing liquidity of derivatives, modelling the joint position of the derivatives and their hedging portfolio
    Form of participation: member of the research team
    Moneylender: International Training Center for Bankers
    Further info about research: The research aims at developing mathematical models measuring risks that banks are facing and quantifying capital requirement according to the latest Basel regulation. The research focuses on market risk, operational risk, liquidity risk and secondary risk types. The project is supported by the Hungarian Government’s Research and Technological Innovation Fund.
  • 2013 - 2014, Validation of the risk management models of KELER CCP Ltd.
    Form of participation: member of the research team
    Moneylender: Keler KSzF
    Further info about research: Based on the available documentations and on-site interviews, we performed an independent validation according to EMIR regulation and the supplementing regulation of Commission Delegated Regulation (EU) No 153/2013 on risk management models of KELER CCP Ltd.
  • 2012 - 2013, Corporate risk management in practice
    Form of participation: leader of the research team
    Moneylender: ING
    Further info about research: The research investigated the risk management practice of Hungarian large corporations. The focus was on the hedging of market risk, we analyzed the risk attitude, the main exposures and the hedging strategies based on a survey and personal interviews with financial experts. The main question of the research was how liquidity considerations appear in the financial decision making.
  • 2011 - 2012, Optimal hedging in case of liquidity risk
    Form of participation: member of the research team
    Moneylender: MSCI
    Further info about research: The optimal hedging is investigated in case of liquidity risk: a theoretical model is built based on the model of Korn (2003), which considers not only the liquidity cost, but the expected value of the hedging position as well. The other direction of the investigation is the modeling of several hedging strategies, in order to support the financial decision making by quantifying the expected funding ratio (financing need) connecting to them.
  • 2010 - 2010, Feasibility Study to Examine the Potential need for a Student Lending Facility at European Level
    Form of participation: member of the research team
    Moneylender: EU
    Further info about research: N° EAC/47/2009 Joint research project led by LSE and PPMIThe overall policy objective is “to make lifelong learning and mobility a reality, by reducing financial barriers”. This Study investigates options for the feasibility of establishing a pan-EU student lending scheme in support of learning mobility, building upon earlier research in this area. Specific objectives of the research are (1) to undertake a review of existing student financial support; then (2) to evaluate where Community added value may exist in developing a lending facility to complement national/regional schemes in support of mobility. (3) Where added value is demonstrated, to investigate the feasibility for the establishment of a student lending facility at EU/EEA level.
  • 2016 - 2016, Validation of the margin determination process of KELER CCP
    Form of participation: member of the research team
    Moneylender: KELER CCP
    Further info about research: We validated the proposed methodological changes in the margin determination of KELER CCP.
  • 2018 - 2018, Validation of the MS Excel and VBA applications in the risk management of Keler r CCP
    Form of participation: leader of the research team
    Moneylender: Keler CCP
    Further info about research: In the framework of the project we validated the adequacy of the MS Excel and VBA application based on the approved risk management policy.
  • 2019 - , Validation of risk management models of Keler CCP
    Form of participation: leader of the research team
    Moneylender: Keler CCP
    Further info about research: Advisory in risk management, focusing on the validation of the risk management models and their implementations according to the EMIR regulation.
  • 2018 - , Higher Education Institutional Excellence ProgramFinancial and public services
    Form of participation: member of the research team
    Moneylender: Ministry for Innovation and Technology
    Further info about research: The research project includes two topics: the planning of financial intitutions and services targeting the financial inclusion of poor regions and investigation of the health care resources and personal strategies of the older and diseased population. In the framework of the financial liquidity sub-project, I deal with corporate and banking risk management.
Membership in scientific or professional bodies/organizations
  • 2011 - 2017, Chair member,
    MKT Finance Department,
  • 2017 - 2018, member, member
    PRMIA Hungary Chapter , international
  • 2019 - , Co-director, leadership position (president, director etc)
    PRMIA Hungary Chapter, national
Contacts
Location at the university
  • Building: Main Building
    Room number: 279
    Extension: 5212
    Main line: 482-5212
    Fax: 482-5431
    Internal fax: 5431
barbara.domotor@uni-corvinus.hu
https://sites.google.com/view/homepage-of-barbara-domotor/home
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