Vállalati tőkeszerkezet, piaci likviditás, központi szerződő felek
Major research projects
2010 - 2010, Budapesti Likviditási Mérték
Form of participation: member of the research team
Moneylender: Budapesti Értéktőzsde
Further info about research:
2011 - 2011, Árhatás függvény elemzése; Likviditással kiegészített VaR modell fejlesztése
Form of participation: leader of the research team
Moneylender: Budapesti Értéktőzsde
Further info about research:
2011 - 2011, Order execution strategies
Form of participation: member of the research team
Moneylender: MSCI
Further info about research:
2012 - 2013, Network of general practitioners and specialists
Form of participation: member of the research team
Moneylender: AXA Research Fund
Further info about research:
2013 - 2014, A likviditás dinamikus mérése és kezelése
Form of participation: leader of the research team
Moneylender: KIH - Nemzeti Kiválóság Program
Further info about research:
2017 - 2018, Központi szerződő felek tevékenységének hatása a pénzügyi piacok kockázataira
Form of participation: leader of the research team
Moneylender: TÁMOP - Új Nemzeti Kiválóság Program
Further info about research:
2019 - 2019, Stressz tesztek módszertana és gyakorlati alkalmazása a pénzügyi piacokon - Stressz teszt kutatócsoport
Form of participation: leader of the research team
Moneylender: Tehetségből fiatal: EFOP-3.6.3.-VEKOP-16-2017-00007
Further info about research: Tagok: Friesz Melinda, Muratov-Szabó Kira, Prepuk Andrea
2020 - , EMIR szabályozás hiányosságai a pénzügyi stabilitás szemszögéből
Form of participation: member of the research team
Moneylender: Narodowy Bank Polski
Further info about research:
2019 - 2019, Alternatív befektetések
Form of participation: member of the research team
Moneylender: Nemzeti Kutatási, Fejlesztési és Innovációs Hivatal
Further info about research:
Membership in scientific or professional bodies/organizations
2014 - , MTA-Pénzügytani Albizottság tag, member
,
Capital structure, market liquidity, central counterparties
Major research projects
2010 - 2010, Budapest Liqudity Measure
Form of participation: member of the research team
Moneylender: Budapest Stock Exchange
Further info about research:
2011 - 2011, Analysis of the Price Impact Function; Liqudity Adjusted Value at Risk Models
Form of participation: leader of the research team
Moneylender: Budapest Stock Exchange
Further info about research:
2011 - 2011, Order execution strategies
Form of participation: member of the research team
Moneylender: MSCI
Further info about research:
2012 - 2013, Network of general practitioners and specialists
Form of participation: member of the research team
Moneylender: AXA Research Fund
Further info about research:
2013 - 2014, Measuring and managing liquidity dynamically
Form of participation: leader of the research team
Moneylender: KIH - National Excellence Program
Further info about research:
2017 - 2018, The effect of central counterparties on the risk of financial markets
Form of participation: leader of the research team
Moneylender: TÁMOP – New National Excellence Program
Further info about research:
2019 - 2019, Stress test methodology and their use in practice at the financial markets
Form of participation: leader of the research team
Moneylender:
Further info about research:
2019 - 2019, Alternative Investments
Form of participation: member of the research team
Moneylender: National Research, Development and Innovation Office
Further info about research:
2020 - , Selected shortcomings of EMIR regulation from a financial stability perspective
Form of participation:
Moneylender: Narodowy Bank Polski
Further info about research:
Membership in scientific or professional bodies/organizations
2014 - , Member of Hungarian Academy of Sciences - Finance Subcommittee, member
, national
2016 - , ECMS board member,
European Council for Modeling and Simulation, international
2016 - , MKE, member
, national
Expert consultancy activities
2013 - 2014
KELER CCP, Model validation
2016 - 2021
KELER CCP, Risk model development at central counterparties
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