December - 2017
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KATA VÁRADI, PhD

Associate Professor                              Egyetemi docens


Corvinus University of Budapest                Budapesti Corvinus Egyetem
Faculty of Business Administration            Gazdálkodástudományi Kar
Department of Finance                               Befektetések és Vállalati Pénzügy Tanszék
Hungary, 1093 Budapest, Fővám tér 8.     1093. Budapest, Fővám tér 8.
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E-mail: kata.varadi( )uni-corvinus.hu       Email: kata.varadi( )uni-corvinus.hu
Room: Main Building  287                         Szoba: Főépület 287
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Curriculum Vitae
       

Publications according to MTMT

Conferences

Dissertation:   HU: full, summary     EN: full, summary

PROJECTS, RESEARCH ACTIVITIES

RISK MANAGEMENT MODELS OF KELER CCP (2016-2017)

Funded by: Keler CCP

Form of participation: Project member

About the project: The risk management models (margin calculation, stress test, liquidity tests, etc) of KELER CCP are being revised and improved according to the new theoretical findings on the field risk management, and also according to the needs of the market participants.

PRICING OF CERTIFICATES (2014-2015)

CEU - BCE

Form of participation: Project member

About the project: analyzing the pricing of certificates based on the database of an international bank. 

MEASURING AND MANAGING LIQUIDITY DYNAMICALLY (2013-2014)

Funded by: the European Union and the State of Hungary, co-financed by the European Social Fund in the framework of TÁMOP 4.2.4. A/2-11-1-2012-0001 'National Excellence Program' - Magyary Zoltán post-doctoral grant. 

Form of participation: Project leader

About the project: The main focus of my research would be to work out a method that could measure and manage market liquidity dynamically, in order to be able to quantify the real liqudity of the market. To tell something about a certain security's or about the whole market's liquidity, if one has a longer time period - e.g. a day - to liquidate a position, or to build up one, is not easy, since there isn't any indicator that would measure properly the liqudity dynamically.

 VALIDATION OF RISK MANAGEMENT MODELS (2013-2014)

Funded by: Keler CCP

Form of participation: Project member

About the project: 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.

 HEALTH CARE NETWORKS (2012-2013)

Funded by: AXA Research Fund as Ágnes Lublóy - the project leader - was a beneficiary of a post-doctoral grant from that institution.

Form of participation: Project member

About the project: The main goal of the research if profiting from the knowledge of the professional interaction between the general parctitioners and specialists. The aim is to investigate the role of socio-demographic and network topoligical characteristics of the doctors in the professional interaction between general practitioners and specialists.

Homepage of the project at AXA: www.axa-research.org/project/agnes-lubloy

 LIQUIDITY AND THE PRICE IMPACT FUNCTION (2010-2011)

1. Order execution strategies - How do traders do it? (2011)

Funded by: MSCI

Form of participation: Project member

About the project: Market players have some ideas about market liquidity tendencies. Based on this they develop effective order-splitting and timing strategies. In this research project we make interviews with different types of traders and investigate how they try to optimize their trading in practice (typical situations, rules of thumb etc.)?

2. Liquidity Adjusted Value-at-Risk models, and Price Impact Functions (2011)

Funded by: Budapest Stock Exchange

Form of participation: Project leader

About the project: Application of the Budapest Liquidity Measure in VaR measures and for price impact function estimation.

3. Budapest Liquidity Measure (2010)

Funnded by: Budapest Stock Exchange

Form of participation: Project member

About the project: Application and analysis of the Budapest Liquidity Measure.

COURSES

Courses taught between 2007-2017

Alkalmazott vállalatértékelés (Applied Business Valuation - 2BE52NCK01M)

Befektetések (Investments - 2BE52NAK05M)

Corporate Finance - International Study Program

Empirikus pénzügyek (Statistical Finance - 2BE52NAK13M)

Ismerkedés az árfolyamokkal IMP-SPM (Introduction to Financial Modelling IMP-SPM - 2BE52NAK05B)

Kvantitatív pénzügyek (Quantitative Finance - 2BE52NAK14M)

Multinational Financial Management - International Study Program

M&A tanácsadás a gyakorlatban (M&A Advisory in Practice -  2BE52NAV13M)

Pénzügyi folyamatok I. (Selected Topics in Finance - 2BE52NAV01M )

Pénzügyi kockáztatok kezelése (Financial Risk Management - 2BE52NBK04M)

Pénzügyi modellezés (Financial Modelling - 2BE52NAK09B)

Pénzügyi ökonometria (Financial Econometrics - 2BE52NAK12M)

Pénzügyi programozás (Financial Programing - 2BE52NAK11B)

Pénzügyi számítások (Financial Calculations - 2BE52NCK01B)

Számítógépes problémamegoldás (Computer Aided Problem Solving - 2BE52NAK04M)

Vállalati pénzügyek IMP-SPM (Corporate Finance IMP-SPM - 2BE52NAK04B)

Vállalati pénzügyek (Corporate Finance - 2BE52NAK01B)

Vállalati pénzügyek - Biztosítási és pénzügy matematika MsC BCE-ELTE (Corporate Finance - 2BE52NAK01B)

Vállalati Pénzügyek I. - posztgraduális mérnök-közgazdász esti/levelezős képzés

Vállalati Pénzügyek II. - posztgraduális mérnök-közgazdász esti/levelezős képzés

Vállalatértékelés (Business Valuation - 2BE52NCK06B)

Other Activites

Kochmeister competition organised by the Budapest Stock Exchange (2011, 2012, 2013, 2014, 2016): review of submitted paper, member of jury.

European Conference on Modelling and Simulation (Brescia, Italy, 27-30th May, 2014; Varna, Bulgaria, 26-29th May, 2015; Regensburg, Germany, 31th May-3rd June, 2016): track chair of Finance, Economics and Social Sciences track.

Scientific Students' Associations Conference (Corvinus University of Budapest, 2013/2014 Spring semester;2014/2015 Spring semester; 2015/2016 Spring semester): track chair of Invesments track, Corporate Finance track and Quantitative Finance track.

Utolsó frissítés: 2017.01.28.