JOP 9 1 Authors

The Journal of Operational Risk

Volume 9, Issue 1

 

Hubert János Kiss

Hubert János Kiss earned an MSc degree in Economics at the Corvinus University of Budapest (Hungary). After working two years at the Government Debt Management Agency, he went on to pursue MA and PhD studies in Economics at the Universidad de Alicante (Spain). He wrote his Phd thesis about bank runs. After obtaining the PhD degree in 2009, he worked two years at the Universidad Autónoma de Madrid (Spain) and then returned to Hungary to become an assistant professor at the Eötvös Loránd University. He is also a researcher at the Game Theory Research Group in the Centre for Economic and Regional Studies, Hungarian Academy of Sciences. His research interest includes bank runs, behavioral and experimental economics.

 

 

 

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Dániel Homolya

Dániel Homolya has been head of Counterparty and Market Risk Management at Erste Bank Hungary since June 2013. Earlier, between 2007 and 2013 he was a senior economist at the Financial Stability Department of the Magyar Nemzeti Bank (central bank of Hungary), between 2010 and 2013 he was Head of the Macroprudential Analysis Team and he gained experience also in the field of monetary policy. He earned his Master degree and Ph.D degree at Corvinus University Budapest (Hungary); his PhD topic was measurement and management of operational risk. Earlier he worked as consultant of Bankárképző, mainly on operational risk projects and he was a founding project manager for HunOR, the Hungarian Operational Risk Database. His research interest includes risk management, financial stability and monetary policy.

 

 

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Patrick McConnell

Dr. Patrick McConnell is a partner with Risk Trading Technology, a small consultancy specializing in Risk Management and IT. In over 30 years in the financial industry, he has worked as a senior manager in, and consulted to, large financial institutions in the US, Europe and Australia. He is an Honorary Fellow at Macquarie University Applied Finance Centre where he has taught MBA-level and industry courses on Operational, Enterprise, Systems and Strategic Risk Management. Dr. McConnell holds degrees in Mathematics, Operational Research and Business Administration and has published many articles on Risk Management in academic and practitioner journals. His particular research interests are in Systemic Operational Risk, the Strategic Risks faced by Systemically Important Financial Institutions and the use of Monte Carlo Simulation on addressing strategic problems.

 

 

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Matthias Degen

Dr. Degen joined KPMG Switzerland in 2011 where he is a member of the Quantitative Finance Group within the Financial Services practice. Before that, he spent a year as a Postdoctoral Fellow at Cornell Unviersity's ORIE School where he participated in a collaborative research project with the Office of the Comptroller of the Currency (OCC), US Department of Treasury, Washington D.C. Dr. Degen earned his PhD in financial mathematics from ETH Zurich in 2009 under the Supervision of Prof. Paul Embrechts. His research focused on the analysis of extreme events with applications to financial risk management.

 

 

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