Strategic Risk and Capital Management Division Head
SUMMARY
• long-term experience and practice in strategic risk management in banking
• involved in ICAAP implementation (Basel III), active portfolio management, management of capital adequacy, bank liquidity,
stress testing, regulation, banking union
• analytical, problem-solving and collaborative scientist with excellent communication skills
• lecturing at the academia for the past two decades, including current academic engagements
• research publications and practice in this area of expertise
TECHNICAL AND OTHER SKILLS
• Analytical: Strong analytical and drafting skills.
• Managerial: Leadership and problem solving, strategic thinker
• Computational: Stata, Eviews, MSOffice
• Toolkit: Panel data methods, Time series econometrics, Financial econometrics
• Fields of interest: Banking, Risk Management, Active Portfolio Management, Regulation, Corporate Finance, Financial Markets
WORK EXPERIENCE
Tatrabanka a.s., Division Head, Strategic Risk and Capital Management
since Aug 2007
risk manager 2007-2011, Head of department 2012-2017, Head of division since 2018
• risk regulatory topics
• active portfolio management, management of capital adequacy, bank liquidity, stress testing,
Faculty of National Economy, University of Economics in Bratislava, Associate Professor Department of Finance
Sep 2000 to Feb 2023
head of Department of Finance 2007-2011, Associate Professor since Sep 2011
• academic, teaching and research activities
EDUCATION
• Doc., Finance, University of Economics in Bratislava, 2011
• PhD., Finance Banking and Investment, University of Economics in Bratislava, 2004 (incl. Fulbright Scholarship at the George
Washington University 2003-2004)
• Ing., Finance Banking and Investment, University of Economics in Bratislava, 2000
TEACHING AND LECTURING EXPERIENCE
• University of Economics in Bratislava, lectured courses:
Risk and Uncertainty in Finance – lectures and consultations,
Pricing of Financial Assets – lectures, seminars and consultations
• MBA Franklin University and Bratislava Business School 2011 and 2012
Corporate Finance: Teaching Corporate Finance in the MBA Joint Program
MEMBERSHIPS
• Slovak Banking Association
• Fulbright Alumni
SELECTED RECENT PUBLICATIONS
BELANOVA, K. – GERTLER, L. – SIVÁK, R. “Too Much Debt Will Kill You”: Although Not in Central Europe, Yet. In: Ekonomický časopis/
Journal of Economics, 2020. ISSN 0013-3035, Vol. 68, No. 10, p.981-1001.
GERTLER, L. – MAJER, L. – JANČOVIČOVÁ-BOGNÁROVÁ K. Explaining corporate credit default rates with sector level detail. In Czech
Journal of Economics and Finance, Praha: Univerzita Karlova, 2020. ISSN 0115-1920, Vol. 70, No. 2
SIVÁK, R. – GERTLER, L. et al., Riziko vo financiách a v bankovníctve. Recenzenti: Pavol Ochotnický, Katarína Belanová. 5. edition.
Bratislava : Sprint 2 s.r.o., 2018. [25,82 AH]. Economics. VEGA 1/0946/17. ISBN 978-80-89710-45-4
GERTLER, L. – SIVÁK, R. – KISEĽÁKOVÁD. Assessing Explanatory Power of Household Debt for House Prices. Ekonomický časopis/Journal
of Economics, 2017. ISSN 0013-3035, 2017, Vol. 64, No. 4, p. 355-369.
GERTLER, L. Interactions of unconventional monetary policy measures with the Euro Area Yield Curve. In Czech Journal of Economics
and Finance, Praha, 2015. ISSN 0115-1920, Vol. 65, Issue 2, p. 106-126.
OTHER SKILLS
Languages English (fluent), Hungarian (fluent), German (intermediate)