Strategic Risk and Capital Management Division Head<\/p>\n\n\n\n
SUMMARY
\u2022 long-term experience and practice in strategic risk management in banking
\u2022 involved in ICAAP implementation (Basel III), active portfolio management, management of capital adequacy, bank liquidity,
stress testing, regulation, banking union
\u2022 analytical, problem-solving and collaborative scientist with excellent communication skills
\u2022 lecturing at the academia for the past two decades, including current academic engagements
\u2022 research publications and practice in this area of expertise
TECHNICAL AND OTHER SKILLS
\u2022 Analytical: Strong analytical and drafting skills.
\u2022 Managerial: Leadership and problem solving, strategic thinker
\u2022 Computational: Stata, Eviews, MSOffice
\u2022 Toolkit: Panel data methods, Time series econometrics, Financial econometrics
\u2022 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
\u2022 risk regulatory topics
\u2022 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
\u2022 academic, teaching and research activities
EDUCATION
\u2022 Doc., Finance, University of Economics in Bratislava, 2011
\u2022 PhD., Finance Banking and Investment, University of Economics in Bratislava, 2004 (incl. Fulbright Scholarship at the George
Washington University 2003-2004)
\u2022 Ing., Finance Banking and Investment, University of Economics in Bratislava, 2000
TEACHING AND LECTURING EXPERIENCE
\u2022 University of Economics in Bratislava, lectured courses:
Risk and Uncertainty in Finance – lectures and consultations,
Pricing of Financial Assets – lectures, seminars and consultations
\u2022 MBA Franklin University and Bratislava Business School 2011 and 2012
Corporate Finance: Teaching Corporate Finance in the MBA Joint Program
MEMBERSHIPS
\u2022 Slovak Banking Association
\u2022 Fulbright Alumni
SELECTED RECENT PUBLICATIONS
BELANOVA, K. – GERTLER, L. – SIV\u00c1K, R. “Too Much Debt Will Kill You”: Although Not in Central Europe, Yet. In: Ekonomick\u00fd \u010dasopis\/
Journal of Economics, 2020. ISSN 0013-3035, Vol. 68, No. 10, p.981-1001.
GERTLER, L. \u2013 MAJER, L. \u2013 JAN\u010cOVI\u010cOV\u00c1-BOGN\u00c1ROV\u00c1 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
SIV\u00c1K, R. – GERTLER, L. et al., Riziko vo financi\u00e1ch a v bankovn\u00edctve. Recenzenti: Pavol Ochotnick\u00fd, Katar\u00edna Belanov\u00e1. 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. – SIV\u00c1K, R. \u2013 KISE\u013d\u00c1KOV\u00c1D. Assessing Explanatory Power of Household Debt for House Prices. Ekonomick\u00fd \u010dasopis\/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)<\/p>\n","protected":false},"excerpt":{"rendered":"
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