Zoltán Monostori, Ph.D., Cfa, Frm Email & Phone Number

Budapest, Hungary

Lead the department responsible for ICAAP-ILAAP-BMA reviews, stress testing, business model analysis of banks and supervision of financial enterprises (31 FTEs) - Organize the general supervision of Hungarian financial enterprises, - Perform business model analysis (BMA) reviews, stress testing and ICAAP reviews for banks, - Set liquidity and capital requirements, capital guidances for banks. - Perform cross sectoral analysis related to banks’ business models, - Answer senior management’s ad hoc questions typically in a few hours.

Hungary

Lead the division responsible for market risk, stress testing and business model analysis (9 FTEs) - Perform business model analysis (BMA) reviews, and ICAAP reviews in market risk (VaR, IRRBB, CVA, etc.) and stress testing (banks' internal stress tests, supervisory P2G), - Set capital requirement for market risk, and capital guidance based on stress testing, - Perform cross sectoral analysis related to banks’ business models, - Answer senior management’s ad hoc questions typically in a few hours.

Hungary

1) Monitor and implement technological innovations by: - Monitoring and analysing FinTech and RegTech trends, - Developing MNB's innovation hub and regulatory sandbox, - Implementing SupTech solutions, - Closing gaps between prudential and IT supervision.2) Develop supervisory methodologies in: - Liquidity risk, - Liquidity assessment, - Market risk, - Interest rate risk in the banking book (IRRBB), - Model risk, - Business model analysis (BMA)with the aim to facilitate a consistent approach to the supervisory assessment of ICAAP and ILAAP frameworks across banks as part of the supervisory review and evaluation process (SREP).Member of MNB's management training program for future leaders.

Lead the Liquidity Risk Department in Budapest (7 people ,5 full time professionals + 2 interns) - Perform liquidity risk portfolio and stress scenario data quality reviews, - Coordinate work with business and technology partners to improve systems, - Execute strategic project work, - Build and maintain automated reporting output using multiple technologies, - Prepare materials for senior management briefings, - Design and construct tools, creating process efficiency and data automation.

Budapest

Validation of Risk Models - 2nd line of defense:- full replicaiton of selected parts of models- benchmarking- independent testing (stress testing, assumption testing)Specially in: - VaR (Value-at-Risk) (market risk) - S-VaR (Stressed Value-at-Risk) (comprehensive stress testing) - AMA (Advanced Measurement Approach) (operational risk) - IRC (Incremental Risk Capital) (market/credit risk) - CRM (Comprehensive Risk Measure) (market/credit risk)

Teaching Corporate Finance, Investitional and Financial Decisions, "Investition und Finanzierung" (in German).

A combination of analytical, operational, and research work.Reporting to the Monetary Council, analysis and monitoring of: - Fixed income markets, - FX markets, - Derivate markets;Research tasks, development of analytical models concerning: - Risk premium of government bond yields, - Liquidity on the government bond markets, - Macroeconomic fundamentals and the pricing of sovereign CDS spreads, - Central banks’ balance sheet strategies and monetary policy instruments, - Discriminatory and uniform price auctions;Participation in design of monetary policy instruments and market operations

United States, Pennsylvania, State College

Literature reviews, data collection and transformation, programming, analysis, and writing a paper on country-specific determinants of sovereign CDS spreads.

Cfa Charterholder, Finance

Financial Risk Manager (Frm), Risk Management

Fulbright Visiting (Ph.D.) Student Researcher, Finance

Ph.D., Management, Finance, Summa Cum Laude

Activities and Societies: Student Delegate in the Council of the Doctoral SchoolTitle of Thesis: Essays on government debt financing.

Master Of Science, Economics In Quantitative Economic Analysis, Mathematical Finance, Excellent

Activities and Societies: Erasmus Semester at Universität zu Köln (2008, spring semester); Additional Qualification: Deutschsprachiger.

Secondary School