Tomas Konecny Email & Phone Number

Prague, Czechia

• Research advisory specializing in quantitative modeling at the intersection of macrofinance, climate, energy, and geoeconomics.

• Financial Sector Stability Review (FSSR) - Systemic risks and macroprudential policy, Kenya (November 2024)
• D-SIB framework validation, Central Bank of Sri Lanka (August 2024)
• Macroprudential policy strategy, EFF/ECF program, Central Bank of Kenya (June - July 2024)
• Systemic risk surveillance and policy tools, Central Bank of Sri Lanka (May - October 2023)

Colombo, Western, Sri Lanka

• Established a new modelling unit, including recruitment, training, and management of new staff.
• Designed and piloted new suite of bank solvency, liquidity and inter-connectedness stress tests.
• Produced critical assessments of the impact of sovereign default, debt restructuring, and acute FX liquidity shortages on the banking sector.
• Upheld team morale and work quality in a high-stakes crisis environment.
• Designed and launched data collections and reporting, set up and consolidated data infrastructure for stress testing and systemic risk monitoring purposes.
• Organized, coordinated and implemented trainings, workshops and virtual TA missions.

• Head of Unit, team lead on a number of analytical and policy topics.
• Prepared and coordinated policy recommendations for the Board.
• Drafted and contributed to strategic documents (e.g., department strategy, communication).
• Designed and implemented methodologies for macroprudential policy instruments (e.g., CCyB release, buffers for systemically important banks).
• Edited chapters on financial sector in the Financial Stability Review and Report to Risks on Financial Stability.

Prague, The Capital, Czech Republic

Frankfurt Am Main Area, Germany

• European Systemic Risk Board Secretariat, Frankfurt a. M., GermanyEconomist
• Secretary of the Instruments Working Group, the ESRB’s permanent structure addressing macroprudential policy instruments for banks and non-banking part of the financial sector.
• Secretary of a high-level Joint Task Force on Low Interest Rates (ESRB Advisory Technical Committee, ESRB Advisory Scientific Committee, and ECB Financial Stability Committee)
• Risk surveillance and policy analysis of salient and emerging policy topics in the EU (MREL, branchification, LCR implementation, ESRB Annual report).
• Drafted and contributed to ESRB opinions on the EU financial legislation (EMIR, AIFMD, Solvency II).
• ESRB representative at EBA’s Standing Committee on Regulation and Policy (SCRePol).

Prague, The Capital, Czech Republic

• Responsible for Credit Risk Section of the annual Financial Stability Report.
• Bank solvency stress tests (top down and bottom up).
• Developed and back-tested satellite models for stress testing (PD/LGD/ credit growth/property prices/profitability).
• Research on credit risk, regulatory impact of Basel III.

Prague, The Capital, Czech Republic

Prague, The Capital, Czech Republic

• Developed credit scoring and rating models for mortgages.

Ph.D. And M.A., Economics

CERGE-EI - Center for Economic Research and Graduate Education (a joint workplace of the Charles University and Czech Academy of Sciences)

Master'S Degree, International Business/Trade/Commerce

Master'S Degree, Economics Of International Trade And European Integration, International Trade, Banking And Finance, With Distinction

Bachelor'S Degree, International Economics