Homepage of Barbara Dömötör

Barbara Dömötör

Associate professor

Corvinus University of Budapest

Institute of Finance

Director of PRMIA Hungary Chapter

I am working as an Associate Professor at the Department of Finance at Corvinus University of Budapest. I obtained my PhD degree in 2014, my thesis models corporate hedging behavior. Prior to my academic carrier I worked for several multinational commercial banks treasury. I am the programme leader of Finance and Accounting bachelor programme of CUB.

My university homepage.

Fields of interest

Contact information

Selected Publications

Fields of interest

Risk management
Counterparty risk
Central clearing
Peer-to-peer lending
Financial institutions and networks

Contact information

barbara.domotor@uni-corvinus.hu

Selected Publications

Dömötör, B., Illés, F., & Ölvedi, T. (2023). Peer-to-peer lending: Legal loan sharking or altruistic investment? Analyzing platform investments from a credit risk perspective. Journal of International Financial Markets, Institutions and Money, 86, 101801.

Banai, Á., Berlinger, E., & Dömötör, B. (2022). Adjustable-rate mortgages in the era of global reflation: How to model additional default risk?. Plos One, 17(3), e0263599.

Berlinger, E., Dömötör, B., & Szűcs, B. Á. (2021). Irrational risk-taking of professionals? The relationship between risk exposures and previous profits. Risk Management, 1-17.

Berlinger, E., Dömötör, B., & Illés, F. (2019). Optimal margin requirement. Finance Research Letters, 31.

Berlinger, E., Dömötör, B., & Illés, F. (2019). Anti-cyclical versus risk-sensitive margin strategies in central clearing. Journal of International Financial Markets, Institutions and Money, 62, 117-131.

Dömötör, B., & Váradi, K. (2019). Stock market stress from the central counterparty’s perspective. Studies in Economics and Finance.

Dömötör, B., & Kovács, E. (2018). Determinants of FX risk hedging: evidence from Hungary. Hungarian Statistical Review, 1, 23–37.

Dömötör, B. (2017). Optimal hedge ratio in a biased forward market under liquidity constraints. Finance Research Letters, 21, 259-263.

Berlinger, E., Domotor, B., Illés, F., & Váradi, K. (2016). Stress indicator for clearing houses. Central European Business Review, 5(4), 47.

Teaching

Course leader of

Behavioral finance
Financial data analysis
Financial risk management
Risk management and financial institutions

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