PhDr. Boril Šopov, MSc., LL.M.

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Position: Ph.D. Candidate
Field of interest: Risk management and quantitative finance
Membership: Macroeconomics and Econometrics, PhD Candidates

Contact

Office:
Email: boril [DOT] sopov [AT] gmail [DOT] com
Phone:

More information

Assistant

JEB109 - Econometrics I

PhD study

Tutor: prof. Roman Horváth Ph.D.

Studying from: 2010
PhDr examination:
Final exam:
Dissertation Proposal defence:
Dissertation defence:

Current work:

Dissertation topic:

Disertation abstract:

Optional courses:

CV

Education

2010- Institute of Economic Studies, Faculty of Social Sciences, Charles University (PhD.)
2007-2010 Institute of Economic Studies, Faculty of Social Sciences, Charles University (PhDr.)
2007-2010 Law Faculty, Masaryk University (LL.M.)
2008-2009 Risk management, Duisenberg school of Finance with VU University (MSc.)
2004-2007 Institute of Economic Studies, Faculty of Social Sciences, Charles University (Bc.)

Extra activities

2006-2007 Academic senate, Chamber of students

Awards and prizes

2010 - Dean Award for Extraordinary good Masters thesis, Institute of Economic Studies

2009 - Best student award, Duisenberg school of finance

2007 - Dean Award for Extraordinary good Bachelors thesis, Institute of Economic Studies

Topics for supervision

Bachelor theses

See the diploma thesis menu

Master theses

Ordinary topics:
Value at risk - what threats does it bring?
Stability of the Czech banking sector: Assessing contagion risk
Stability of the Czech banking sector: Dependence beyond correlation

Challenging topics:
Yield curve modelling: Linear non-gaussian Dynamic Nelson-Siegel model
State space models with heteroscedastic errors
Efficient importance sampling: Application in financial modelling

Generally any risk management, econometric or financial modelling topic is welcome

Current bachelor/master theses:
The Czech banking sector fragility: Dependence beyond correlation - Tomáš Fiala
Multivariate volatility modelling - Bc. Marek Klaus
Interest rate risk stress testing: Macroeconomic risk drivers - Bc. Magdalena Patáková
Financial Risk Measures: Review and Empirical Applications - Jan Říha
Extreme value theory: Empirical analysis of tail behaviour of GARCH models - Jan Šiml

Supervised Bachelor theses

all/awarded: 10/3
Awarded: Bc. Jan Šiml, Bc. Tomáš Fiala, Bc. Tomáš Juchelka

Supervised Master Theses

all/awarded: 10/0
Awarded:

05

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Partners

Deloitte
McKinsey & Company
Moneta Money Bank

Sponsors

CRIF
ČSOB