Extended Viewer

András Bohák

András Bohák
Executive Director, Risk Management and Liquidity Core Research

About the Contributor

Andras Bohak is an Executive Director and Head of Risk Management and Liquidity Core Research, based in Budapest. He is responsible for liquidity and counterparty credit risk research as well as derivative-related regulation. Mr. Bohak led development of MSCI’s multi-asset class liquidity framework from inception. Mr. Bohak joined MSCI in 2012 and worked in the securitized products research team before transferring to the risk and regulation research team in 2013. Prior to joining MSCI, Mr. Bohak was a lecturer at the Budapest University of Technology and Economics, where he is still teaching Advanced Investments for finance majors. Mr. Bohak holds a degree in Computer Science and Industrial Engineering and Management, both from the Budapest University of Technology and Economics.

HTML Displayer Portlet

Blog posts by András Bohák

Extended-lister

Nothing was found.
  1. BLOG

    Lessons from Woodford: Shutting the barn door after the horses have bolted 

    Jun 14, 2019 András Bohák , Roman Kouzmenko , Dimitris Melas

    Learn More

    The suspension of the U.K.’s Woodford Equity Income Fund highlights the value of regularly reviewing a portfolio’s factor exposures and liquidity characteristics for signs of style drift or deteriorating ability to redeem shares.

  2. BLOG

    From credit crunch to liquidity crunch: managing liquidity 

    Jan 10, 2019 András Bohák

    Learn More

    Volatility of credit spreads in both emerging- and developed-market debt increased significantly in 2018. Large rises in credit spread levels were followed by increased bid-ask spreads, making it expensive to reduce exposure within a short time frame.

Regulation