Igor Masten je profesor ekonomije na Univerzi v Ljubljani in poslovodni partner EconLaba. Ima doktorat iz ekonomije na Evropskem univerzitetnem inštitutu in je objavil več člankov v visoko uvrščenih znanstvenih revijah s področij upravljanja tveganj, bančništva, ekonometrije, financ in makroekonomije. Tako akademsko kot strokovno je specializiran za finančno analizo, oblikovanje cen premoženja, kvantitativno obvladovanje tveganj ter ekonomsko modeliranje in analitiko. Pred ustanovitvijo podjetja EconLab je bil partner Grant Thornton Advisory v Sloveniji, kjer je bil zadolženza finančno svetovanje. Prav tako je bil zaposlen na Banki Slovenije, kjer je bil vodja raziskovanja. V tej vlogi je nadzoroval razvoj obremenitvenega testiranja centralne banke in ekonomskega modeliranja. Igor je član nadoznega sveta SID banke, v preteklosti pa je bil podpredsednik nadzornega sveta avtomobilske proizvajalke Hidria in član nadzornega sveta NLB. S kombinacijopoglobljenega akademskega znanja in izkušenj v centralnem in zasebnem bančništvu ima edinstveno razumevanje poslovnega in regulativnega okolja. Ima več kot 10 let izkušenj s svetovanjem zasebnim in javnim ustanovam na področju ekonomskega modeliranja in inteligence upravljanja tveganj in protikonkurenčnih postopkov. Njegove stranke predstavljajo takofinančne institucije in dobavitelje energije kot tudi javne institucije. Kot vodja projekta je podpiral mednarodne bančne stranke pri razvoju modelov IRB in pri EBA obremenitvenem testiranju.
Vodja projekta v povezavi s svetovanjem pri ICAAP procesu za slovenske banke.
Vodja projekta obremenitvenega testiranja in razvoj MSRP9 modelov za glavne slovenske banke.
Vodenje projekta v zvezi s EBA 2018 obremenitvenim testiranjem za komercialno irsko banko.
Nadzor razvoja orodij za obremenitveno testiranje na Banki Slovenije - modeli za generiranjemakroekonomskih scenarijev in razvoj satelitskih modelov za potrebe makro scenarijev v portfelijih bank.
Nadzor razvoja orodij za obremenitveno testiranje na Banki Slovenije - modeli za generiranjemakroekonomskih scenarijev in razvoj satelitskih modelov za potrebe makro scenarijev v portfelijih bank.
Svetovanje Banki Slovenije na temo razvoja PD modelov v primeru bottom-up obremenitvenega testiranja.
Podpora za obvladovanje tveganj in ekonomsko inteligencoter modeliranje krivulje donosnosti za največji pokojninski sklad v Sloveniji.
Makroekonomska ocena tveganja za Municipal Investment and Development Fund, Luksemburg.
Ekonomsko svetovanje za Trans National Research, New Jersey, ZDA.
(with A. Brezigar-Masten and M. Volk). Journal of Banking & Finance, 122, 2021.
(with V. Maver). International journal of sustainable economy, 13(2), 2021.
(with V. Maver). International journal of sustainable economy, 13(2), 2021.
(with A. Banerjee and M. Marcellino). Journal of Applied Econometrics, 2017, 1-18.
(with M. Damjanović). Empirica, 43(2), 2016.
(with A. Grdović Gnip). Journal of Financial Stability, 26 2016.
(with A. Brezigar-Masten and M. Volk). Eastern European Economics, 53(5), 2015.
(with A. Banerjee and M. Marcellino). International Journal of Forecasting, 30(3), 2014.
(with A. Brezigar-Masten). Expert Systems with Applications, 39/11, 2012.
(with A. Ahčan, M. Perman and S. Polanec). Journal of Computational and Applied Mathematics, 235, 2011.
Igor Masten is a professor of economics at the University of Ljubljana and the managing partner of EconLab. He holds a PhD in Economics from the European University Institute and has several publications in high-ranked scientific journals in the areas of risk management, banking, econometrics, finance and macroeconomics. Both academically and professionally he specializes in financial analysis, asset pricing, quantitative risk management and economic modelling & intelligence. Before founding EconLab, he was a partner in charge of financial advisory services at Grant Thornton Advisory in Slovenia. He also worked at the Central Bank of Slovenia as Head of Research. In this capacity he supervised the development of Central Bank‘s stress testing and economic modelling capacity. Igor is the Supervisory Board member of SID bank and previously served as vice-president of Supervisory Board of automotive producer Hidria, and as supervisory board member of NLB bank. By combining strong academic background and experience in central and private banking Igor possesses a unique understanding of the business and regulatory environment. He has over 10 years of experience in advising private and public institutions in the areas of economic modelling and intelligence, risk management and anti-trust procedures. His clients range from financial institutions and energy suppliers to public institutions. As project lead, he supported international banking clients in development of IRB models, and EBA stress testing.
Project lead in relation to ICAAP process advisory for Slovenian retail banks.
Project lead in relation to stress testing and IFRS9 model development for Slovenian pillar banks.
Project lead in relation to 2018 EBA stress testing for an Irish retail bank.
Project lead in relation to PD modelling techniques within the IRB model build for an Irish retail bank.
Supervised the development of stress-testing toolkit at the Bank of Slovenia – models for macroeconomic scenario generation and satellite models for mapping macro scenarios to bank portfolios
Advised the Bank of Slovenia in PD model development for bottom up stress testing
Risk management and economic intelligence support, and yield curve modelling for the largest pension fund in Slovenia
Macroeconomic risk assessment for the Municipal Investment and Development Fund, Luxembourg
(with A. Brezigar-Masten and M. Volk). Journal of Banking & Finance, 122, 2021.
(with V. Maver). International journal of sustainable economy, 13(2), 2021.
(with A. Grdović Gnip). Journal of Policy Modeling, 41(6), 2019, 1179-1194.
(with A. Banerjee and M. Marcellino). Journal of Applied Econometrics, 2017, 1-18.
(with M. Damjanović). Empirica, 43(2), 2016.
(with A. Grdović Gnip). Journal of Financial Stability, 26 2016.
(with A. Brezigar-Masten and M. Volk). Eastern European Economics, 53(5), 2015.
(with A. Banerjee and M. Marcellino). International Journal of Forecasting, 30(3), 2014.
(with A. Brezigar-Masten). Expert Systems with Applications, 39/11, 2012.
(with A. Ahčan, M. Perman and S. Polanec). Journal of Computational and Applied Mathematics, 235, 2011.