PhD. in Management Sciences, ESADE - Universidad Ramon Llull, 2010

Bachelor in Economics, University of Belgrade, 1999

Credit Risk (modeling, calibration, applications)

Consultant, Corporate Finance sector, Centre for Economic Studies - CES Mecon, 1999-2006

Forte, S., and Lovreta, L. (2013), "Time-Varying Credit Risk Discovery in the Stock and CDS Markets: Evidence from Quiet and Crisis Times", European Financial Management (forthcoming)

Forte, S. and Lovreta, L., 2012, "Endogenizing Exogenous Default Barrier Models: The MM Algorithm", Journal of Banking and Finance, Vol. 36, Issue 6, 1639-1652.

WORKING PAPERS:

Lovreta, L. (2012), "Demand-Supply Imbalances in the CDS Market: Empirical Evidence", http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2030937

Forte, S., and Lovreta, L. (2009), "Credit Risk Discovery in the Stock and CDS Markets: Who Leads, When and Why?", Social Sciences Research  Network Working Paper Series, http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1183202

 RESEARCH PROJECTS:

Title: "Determining the Default Barrier in Structural Credit Risk Models by Maximum Likelihood Estimation"

Financial support institution: Banco Santander - Fundación UCEIF

Period: 2009