Klara Žbontar joined the EconLab team in 2019. Her work for EconLab includes development of stress testing models and other credit risk models among other provided consulting services. Before joining EconLab, Klara focused on her studies and participated in several projects. Her current GPA is 9.7. She was also a teaching assistant for Statistical Analysis (second year subject in School of Economics and Business). In both of her studies she has been one of the best performers of the generation. For her undergraduate studies she received an award for the best student achievements from University of Ljubljana. Klara is currently finishing Money and finance master’s program at School of Economics and Business, University of Ljubljana. Klara holds an undergraduate degree in Money and finance from School of Economics and Business. She is an experienced user of SPSS and R, as well as Matlab, LaTeX and Mathematica.
Development of stress testing models (EBA; credit risk stress testing methodology).
PD and LGD modelling (BACE-ARDL modelling). ECL Staging including the calculation of transition matrices and IFRS9 impairment calculation (including ECL, lifetime loss rates and P&L calculation).
ECL benchmarking. Forecasting and back-casting of key stress testing parameters.
Feasibility study and project documentation for EFSI/EIB loan for a +100 million euro project.
Synergy evaluation as part of an acquisition process in the logistic sector. Target EV ≈ 100 million euro