For several years, his research was focused on the area of market risk measurement and dependence measurement, including dependence between extreme values. At present, his interests encompass such fields as stability of financial system, systemic approach to financial markets, legal aspects and taxation of derivative instruments, and personal finance. As far as the field of personal finance is concerned, he is a member of a research team which is developing a life-cycle-spanning integrated model of household risk. As part of this project, he co-authored a book called “Integrated Risk Model in Household Life Cycle”.