Our research and teaching activities cover several areas in Banking and
Finance with particular emphasis on Green Finance and Fintech. Part of our
research focuses on the strategic implications of sustainability challenges for
financial systems. We propose solutions to respond to financial risks posed by
social and sustainability issues, including Environmental, Social, and
Governance (ESG) investing.
In the area Fintech, we apply machine learning techniques to cope with a broad range of topics in finance such as bankruptcy prediction, credit risk assessment, or taxpayer perception and identify the impact of digitalization of financial processes on banks' profitability or client migration.
The ongoing research projects focus on the following topics:
Green Finance: risk premia in corporate green bonds,
ESGs in the context of mergers and acquisitions, integration of renewable
energies with implications on pricing, coupling of electricity markets
FinTech and Artificial Intelligence in Finance: machine learning techniques for improved bankruptcy prediction and
credit risk assessment
Banking: price discrimination in mortgage
lending, portfolio stress
testing, random field modelling of the term structure of interest rates
Financial Regulation: internal credit risk models and their impact on banks' risk weighted assets, stress tests in regulation
| 2019
- Award by the Austrian Operations Research Society (Best
Dissertation Award Daniela Escobar) for joint research on "Pricing
electricity futures with distortion functions under model ambiguity"
| 2019 - Awarded Simons Fellowship for research stay at the University of Cambridge, Energy Systems program
| November
2016 - ECOMFIN Best Paper Award, Energy
and Commodity Finance Conference, Paris (published in Journal of Banking and
Finance)
| October 2013 - DK Gupta Memorial Best Energy Paper Award 2013, Conference Energy Finance, Essen (published in OR Spectrum)
Phone: | +49 7541 6009 -1231 |
Room: | Semi 1.13L |
Phone: | +49 7541 6009-2302 |
Room: | Semi 1.07L |
| Kajo Daniel Wendt
Founders Scholarship from the PioneerPort in the field of financing forms for renewable energy systems
Academic Scholarship from the 'Studienstiftung des deutschen Volkes’
| Christoph Halser (NTNU Norway)