Chair of Finance

News

Profile

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, dynamic replication of banks' assets portfolio, 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


Paraschiv, Florentina
Paraschiv, Florentina Prof Dr

Awards

| 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)


Team

Chair holder

Paraschiv, Florentina
Paraschiv, Florentina Prof Dr
Phone:+49 7541 6009 -1231
Room:Semi 1.13L

Research Fellows

Ayari, Rayan
Ayari, Rayan
Research Fellow

Assistant

Hörsch, Nadja
Hörsch, Nadja
Phone:+49 7541 6009-1433
Room:Semi 1.07

Student Staff

| Helena Widler

Guest PhD Students

| Christoph Halser (NTNU Norway)

| Ioana-Florina Coita (COST EU project FinTech AI)

| Andre Horovitz (Univerity of Hamburg)

Co-supervised PhD Students

| Doga Alkan (University of St. Gallen, Switzerland)

| Ishwar Katri (NTNU Business School, Norway)

Time to decide

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