Chair of Finance

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