Research

Prof. Dr. Gregor Weiß and his team conduct research on systemic risks of banks and insurance companies. The aim is to provide good scientific research for the sustainable safeguarding of financial market stability. The research projects can be divided into three focus areas.

Profile

The main focus here is on the systemic risks of international banks and the optimal design of regulatory measures to ensure financial stability in the long term. The focus is particularly on the question of increased capital requirements and the connection between stronger supervision by national authorities and significantly lower systemic risk contributions by individual institutions.

Relevant research topics are:

  • Market concentration in the banking sector
  • System stability and capital resources
  • Deposit business and liquidity

In the research area of insurance economics, the content is linked to the research area of banking. In particular, it deals with questions concerning the systemic relevance of insurance companies, more precisely the extent to which equity capital resources influence the profitability and default risk of insurance companies.

Relevant research topics are:

  • Systemic relevance of insurance companies
  • Capitalisation and performance of insurance companies
  • Modelling of insurance claims in non-life insurance

In the field of quantitative risk management, the main focus is on modelling dependency structures of multivariate distributions. Building on past work of the Chair on joint return distributions of bivariate portfolios, the focus is on application and improvement possibilities through the use of so-called Vine Copula models. In addition to the development of new risk modelling methods, the Chair's team is also researching the improvement of common backtesting models.

Relevant research topics are:

  • Portfolio risk modelling
  • Backtesting
  • Valuation of credit derivatives
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Teaching

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Study Programs

The Chair offers a range of Bachelor's and Master's courses. Theses can also be written here.

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Team

Team

Prof. Dr. Gregor Weiß

Prof. Dr. Gregor Weiß

Professor

BWL/Nachhaltige Finanzdienstleistungen, insbesondere Banken
Institutsgebäude
Grimmaische Straße 12, Room I 319
04109 Leipzig

Phone: +49 341 97-33821
Fax: +49 341 97-33829

Office hours
Office hours by arrangement

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Sandra Rosenberg

Secretary

BWL/Nachhaltige Finanzdienstleistungen, insbesondere Banken
Institutsgebäude
Grimmaische Straße 12, Room I 337
04109 Leipzig

Phone: +49 341 97-33820
Fax: +49 341 97-33829

 Philipp Scharner

Philipp Scharner

Research Assistant / Doctoral Candidate

BWL/Nachhaltige Finanzdienstleistungen, insbesondere Banken
Institutsgebäude
Grimmaische Straße 12, Room I 333
04109 Leipzig

Phone: +49 341 97-33822

 Jana Tietze

Jana Tietze

Research Assistant / Doctoral Candidate

BWL/Nachhaltige Finanzdienstleistungen, insbesondere Banken
Institutsgebäude
Grimmaische Straße 12, Room I333
04109 Leipzig

Phone: +49 341 97-33822

Contact & Directions

BWL/Nachhaltige Finanzdienstleistungen, insbesondere Banken

Institutsgebäude
Grimmaische Straße 12
04109 Leipzig

Phone: +49 341 97-33820
Fax: +49 341 97-33829

Office hours
Sprechzeiten nach Vereinbarung