Prof. Dr. Gregor Weiß

Prof. Dr. Gregor Weiß

Institute Head

Institute of Trade and Banking (IHB)
Institutsgebäude
Grimmaische Straße 12, Room I 319
04109 Leipzig

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

Prof. Dr. Gregor Weiß

Prof. Dr. Gregor Weiß

Professor

BWL, insb. Sustainable Banking
Institutsgebäude
Grimmaische Straße 12, Room I 319
04109 Leipzig

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

Abstract

Gregor Weiss is Professor of Finance and Sustainable Banking at Leipzig University, as well as a Guest Professor of Economics at Keio University, Tokyo. His research covers topics such as bank regulation and supervision, systemic risk in banking and insurance, (quantitative) risk management, sustainable finance, and dependence modeling with copulas. His research has been published in the Journal of Financial & Quantitative Analysis, the Review of Finance, the Journal of Financial Intermediation, the Journal of Risk and Insurance, and other journals in finance, quantitative finance, and actuarial science.


Moreover, his research has attracted funding from the German Science Foundation (DFG), the Fritz Thyssen Foundation, the Mercator Foundation, Commerzbank Foundation, and the German Association for Insurance Science (DVfVW).


At Leipzig University, from 2016-2022, he was Dean for Academic Programs in the Faculty of Economics overseeing all B.Sc., M.Sc. and Executive degree programs.

Professional career

  • since 06/2020
    Professor of Finance (W3) at Leipzig University, Faculty of Economics
  • since 10/2020
    External Academic Fellow, Centre for Responsible Banking & Finance, University of St. Andrews, School of Management
  • since 06/2018
    Guest Professor of Economics at Keio University, Graduate School of Economics
  • 10/2016 - 10/2022
    Dean for Academic Programs at Leipzig University
  • 04/2015 - 05/2020
    Associate Professor of Finance (W2) at Leipzig University, Faculty of Economics
  • 10/2010 - 03/2015
    Assistant Professor of Finance (W1) at TU Dortmund University, Faculty of Economics and Social Sciences

Education

  • 11/2006 - 02/2010
    Ph.D. Economics at Ruhr-Universität Bochum, Faculty of Economics
  • 10/2005 - 08/2020
    M.Sc. Mathematics at FernUniversität Hagen, Faculty of Mathematics and Computer Science
  • 10/2004 - 09/2009
    B.Sc. MIS at FernUniversität Hagen, Faculty of Economics
  • 10/2001 - 02/2006
    M.Sc. Managementat the University of Passau, Faculty of Economics including exchange semesters at Kyôto

Research focus


  • Financial market stability
  • Quantitative risk management, especially the modelling of dependency structures
  • Valuation of credit derivatives
  • Backtesting
  • Systemic risk contribution of insurance companies


Honors and Awards


  • “Best Paper Award - International Finance” 2012 Annual Meeting of the Southwest Finance Association.
  • Nomination for the Best Teacher’s Award at TU Dortmund University.
  • Best Teacher’s Award of the Faculty of Economics (2x), TU Dortmund University.
  • Top 100 German economists under 40, Handelsblatt ranking 2014.
  • Top 20 German economists under 40, Wirtschaftswoche ranking 2019.


Referee Activities


Journal of Financial & Quantitative Analysis, Journal of Corporate Finance, Statistics & Computing, Journal of Economic Dynamics & Control, Journal of Banking & Finance, Journal of Financial Stability, Journal of Financial Research, Journal of Risk, Journal of Operational Risk, Quantitative Finance, European Financial Management, Quarterly Review of Economics and Finance, European Journal of Finance, Journal of Economics and Finance, Zeitschrift für Betriebswirtschaft, Journal of Risk and Insurance, Insurance: Mathematics & Economics, Computational Statistics, IEEE Transactions on Industrial Informatics, German Science Foundation (DFG), Swiss Science Foundation (SNF), Polish Science Foundation, Flanders Science Foundation, Alexander von Humboldt Foundation, German Association for Insurance Research (DVfVW)

The chair offers various lectures on banking management and financial economics in the Bachelor and Master programmes of economics, business IT, business mathematics and business education. In addition to a comprehensive teaching of statistical and mathematical methods for the scientific management of practice-oriented questions, the teaching at the chair focuses in particular on providing in-depth knowledge of the functioning of financial intermediaries and financial markets. 


Methodically, the teaching follows the strategy of blended learning. On the one hand, all lectures and exercises are held as classical classroom courses. On the other hand, all lectures are recorded and the edited recordings are made available to students as streaming videos on the Internet. This gives students the opportunity to repeat the contents before the examination dates.

  • Introduction to Business Administration

    B.Sc. at Leipzig University

    2015-present

  • Introduction to Banking

    B.Sc. at Leipzig University

    2015-present

  • Introduction to Financial & Actuarial Mathematics

    B.Sc. at Leipzig University

    2015-present

  • Operational Risk Management

    B.Sc. at Leipzig University

    2015-present

  • Quantitative Risk Management

    M.Sc. currently at Leipzig University, prior at TU Dortmund University

    2010-present

  • Computational Finance

    M.Sc. currently at Leipzig University prior at TU Dortmund University

    2011-present

  • Machine Learning & Artificial Intelligence in Finance

    M.Sc. at Leipzig University

    2020-present

  • Commercial and Investment Banking

    M.Sc. at Leipzig University

    2015-2019

Research fields

Business, economy, Financial markets, Finance, financial economics

Contact for media inquiries

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