Stefan Pichler

Stefan Pichler is a Professor of Finance and Banking and serves as Vice-Rector for Research at the Vienna University of Economics and Business (WU). He is also the Head of the Institute for Finance, Banking and Insurance and affiliated with the Vienna Graduate School of Finance. His academic leadership includes directing master’s programs in Quantitative Finance and Finance and Accounting.

Research Interests:
His research focuses on core areas in finance, including Bank and Financial Management, Credit Derivatives, Risk Management, Credit Rating Systems, and Sovereign Debt. He has made significant contributions to understanding EMU government bond markets, Value-at-Risk models, and the term structure of interest rates. His work often involves econometric modeling and financial market analysis.

Publication Trends:
His recent and ongoing research (2020–2025) emphasizes credit risk modeling, non-performing loans, regulatory impacts, and benchmark transitions like CHF-LIBOR. Earlier work (2003–2014) centered on credit ratings, yield spreads, and risk measurement in European markets. His publications appear in journals such as the Journal of Banking and Finance, Journal of Credit Risk, and Review of Finance.

• Scientific Awards:
• 4 awards (specific names not listed in text)

Advising and Grants:
While specific advisees are not listed, he has led multiple research projects, particularly in public financial management and capital market research. He has collaborated extensively with researchers like Jankowitsch, Hornik, and Geyer. He has held advisory roles such as Head of the Expert Panel on Public Financial Management in Austria and Head of the Financial Advisory Board for Salzburg.

Labs and Teams:
He leads the Institute for Finance, Banking and Insurance at WU and is involved in strategic capital market research and cryptoeconomics initiatives. He has been a voting member of the ATX Index Committee since 1991 and is a regular speaker at the Alpach Financial Market Symposium.