Gregor Weiss
Professor of Finance
Chair in Sustainable Finance & Banking

Contact:
Faculty of Economics and Management
Email: weiss -at- wifa.uni-leipzig.de
Phone: +49 341 97 33821
Fax: +49 341 97 33829

Google Scholar profile
Handelsblatt ranking (2014) / WiWo-Ranking (2019)

Recent research:


Journal of Financial and Quantitative Analysis, cond. accepted.
We use the EBA capital exercise of 2011 as a quasi-natural experiment to investigate how capital requirements affect various measures of bank solvency risk. We show that, while regulatory measures of solvency improve, non-regulatory measures indicate a deterioration in bank solvency in response to higher capital requirements. The decline in bank solvency is driven by a permanent reduction in banks' market value of equity. This finding is consistent with a reduction in bank profitability, rather than a repricing of bank equity due to a reduction of implicit and explicit too-big-too-fail guarantees. We then discuss alternative policies to improve bank solvency