Dr. Sven Panz
Chief Product Officer at ESG Screen17 GmbH
Sven Panz received his Bachelor’s degree in business mathematics in 2012 from the University of Applied Sciences in Koblenz. Afterwards, he continued his studies in the elite graduate program Finance and Information Management at the TU Munich and the University of Augsburg. He completed his Master with a major in quantitative finance in 2015. In his Master thesis he found analytical prices for multidimensional barrier derivatives. During his studies Sven worked as a student assistant and gained professional experience working at AXA, Ernst & Young (EY), and Goldman Sachs. From October 2015 until December 2019, he worked as a research assistant at efl - the Data Science Institute and the Chair of e-Finance (Prof. Peter Gomber).
Today, Sven Panz works as Chief Product Officer at ESG Screen17 GmbH.
Publications
VHB A
(2015)
Detecting Online Firestorms in Social Media
Proceedings of the International Conference on Information Systems (ICIS 2015)
VHB B
(2022)
Dynamics of Trending Topics Between Social Media, News, and Scientific Literature
Proceedings of the 30th European Conference on Information Systems (ECIS 2022); Timișoara, Romania
(2021)
A General Framework for the Identification and Categorization of Risks: An Application to the Context of Financial Markets
Journal of Risk, Vol. 23, No. 4, pp. 21-49
(2021)
Liquidity Provider Incentives in Fragmented Securities Markets
Journal of Empirical Finance, Vol. 60, pp. 16-38
(2020)
Pricing Multiple Barrier Derivatives Under Stochastic Volatility
Journal of Computational Finance, Vol. 24, No. 2, pp. 77-101
(2017)
Vulnerable Exotic Derivatives
The Journal of Derivatives, Vol. 24, No. 3, pp. 84-102
VHB C
(2019)
The MiFIR Trading Obligation: Impact on Trading Volume and Liquidity in Electronic Trading
Proceedings of the 9th International FinanceCom Workshop 2018, Lecture Notes in Business Information Processing (LNBIP), Vol. 345, pp. 3-26, Eds.: N. Mehandjiev and B. Saadouni; Springer, Cham
No VHB Rating
(2022)
High-Frequency Price Formation in Fragmented Equity Markets
Working Paper, presented at the Forecasting Financial Markets Conference; Milan, Italy
(2020)
Risk Management in Financial Markets
Dissertation, Goethe University Frankfurt
(2018)
Management of Market Price Risks: Regulation and Coordination of Volatility Interruptions in Europe
FIRM Yearbook 2018, pp. 167-168; Association for Risk Management and Regulation, Frankfurt
(2018)
Enhancing Market Liquidity through Liquidity Provider Incentives
EFL Quarterly, 1/2018
(2018)
The Impact of MiFID II/MiFIR on European Market Structure: A Survey among Market Experts
The Journal of Trading, Vol. 13, No. 2, pp. 35-46
(2017)
Cyclicality of Collateral Haircuts and Systemic Illiquidity
EFL Quarterly, 1/2017
(2017)
Coordination of Circuit Breakers? Volume Migration and Volatility Spillover in Fragmented Markets
Working Paper; presented at the CEPR-Imperial-Plato Inaugural Market Innovator (MI3) Conference; London, UK, the 24th Annual Meeting of the German Finance Association (DGF 2017); Ulm, Germany and the SFA 2017; Key West, Florida, United States
(2017)
Intra- and Inter-Market Spillover Effects during Extraordinary Market Conditions
Working Paper; presented at the 5th Paris Financial Management Conference (PFMC 2017); Paris, France and the 2018 Annual Meeting of the Financial Management Association
(2017)
Managing Excess Volatility: Design and Effectiveness of Circuit Breakers
Working Paper; presented at the 34th International Conference of the French Finance Association (AFFI 2017); Valence, France and the Southern Finance Association 2017 Annual Meetings (SFA 2017); Key West, Florida, United States
(2017)
Ensuring Market Integrity and Stability: Circuit Breakers on International Trading Venues
The Journal of Trading, Vol. 12, No. 1, pp. 42-54
(2016)
Circuit Breakers - A Survey among International Trading Venues
WFE Research Studies & Reports
(2016)
A Note on the Impact of Parameter Uncertainty on Barrier Derivatives
Risks, Vol. 4, No. 4, 35
(2016)
(Pro?)-Cyclicality of Collateral Haircuts and Systemic Illiquidity
European Systemic Risk Board (ESRB) Working Paper Series, No 27 / October 2016; presented at DGF 2016; Bonn, Germany and FMA Europe 2017; Lisbon, Portugal
(2016)
Traditional Life Insurance Products are Under Pressure
Non-traditional Life Insurance Products with Guarantees, Eds.: T. Kalberer and K. Ravindran; Risk Books, London
Sponsors
The following sponsors support efl - the Data Science Institute Frankfurt
