Elendner Hermann

Hermann

Native to Vienna, Hermann studied computer science and economics at the Vienna University of Technology with emphasis on theoretical informatics, agent-based simulations, and financial engineering. His second master's degree is from WU (Vienna University of Economics and Business), where he focused on entrepreneurship and banking.

In his PhD research at the VGSF he has concentrated on two key financial institutions: First, on credit rating agencies, in particular the implications of their choice of rating scales and the strategic aspects of downgrade decisions. Second, on sovereign debt-management offices and their performance in the auctions of national debt.

[full CV upon request]

Education:

  • Since 2006: PhD student at the Vienna Graduate School of Finance (full scholarship)
  • Mag. (master) of Computer Science and Economics, Vienna University of Technology, 2000-2005 
  • Mag. (master) of Business Administration, WU (Vienna University of Economics and Business), 2001-2004


Working Papers:

  • Re-Mapping Credit Ratings, 2011, (jointly with A. Eisl, M. Lingo)
  • Exploring the Performance of Government Debt Issuance, 2011 (jointly with A. Eisl, S. Pichler)
  • Rating-Induced Default Risk and Downgrade Hesitation, 2011


Research:

Credit Risk, Credit Ratings, Debt Issuance

Contact Details:

Phone: +43-1-313 36 Ex 5158
Email: hermann(.)elendner(@)vgsf(.)ac(.)at


© 2012 A joint initiative of the FWF - Austrian Science Fund , the Institute for Advanced Studies Vienna , the University of Vienna and the WU (Vienna University of Economics and Business) 21.12.2011