Sven Klingler

Associate Professor

Department of Finance

Frankfurt School of Finance and Management

Adickesallee 32-34

60322 Frankfurt am Main

Email: s.klingler@fs.de

 

My research interests are asset pricing and financial frictions. The European Research Council (ERC) currently supports my research on Funding Frictions after the Global Financial Crisis. 

 

Latest news:

 

May 2026:  "Pension Liquidity Risk" accepted at the Review of Financial Studies

 

May 2026: New paper (jointly with Zhuolu Gao): "The On-the-run Discount"

 

April 2025: Quoted in Risk Magazine based on my earlier work "Life after LIBOR

 

December 2024: Corporate Pension Risk Transfers accepted at Management Science

 

October 2024: "The SOFR Discount" used in a court case to settle the payments for a LIBOR-linked security and conditionally accepted at Journal of Financial Economics.

 

August 2024: "Pension Liquidity Risk" wins ICPM research award (first place).

 

March 2024: "The SOFR Discount" featured in Risk Magazine.  

 

February 2024: "Pension Liquidity Risk" wins Inquire grant & featured in Investment and Pension Europe (IPE)

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