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)