Staff profile

Professor in Finance at Durham University, with focus on Banking & Blockchain.

My research interests revolve around capital requirements, tail risks, and how banks embrace digital transformation and regulation. I study and teach blockchain-based infrastructures and explore their implications for financial institutions.

Mini Biography

Research: Banking; Blockchain; Digitalisation; Regulation.

Teaching: Advanced Financial Technologies (blockchain, decentralized finance)

• Banking
• Blockchain
• Risk Management
• Regulation

• 2023: Chartered Banker Institute - Expert Panel Member:
• 2021: University of Warwick External Examiner - FinTech Modules:

Journal Article

• Bartl, J., Bostandzic, D., Irresberger, F., Weiß, G., & Yang, R. (2024). The 2008 short-selling Ban’s impact on tail risk. Journal of Empirical Finance, 78, Article 101532. https://doi.org/10.1016/j.jempfin.2024.101532
• Zhuo, X., Irresberger, F., & Bostandzic, D. (2024). How are texts analyzed in blockchain research? A systematic literature review. Financial Innovation, 10(1), Article 60. https://doi.org/10.1186/s40854-023-00501-6
• Irresberger, F., & Yang, R. (2023). Coin concentration of Proof-of-Stake blockchains. Economics Letters, 229, Article 111219. https://doi.org/10.1016/j.econlet.2023.111219
• Jahanshahloo, H., Irresberger, F., & Urquhart, A. (2023). Bitcoin Under the Microscope. The British Accounting Review, https://doi.org/10.1016/j.bar.2023.101237
• Bostandzic, D., Irresberger, F., Juelsrud, R. E., & Weiss, G. N. (2022). Do Capital Requirements Make Banks Safer? Evidence from a Quasinatural Experiment. Journal of Financial and Quantitative Analysis, 57(5), 1805-1833. https://doi.org/10.1017/s0022109021000612
• Berger, A. N., Irresberger, F., & Roman, R. A. (2020). Bank Size and Household Financial Sentiment: Surprising Evidence from University of Michigan Surveys of Consumers. Journal of Money, Credit and Banking, 52(S1), 149-191. https://doi.org/10.1111/jmcb.12738
• Supper, H., Irresberger, F., & Weiss, G. N. (2020). A Comparison of Tail Dependence Estimators. European Journal of Operational Research, 284(2), 728-742. https://doi.org/10.1016/j.ejor.2019.12.041
• Irresberger, F., Weiß, G. N., Gabrysch, J., & Gabrysch, S. (2018). Liquidity Tail Risk and Credit Default Swap Spreads. European Journal of Operational Research, 269(3), 1137-1153. https://doi.org/10.1016/j.ejor.2018.02.030
• Pelster, M., Irresberger, F., & Weiß, G. N. (2018). Bank stock performance and bank regulation around the globe. European Journal of Finance, 24(2), 77-113. https://doi.org/10.1080/1351847x.2016.1226189
• Irresberger, F., Konig, F. E., & Weiß, G. N. (2017). Crisis Sentiment in the U.S. Insurance Sector. Journal of Risk and Insurance, 84(4), 1295-1330. https://doi.org/10.1111/jori.12156
• Bücher, A., Irresberger, F., & Weiss, G. N. (2017). Testing Asymmetry in Dependence with Copula-Coskewness. North American Actuarial Journal, 21(2), 267-280. https://doi.org/10.1080/10920277.2017.1282876
• Irresberger, F., Bierth, C., & Weiß, G. N. (2017). Size is everything: Explaining SIFI designations. Review of Financial Economics, 32(1), 7-19. https://doi.org/10.1016/j.rfe.2016.09.003
• Irresberger, F., Mühlnickel, J., & Weiß, G. N. (2015). Explaining bank stock performance with crisis sentiment. Journal of Banking and Finance, 59, 311-329. https://doi.org/10.1016/j.jbankfin.2015.06.001
• Weiß, G. N., Bierth, C., & Irresberger, F. (2015). Systemic Risk of Insurers Around the Globe. Journal of Banking and Finance, 55, 232-245. https://doi.org/10.1016/j.jbankfin.2015.02.014