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Dr. Maximilian Nagl

Research topics

  • Credit Risk (EAD | LGD | Assetcorrelation)
  • Machine Learning applications in finance
  • Explainable Artificial Intelligence (XAI)
  • Bayesian Statistics

Teaching goals

  • Supervision of theses (B.Sc. and M.Sc.)

  • Tutorials for Data Science & Machine Learning

  • Lectures for Applied Data Science

Short biography

  • since 2022: Postdoctoral Researcher (Post-Doc) at the chair of statistics and risk management, Universität Regensburg
  • since 2021: Representative of the scientific staff
  • 2018-2022: Research assistant at the chair of statistics and risk management, Universität Regensburg

  • 2017: Semester abroad, Università Cattolica del Sacro Cuore, Milan

  • 2015 – 2018: Business administration | M.Sc. (corporate finance and quantitative finance), Universität Regensburg

  • 2012 – 2015: Business administration | B.Sc. (financial management and reporting), Universität Regensburg


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Working Papers

Dirty Deeds Done Dirt Cheap: Introducing an Advanced Conflict Dictionary Creation (ACDC) Approach (2022)

Sonja Häffner, Martin Hofer, Maximilian Nagl and Julian Walterskirchen

The Impact of Qualitative Information on Corporate Creditworthiness (2022)

Maximilian Nagl, Johannes Raab and Daniel Rösch

Non-linearity and the distribution of market based loss rates (2022)

Matthias Nagl, Maximilian Nagl and Daniel Rösch

Does non-linearity in risk premiums vary over time? (2021)

Maximilian Nagl


Brown Bag Seminar AFT 2022, University of Passau

14th International Risk Management Conference 2021 (Cagliari, virtual)

Finance Research Letters Annual Event 2021 (presentation & session chair)

Global Credit Data (GCD) European Conference 2021 (virtual)

14th International Conference on Computational and Financial Econometrics (CFE) 2020, London (United Kingdom, virtual)

33th Australasian Finance and Banking Conference (AFBC) 2020, Sydney (Australia, virtual)

9th International Conference on Futures and other Derivatives (ICFOD) 2020, Zhuhai (China, virtual)

FIRM Round Table Artificial Intelligence 2020, Frankfurt (Germany, virtual)

13th International Conference on Computational and Financial Econometrics (CFE) 2019, London (United Kingdom)

Global Credit Data (GCD) European Conference 2019, Vienna (Austria)


R Packages

AssetCorr: Package for estimating asset correlations from default data.

  1. Faculty of Business, Economics and Management Information Systems
  2. Department of Business Administration

Chair of Statistics and Risk Management

Research Fellow

Dr. Maximilian Nagl

Nagl 191 191

Room RW(S) 212

Phone +49 941 943-2752
Fax +49 941 943-4936
Office hours: Tue 10-11 and by arrangement