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Per­so­nen­ver­zeich­nis

Prof. Dr. Daniel Porath

Prof. Dr. Daniel Porath

Fachbereich Wirtschaft | Professuren
Professor für Betriebswirtschaftslehre und Quantitative Methoden

Hochschule Mainz
Prof. Dr. Daniel Porath
Raum M3.17
Lucy-Hillebrand-Straße 2
55128 Mainz

+49 6131 628-93245

Betriebswirtschaftslehre und Quantitative Methoden

Studiengangsleiter Master of Arts International Business,
Mitglied Fachbereichsrat Fachbereich Wirtschaft

Vita

PERSONAL INFORMATION 

• Born on the 11th of September 1968 in Düsseldorf, Germany
• German nationality
• Living in Mainz, Germany

CURRENT POSITION  

Since 2005: Full professor at University of Applied Sciences, Mainz, School of Business


• Professor for quantitative methods in business
• Publications in Journal of Banking and Finance, Empirical Economics, Journal of Financial Services Research, International Journal of Market Research
• Program Director of International Business (MA)
• Econometric research projects with companies like LBBW and Boehringer Ingelheim
• Regular teaching appointments at Addis Ababa University and Arba Minch University, Ethiopia, UCES, Argentina, sporadic teaching appointments in other countries

PROFESSIONAL EXPERIENCE 

2002 - 2005: Deutsche Bundesbank (German Central Bank), Frankfurt a. M.
Banking Supervision Department
• Development of rating systems for the risk assessment of German banks
• Contributions to the Financial Stability Report
• Participation on On-Site Examinations, Research on German Banking Industry
2000 - 2002: Fair Isaac / INFORMA consuling company, Wiesbaden
Senior Project Manager
• Statistical development of Credit Scoring Systems
• Focus on Credit Scoring of SMEs
1995 – 1999: University of Mainz
Faculty of Economics – Institute of Statistics and Econometrics
Research associate

ACADEMIC EDUCATION 

1995 - 1999: University of Mainz
Faculty of Economics – Institute of Statistics and Econometrics
Degree: Dr. rer. pol. (equivalent to PhD)
1989 – 1995: University of Mainz
Faculty of Economics
Degree: Diplom-Handelslehrer (equivalent to M.Sc.), specialization in Econometrics

Publikationen

Peer reviewed articles 

Size and dynamics of order-of-entry effects in pharmaceutical markets, 2018, International Journal of Market Research 60, 50-66

Applying the Bass model to pharmaceuticals in Emerging Markets, 2014, International Journal of Market Research 56, 513-530 (with Christian Schäfer)

A reappraisal of the evidence on PPP: A systematic investigation into MA roots in panel unit root tests and their implications, 2010, Empirical Economics 39, 767-792 (with Christoph Fischer)

Does Diversification Improve the Performance of German Banks? Evidence from Individual Bank Loan Portfolios, 2007, Journal of Financial Services Research 32, 123-140, (with Evelyn Hayden and Natalja von Westernhagen)

Distressed Bank Mergers, 2007, Journal of Banking and Finance 31, 3200-3217 (with Jaap Bos, Frank Heid, James Kolari, Michael Koetter and Clemens Kool)

Basel II and bank lending to emerging markets: evidence from the German banking sector, 2007, Journal of Banking and Finance 31, 401-418 (with Michael Wedow, Thilo Liebig, Beatrice Weder)

Estimating probabilities of default for German savings banks and credit cooperatives, 2006, sbr (Schmalenbach business review) 58, 214-233

Articles 

Statistik, 2016, in: Jörg Hübner, Johannes Eurich, Martin Honecker, Traugott Jähnichen, Margareta Kulessa, Günter Renz (Hrsg.), Evangelisches Soziallexikon, 9. Auflage, Stuttgart, Kohlhammer Verlag, 1493-1496

Can Agency Bank Ratings be predicted with Ordered Logit Models?, 2010, in: Dyczkowska, Joanna, Dyczkowksi, Tomasz, Kardasz, Andrzeij: European Integration in the Fields of Research - Economic Impact, Publishing House of Wroclaw University of Economics, 39-52

Do not forget the economy when estimating default probabilities, 2006, Wilmott magazine June 2006 (with Bernd Engelmann)

Statistical methods to develop rating systems, 2006, in: Engelmann / Rauhmeier (eds.) The Basel II Risk Parameters: Estimation, Validation, and Stress Testing, Springer Verlag, Berlin et al. (with Evelyn Hayden)

Scoring models for retail exposures, 2006, in: Engelmann / Rauhmeier (eds) The Basel II Risk Parameters: Estimation, Validation, and Stress Testing, Springer Verlag, Berlin et al.

Wie können Ausfallwahrscheinlichkeiten präzise geschätzt werden?, 2004, Die Bank April 2004 (with Bernd Engelmann)

Books 

Übungen zur Statistik, 2014, München De Gruyter Oldenbourg-Verlag (mit Peter M. Schulze)

Statistik mit Datenanalyse und ökonometrischen Grundlagen, 2012, 7. Auflage, München, Oldenbourg Verlag (mit Peter M. Schulze)

Fiskalische Beurteilung der Staatsverschuldung mit ökonometri¬schen Methoden. Eine empirische Studie für die Bundesrepublik Deutschland, 1999, Frankfurt am Main, Berlin, Bern, Bruxelles, New York, Wien: Peter Lang

Discussion Papers 

Porath, Daniel/Nabachwa, Sarah/Agasha, Ester/Kijjambu, Nsambu Frederick (2021): Innovation and Employment in Sub-Saharan Africa. In: UASM Discussion Paper Series No. 10, University of Applied Sciences Mainz/Germany

Kejela, Abera B. and Daniel Porath (2021): Influence of Attitude on Mobile Banking Acceptance and Factors Determining Attitude of End-Users. In: UASM Discussion Paper Series No. 9, University of Applied Sciences Mainz/Germany

Size and Dynamics of Order-of-Entry Effects in Pharmaceutical Markets, 2016, UASM Discussion Paper Series No. 4, University of Applied Sciences Mainz/Germany

Do Double Degrees increase Career Opportunities, 2010, CIDD papers on International Business Education, No 3, CID, Paris, http://www.cidd.org/pdf/pub_papers_03.pdf

Efficient, profitable and safe banking: an oxymoron? Evidence from a panel VAR approach, 2007, Deutsche Bundesbank, Discussion Paper Series 2 02/07, http://www.bundesbank.de/vfz/vfz_diskussionspapiere_2007.php (with Michael Koetter)

Does diversification improve the performance of German banks? Evidence from individual loan portfolios, 2006, OeNB Working Paper 110, http://www.oenb.at/en/presse_pub/research/020_workingpapers, (with Evelyn Hayden and Natalja von Westernhagen)

A reappraisal of the evidence on PPP: a systematic investigation into MA roots in panel unit root tests and their implications, 2006, Deutsche Bundesbank, Discussion Paper Series 1 23/06, http://www.bundesbank.de/vfz/vfz_diskussionspapiere_2006.php (with Christoph Fischer)

Basel II and Bank Lending to Emerging Markets: Micro Evidence from German Banks, 2005, Centre for Economic Policy Research, Discussion Paper 5163 (with Michael Wedow, Thilo Liebig, Beatrice Weder)

Accounting for distress in bank mergers, 2005, Deutsche Bundesbank, Discussion Paper Series 2 09/05, http://www.bundesbank.de/vfz/vfz_diskussionspapiere_2005.php (with Michael Koetter, Jaap Boos, Frank Heid, James Kolari, Clemens Kool)

Do banks diversify loan portfolios? A tentative answer based on individual bank loan portfolios, 2005, Deutsche Bundesbank, Discussion Paper Series 2 03/05, http://www.bundesbank.de/vfz/vfz_diskussionspapiere_2005.php (with Andreas Kamp, Andreas Pfingsten)

Estimating probabilities of default for German savings banks and credit cooperatives, 2004, Deutsche Bundesbank, Discussion Paper Series 2 06/04,
http://www.bundesbank.de/vfz/vfz_diskussionspapiere_2004.php

How will Basel II affect international bank lending?, 2004, Deutsche Bundesbank, Discussion Paper Series 2 05/04,
http://www.bundesbank.de/vfz/vfz_diskussionspapiere_2004.php, (with Michael Wedow, Thilo Liebig, Beatrice Weder)

Does capital regulation matter for bank behavior: Evidence for German savings banks, 2004, Deutsche Bundesbank, Discussion Paper Series 2 03/04, http://www.bundesbank.de/vfz/vfz_diskussionspapiere_2004.php (with Stéphanie Stolz, Frank Heid)

Empirical comparison of different methods for default probability estimation, 2003, Quanteam Research Papers November 2003, www.quanteam.de/papers/PDAccuracy.pdf (with Bernd Engelmann)

Does capital regulation matter for bank behavior: Evidence for German savings banks, 2003, Kiel Working Paper 1192 (with Stéphanie Stolz, Frank Heid)

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