Forschungsschwerpunkt

• Risk Management
• Banking Regulation
• Applied Econometrics
• Empirical Banking and Finance

Lebenslauf

• Gastprofessur (Lehrstuhlvertreter): Universität Mannheim (Winter 2010/11), Universität Trier (Winter 2009/10)
• Habilitation: Essays on Default Risk, Fraud Risk and Rating Agencies (Universität zu Köln, 2005-2009)
• Promotion: Development and Risk Quantification of Internal Credit Rating Systems (Universität zu Köln, 2000-2005)
• Diplom: Business Administration (Universität zu Köln, 1994-2000)

Publikationen

A+/A-Journals

• Mählmann, Thomas (2022): Negative externalities of mutual fund instability: Evidence from leveraged loan funds, in: Journal of Banking and Finance, Vol. 134
• Liebscher, Roberto; Mählmann, Thomas (2017): Are Professional Investment Managers Skilled? Evidence from Syndicated Loan Portfolios, in: Management Science, Vol. 63, No. 6, 1892–1918.

• Dilly, Mark; Mählmann, Thomas (2015): Is there a "boom bias" in agency ratings?, in: Review of Finance, Vol. 20, No. 3, 979-1011. (Abstract)
• Mählmann, Thomas (2012): Hedge funds, CDOs and the financial crisis: An empirical investigation of the “Magnetar Trade”, in: Journal of Banking & Finance, Vol. 37, No. 2, 537-548. (Abstract)
• Mählmann, Thomas (2012): Did investors outsource their risk analysis to rating agencies? Evidence from ABS-CDOs, in: Journal of Banking & Finance, Vol. 36, No. 5, 1478-1491.  (Abstract)

• Mählmann, Thomas (2011): Is there a relationship benefit in credit ratings?, in: Review of Finance, Vol. 15, No. 3, 475-510. (Abstract)

• Hartmann-Wendels, Thomas; Mählmann, Thomas; Versen, Tobias (2009): Determinants of bank’s risk exposure to new account fraud – Evidence from Germany, in: Journal of Banking & Finance, Vol. 33, No. 2, 347-357. (Abstract)

• Mählmann, Thomas (2008): Rating agencies and the role of rating publication rights, in: Journal of Banking & Finance, Vol. 32, No. 11, 2412-2422. (Abstract)

• Mählmann, Thomas (2006): Estimation of rating class transition probabilities with incomplete data, in: Journal of Banking & Finance, Vol. 30, No. 11, 3235-3256. (Abstract)

B-Journals

• Mählmann, Thomas; Sukonnik, Galina (2022): Investing with Style in Liquid Private Debt, in: Financial Analysts Journal, Vol. 78, No. 3, 94-114. (Abstract)
• Mählmann, Thomas (2022): Factor-Based Private Debt Investing at the Industry and Country Level,  in Journal of Fixed Income,

  Vol. 32, No. 1, Summer 2022. (Abstract)

• Keßler, Andreas; Mählmann, Thomas (2021): Trading costs of private debt, in: Journal of Financial Markets, forthcoming
• Mählmann, Thomas (2015): Market share and risk taking: The role of asset managers in the collapse of the arbitrage CDO market, in: Review of Finance and Quantitative Accounting, Vol. 45, No. 1, 1-33. (Abstract)
   
• Mählmann, Thomas (2010): On the correlation between fraud and default risk, in: Zeitschrift für Betriebswirtschaft, Vol. 80, No. 12, 1325-1352. (Abstract)

• Mählmann, Thomas (2009): Multiple credit ratings, cost of debt and self-selection, in: Journal of Business Finance & Accounting, Vol. 36, No. 9/10, 1228-1251. (Abstract)

• Mählmann, Thomas (2005): Biases in estimating bank loan default probabilities, in: Journal of Risk, Vol. 7, No. 4, 75-102. (Abstract)

• Hartmann-Wendels, Thomas; Lieberoth-Leden, Axel; Mählmann, Thomas; Zunder, Ingo (2005): Entwicklung eines Ratingsystems für mittelständische Unternehmen und dessen Einsatz in der Praxis in: Zeitschrift für betriebswirtschaftliche Forschung, Vol. 52, No. 5, 1-29. (Abstract)

C/D-Journals

• Dilly, Mark; Mählmann, Thomas (2010): Ableitung markt-impliziter Ratings aus Credit Default Swap-Spreads, in: Zeitschrift für Bankrecht und Bankwirtschaft, Vol. 6/2010, 487-507 (Abstract)

• Mählmann, Thomas (2010): Securitizations and the subprime crisis: The collapse of the market for ABS-CDOs, in: Die Betriebswirtschaft, Vol. 70, No. 5, 405-423. (Abstract)