FRIC Practitioner Seminar with Søren Korsgaard, Danmarks Nationalbank

Upcoming FRIC Practitioner Seminar with Søren Korsgaard, Danmarks Nationalbank on 'Stress Testing: Practice and Ideas for Research' - join us on December 18, 2018 at 15.00

Tuesday, December 18, 2018 - 15:00 to 16:30

FRIC Practitioner Seminar with Søren Korsgaard, Danmarks Nationalbank

Stress Testing: Practice and Ideas for Research

Abstract: The seminar will explain what bank stress tests are, and why (and how) stress tests have increasingly become an important prudential tool following the financial crisis. A key point is that those involved in stress testing are frequent users of research and models developed in academia. The talk will therefore feature ideas for research inspired by the practice of stress testing. The upcoming Danish credit registry - a micro-level overview of all loans granted by the Danish banking sector – is a particularly interesting development in that regard. The talk finishes off by discussing the possibilities for both research and stress testing due to the introduction of the credit registry.

Background readings:


Søren KorsgaardBio:
Søren Korsgaard is Principal Stress Test Expert in the Financial Stability department at Danmarks Nationalbank and has previously worked on issues related to collateral policy and market infrastructure at the bank. He holds a Ph.D. from the Department of Finance at Copenhagen Business School.
 

 


The event is open for all, but please register online here.

The page was last edited by: Center for Financial Frictions // 11/28/2018