"Danske bank" open lecture: "Stress test engine/Big Data Analytics"

November 15, 2016
Welcome three professionals from Danske bank. On 28th November, 6:10 PM, SRK-II 8 aud. specialists from Denmark will give a lecture that includes three topics.
 
Speaker 1: Tue Lehn-Schiøler
Topic: Data Science in a Pre-delinquency Context
Description: A novel approach to delinquency modelling using both small and big data. Does advanced techniques yield superior model performance ?
About Tue: Tue Lehn-Schiøler is a specialist in advanced data analysis, and works as Chief data scientist in Big Data Analytics. Tue Lehn-Schiøler has a Ph.D. in machine learning from the Technical University of Denmark and extensive experience in mathematical modelling and extracting information from data using state of the art statistical analysis methods based on more than 10 years consultancy. He has worked on data analysis projects ranging from, analysing navigational safety in Fehmern Belt, over condition based monitoring of large diesel engines, and availability analysis of the largest telescope in the world to analysis of medical data.
In Danske Bank Tue Lehn-Schiøler is working in Big Data analytics currently leading a team constructing models for early warnings on private customers.
 
Speaker 2: Lars Thejls Aagaard
Topic: Linking Stress test and Risk Appetite
Description: How does Danske Bank actively manage the risks we are potentially exposed to like low oil prices, house price bubbles, Brexit etc.? I will present a view on forward looking risk steering by use of an own-build stress test engine.
About Lars: I head a team of analysts working with portfolio management in the areas of risk appetite, economic capital, internal stress testing and IFRS9. Main purpose is forward looking management of risks facing the bank.
Previously I have managed a team in Danske Bank that builds models for Loss Given Default and Exposure at default. Prior to managing teams I worked as a specialist building models in the areas of Credit, Market and Liquidity risk. My educational background is a Ph.D. in Mathematics.
 
Speaker 3:  Morten Mosegaard Christensen
Topic:  Capital structure in banking
Description: How Risk and capital structure is related. Capital structure in the banking industry and the impact of regulations on capital since the financial crisis – Why is capital so important, and how do we work with it and use it to create value for our customers in Danske Bank
About Morten: Executive Vice President – Head of Group Finance in Danske Bank. Educational background is a PhD, Finance, University of Southern Denmark.
 
Lecture will be held in English.

Related news

New doctoral dissertation
New doctoral dissertation
VILNIUS TECH Library invites you to follow the published new dissertations. The dissertation „Resistance of technological waste-modified concrete to freeze–thaw cycles and alkaline corrosion“  („Technologinėmis atliekomis modifikuoto betono atsparumas užšaldymo ir atšildymo ciklams bei šarminei korozijai“) prepared at VILNIUS TECH by Edvinas Pocius. The dissertation was prepared in 2021–2026. Scientific consultant – Prof. Dr Džigita Nagrockienė. The dissertation was defended at the public meeting of the Dissertation Defence Council of the Scientific Field of Materials Engineering in the Aula Doctoralis Meeting Hall of Vilnius Gediminas Technical University at 10 a.m. on 8 June 2026. The dissertation investigates concrete modified with glass processing waste, concrete sludge, and a crystallizing additive. The goal is to develop concrete that is resistant to freeze–thaw cycles and alkali–silica reaction (ASR) by replacing part of the cement with glass waste and sand with concrete sludge. By selecting the optimal amount of technological waste, the aim is to improve the basic properties of concrete while maintaining its resistance to freeze–thaw cycles and alkali–silica reaction. The tasks addressed in the work include the analysis of glass processing waste and concrete sludge, evaluating their impact on the properties of the cement paste. After determining the recommended waste content, the physical and mechanical properties of the modified concrete are investigated, focusing on resistance to freeze–thaw cycles and alkali–silica reaction. This research sequence aims to substantiate the basic properties and resistance to freeze–thaw cycles and alkali–silica reaction of the newly developed material. The dissertation consists of an introduction, three chapters, general conclusions, a list of references, a list of the author‘s scientific publications, and a summary in English. The Introduction discusses the research problem and relevance, describes the object of research, formulates the aim and tasks, and outlines the research methodology, scientific novelty, practical significance, and statements for defence. The First Chapter discusses active mineral substances, their formation and use in concrete production. It discusses the generation of concrete sludge and glass waste, as well as the impact of their use on the physical and mechanical properties and durability of concrete. The durability of waste-modified concrete and the assessment of carbon dioxide emissions are also described. Conclusions are formulated, and the objectives of the dissertation are refined at the end of the chapter. The Second Chapter presents the materials used, their properties, and their formation. It describes the research methods and equipment chosen to investigate the structure and properties of the concrete and to calculate its CO2 emissions. The Third Chapter substantiates recommended dosages of glass waste and concrete sludge and their effects on cementitious systems. Glass waste was found suitable for cement replacement, and dry sludge for fine aggregate. An environmental impact assessment was also performed. Five scientific articles were published on the dissertation topic in the Web of Science database, Science Citation Index Expanded, peer-reviewed publications with a citation index. Doctoral dissertation readers can search via VILNIUS TECH Virtual Library.
More