"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.

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