Financial stability

The use of credit register data for financial stability purposes and credit risk analysis


Abstract icon Danmarks Nationalbank is hosting a conference on 24 October 2019 in Copenhagen focusing on the use of credit register data for financial stability purposes and credit risk analysis. The conference will be organised around three main topics: (i) The use of credit register data for financial stability purposes, (ii) Learning points and prospects of state-of-the-art credit risk modelling, and (iii) Machine Learning applications for financial stability.

​The aim of the conference is to explore the advantages of granular data to detect vulnerabilities in the financial system and to openly debate its potential with relevant stakeholders. The conference will host presenters from the private and public sector as well as from academia.

Programme for the conference on the use of credit register data for financial stability purposes and credit risk analysis, 24 October 2019, in Copenhagen.

TimeEvent

08.30-09.00

09.00-09.10

Registration and coffee

Opening Remarks: Governor Per Callesen, Danmarks Nationalbank

09.10-11.10Session 1: Financial stability
 

Diana Bonfim - Banco de Portugal and Católica Lisbon SBE
“Inspect what you expect to get respect” Can bank supervisors kill zombie lending?

Rob Nijskens – De Nederlandsche Bank
Loan level data and their link with the macro-economy

Mikel Bedayo - Banco de España
Loan underwriting time: a new determinant of bank lending standards

Eddie Gerba - Danmarks Nationalbank
Is more better? The effectiveness of capital buffers in
taming the Spanish macro-financial cycles

Chair
Peter Ejler Storgaard - Danmarks Nationalbank

11.10-11.30Coffee break
11.30-12.15​​Key note speaker
 

Steven Ongena - University of Zurich, Swiss Finance Institute, KU Leuven, CEPR
On applications using credit registers

Chair
Signe Krogstrup - Danmarks Nationalbank

12.15-13.15Lunch
13.15-14.45Session 2: Credit Risk Modelling
 

Gerhard Winkler - Oesterreichische Nationalbank 
The usage of credit register data for credit risk modelling: applications and experiences of OeNB

Joannes Paulus Wilhelmus Buckens & Søren Topp Stockmann - Danske Bank
An industry perspective on the use of credit modelling today; what’s changed in recent years and where could we go?

Fabrizio Russo - 4Most Europe Ltd
Credit risk modelling – data and techniques used in the UK banking industry

Chair
Thomas Sangill - Danmarks Nationalbank

14.45-15.05Coffee break
15.05-16.05Session 3: Machine Learning applications for Financial Stability
 

Fabio Parlapiano - Banca d'Italia 
Corporate default forecasting with machine learning

Rogelio Mancisidor – University of Tromsø
Deep generative models for reject inference in credit scoring

Chair
Thais Lærkholm Jensen - Danmarks Nationalbank

16.05-16.20​​Coffee break
​16.20-17.00​Panel discussion: The use of credit registers for financial stability and supervisory issues
​

Jesper Rangvid - Copenhagen Business School

Ugo Albertazzi - European Central Bank

Niels Arne Dam - Finance Denmark

Kristian Vie Madsen - Financial Supervisory Authority

Peter Ejler Storgaard - Danmarks Nationalbank

​17.00​End of conference
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