Conference on The Use of credit register data for financial stability purposes

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.

Time	Event
08.30-09.00 09.00-09.10	Registration and coffee Opening Remarks: Governor Per Callesen, Danmarks Nationalbank
09.10-11.10	Session 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
11.10-11.30	Coffee 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
12.15-13.15	Lunch
13.15-14.45	Session 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
14.45-15.05	Coffee break
15.05-16.05	Session 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

Published 5 November 2019

Conferences

Monetary Policy

Financial stability

Banknotes and coins

Market info

Banking and payments

Statistics

Government debt

Research

Financial stability

Conference on The Use of credit register data for financial stability purposes

To optimize our website we use cookies to collect statistics.

You agree to this once you click your way to another page or by clicking 'I accept cookies'. You can 'decline data collection' by clicking here. We will use a cookie to remember your choice. If you wish to avoid cookies altogether, you must disable cookies in your browser settings.

Read more about cookies

Conference on The Use of credit register data for financial stability purposes