Pia Mølgaard

Financial Stability
Fields of Interest: Credit Risk, Financial Markets, Financial Intermediation

Professional Experience
Economist, Systemic Risk - Policy and Analysis, Danmarks Nationalbank, 2017-

Ph.D., Financial Economics, Copenhagen Business School, 2018
M.Phil., Mathematical Economics, University of Copenhagen, 2013

Working Papers
'Active Loan Trading' with Frank Fabozzi, Sven Klinger and Mads Stenbo Nielsen. Danmarks Nationalbank Working Paper No. 127, 2018

'Predicting distress using deep learning of text segments in annual reports' with Casper Hansen, Christian Hansen and Rastin Martin. Danmarks Nationalbank Working Paper No. 130, 2018

'Can machine learning models capture correlations in corporate distresses?' with Benjamin Christoffersen and Rastin Martin. Danmarks Nationalbank Working Paper No. 128, 2018

Work in Progress
'Is financial regulation costly for banks? Evidence based on Countercyclical Capital Buffers' with Stine Louise Daetz