Søren Korsgaard

Senior Quantitative Analyst
Banking and Markets

Fields of Interests: Banking, Financial Stability

Professional Experience
Senior Quantitative Analyst, Banking and Markets, Danmarks Nationalbank, 2021-
Principal Stress Test Expert, Systemic Risk – Policy and Analysis, Danmarks Nationalbank, 2016-2021
Economist, Payment Systems, Danmarks Nationalbank, 2010-2012

Ph.D., Financial Economics, Copenhagen Business School, 2016
M.Phil., Finance, Erasmus Universiteit, Rotterdam, 2010

Refereed Publications
'Auto-collateralization as liquidity-saving mechanism', Journal of Financial Market Infrastructures, Vol. 1(1), pp. 3-27

'Incorporating funding costs in top-down stress tests', Journal of Financial Stability (forthcoming)

Working Papers
'Payments and Central Bank Policy', PhD Thesis

'Paying for payments: free payments and optimal interchange fees', ECB Working Papers 1682, 2014

Work in Progress
'Ahead of the Cycle'

'Do risk weights reflect risk?'