dlfi
Department of Finance
- Center for Big Data in Finance (BIGFI)
David
Lando
Professor
,
PhD, Director of Center for Financial Frictions (FRIC)
Room:
SOL/A4.04
Tel:
+4538153613
E-mail:
dl.fi@cbs.dk
182017
Presentation
I am a Professor of Finance at Copenhagen Business School and Director of the Center for Financial Frictions (FRIC) funded by the Danish National Research Foundation. I hold a Master's degree from the joint mathematics-economics program at the University of Copenhagen and a PhD in statistics from Cornell University.
My main area of research in finance is credit risk modelling and risk management and some of my work has appeared in Econometrica, Journal of Financial Economics and Review of Financial Studies. I am the author of a monograph on credit risk modeling published by Princeton University Press.
I have been a visiting scholar at among other places Princeton University, the Federal Reserve Board in Washington, The Federal Reserve Bank of New York.
Before joining Copenhagen Business School, I was a Professor at the Department of Applied Mathematics and Statistics at the University of Copenhagen.
Primary research areas
- Credit Risk Modeling
- Financial Risk Management
- Derivatives Markets
- The Firm's Capital Structure
Links
Link to this homepage
www.cbs.dk/en/staff/dlfi
Courses
Credit Risk: Models and Applications
Supervision
PhD and Master's theses
Selected publications
- Dick-Nielsen, J., Feldhütter, P. & Lando, D. (2012). Corporate bond liquidity before and after the onset of the subprime crisis. Journal of Financial Economics 103, 471–492
- Feldhütter P. & Lando, D. (2008). Decomposing Swap Spreads, Journal of Financial Economics 88, 375-405. Winner of Award for Best Paper on Quantitative Investments at Western Finance Association’s 2006 meeting
- Lando, D. (2004). Credit Risk Modeling - Theory and Applications. Princeton: Princeton University Press
- Duffie, D. & Lando, D. (2001). Term Structures of Credit Spreads with Incomplete Accounting Information. Econometrica 69(3), 633-664
- Lando, D. (1998). On Cox Processes and Credit Risky Securities. Review of Derivatives Research 2, 99-120.
- Jarrow R., Lando, D. & Turnbull, S. (1997). A Markov Model for the Term Structure of Credit Risk Spreads. Review of Financial Studies 10, 481-523.
Publications sorted by:
2022
Benjamin Christoffersen; David Lando; Søren Feodor Nielsen / Estimating Volatility in the Merton Model : The KMV Estimate is not Maximum Likelihood.
In: Mathematical Finance, Vol. 32, No. 4, 10.2022, p. 1214-1230
In: Mathematical Finance, Vol. 32, No. 4, 10.2022, p. 1214-1230
Journal article > peer review
David Lando / Nobelprisen i økonomi 2022
In: Finans/Invest, No. 6, 12.2022, p. 27-31
In: Finans/Invest, No. 6, 12.2022, p. 27-31
Journal article > peer review
2020
David Lando / Credit Default Swaps : A Primer and Some Recent Trends.
In: Annual Review of Financial Economics, Vol. 12, No. 1, 2020, p. 177-192
In: Annual Review of Financial Economics, Vol. 12, No. 1, 2020, p. 177-192
Journal article > peer review
Mikkel Vittrup Hauerberg; David Lando; Aleksander Koldborg Tetzlaff / Forgiven but not Forgotten : Emerging Market Credit Spreads Following Debt Relief.
Paper presented at The 47th European Finance Association Annual Meeting. EFA 2020, 2020
Paper presented at The 47th European Finance Association Annual Meeting. EFA 2020, 2020
Paper > peer review
2019
Jesper Berg; David Lando / Finanstilsynets organisering
In: Finans/Invest, No. 2, 2019, p. 15-18,31
In: Finans/Invest, No. 2, 2019, p. 15-18,31
Journal article > peer review
Christian Skov Jensen; David Lando; Lasse Heje Pedersen / Generalized Recovery
In: Journal of Financial Economics, Vol. 133, No. 1, 7.2019, p. 154-174
In: Journal of Financial Economics, Vol. 133, No. 1, 7.2019, p. 154-174
Journal article > peer review
2018
David Lando; Lasse Heje Pedersen; Christian Skov Jensen / Generalized Recovery
London : Centre for Economic Policy Research 2018, 66 p. (Centre for Economic Policy Research. Discussion Papers, No. DP12665)
London : Centre for Economic Policy Research 2018, 66 p. (Centre for Economic Policy Research. Discussion Papers, No. DP12665)
Working paper
David Lando; Andreas Bang Nielsen / Quanto CDS Spreads
: SSRN: Social Science Research Network 2018, 91 p.
: SSRN: Social Science Research Network 2018, 91 p.
Working paper
Sven Klingler; David Lando / Safe Haven CDS Premiums
London : Centre for Economic Policy Research 2018, p. 85 (Centre for Economic Policy Research. Discussion Papers, No. DP12694)
London : Centre for Economic Policy Research 2018, p. 85 (Centre for Economic Policy Research. Discussion Papers, No. DP12694)
Working paper
Sven Klingler; David Lando / Safe Haven CDS Premiums
In: Review of Financial Studies, Vol. 31, No. 5, 5.2018, p. 1855-1895
In: Review of Financial Studies, Vol. 31, No. 5, 5.2018, p. 1855-1895
Journal article > peer review
2017
Thais Lærkholm Jensen; David Lando; Mamdouh Medhat / Cyclicality and Firm Size in Private Firm Defaults
In: International Journal of Central Banking, Vol. 13, No. 4, 2017, p. 97-145
In: International Journal of Central Banking, Vol. 13, No. 4, 2017, p. 97-145
Journal article > peer review
Christian Skov Jensen; David Lando; Lasse Heje Pedersen / Generalized Recovery
www : SSRN: Social Science Research Network 2017, 63 p.
www : SSRN: Social Science Research Network 2017, 63 p.
Working paper
Christian Skov Jensen; David Lando; Lasse Heje Pedersen / Generalized Recovery
Paper presented at The 77th Annual Meeting of American Finance Association. AFA 2017, 2017
Paper presented at The 77th Annual Meeting of American Finance Association. AFA 2017, 2017
Paper > peer review
2016
Jens Dick-Nielsen; David Lando / Corporate Bonds
In: Handbook of Fixed-income Securities. ed. /Pietro Verones. Hobroken, N.J : Wiley 2016, p. 541-560
In: Handbook of Fixed-income Securities. ed. /Pietro Verones. Hobroken, N.J : Wiley 2016, p. 541-560
Book chapter > peer review
René Kallestrup; David Lando; Agatha Murgoci / Financial Sector Linkages and the Dynamics of Bank and Sovereign Credit Spreads
In: Journal of Empirical Finance, Vol. 38, No. Part A, 9.2016, p. 374-393
In: Journal of Empirical Finance, Vol. 38, No. Part A, 9.2016, p. 374-393
Journal article > peer review
Christian Skov Jensen; David Lando; Lasse Heje Pedersen / Generalized Recovery
Paper presented at 2016 Annual Meeting of the Society for Economic Dynamics , 2016
Paper presented at 2016 Annual Meeting of the Society for Economic Dynamics , 2016
Paper > peer review
Christian Skov Jensen; David Lando; Lasse Heje Pedersen / Generalized Recovery
Paper presented at The 43rd European Finance Association Annual Meeting (EFA 2016), 2016
Paper presented at The 43rd European Finance Association Annual Meeting (EFA 2016), 2016
Paper > peer review
Sven Klingler; David Lando / Safe-haven CDS Premia
Paper presented at The 76th Annual Meeting of American Finance Association. AFA 2016, 2016
Paper presented at The 76th Annual Meeting of American Finance Association. AFA 2016, 2016
Paper > peer review
2015
Cathrine Jessen; David Lando / Robustness of Distance-to-Default
In: Journal of Banking & Finance, Vol. 50, 1.2015, p. 493–505
In: Journal of Banking & Finance, Vol. 50, 1.2015, p. 493–505
Journal article > peer review
2014
Peter Ove Christensen; Christian Riis Flor; David Lando; Kristian Miltersen / Dynamic Capital Structure with Callable Debt and Debt Renegotiations
In: Journal of Corporate Finance, Vol. 29, 12.2014, p. 644-661
In: Journal of Corporate Finance, Vol. 29, 12.2014, p. 644-661
Journal article > peer review
2014
René Kallestrup; David Lando; Agatha Murgoci / Financial Sector Linkages and the Dynamics of Bank and Sovereign Credit Spreads
Paper presented at Conferinta Stiintifica Anuala a Economistilor Romani din Mediul Academic din Strainatate. ERMAS 2014, 2014
Paper presented at Conferinta Stiintifica Anuala a Economistilor Romani din Mediul Academic din Strainatate. ERMAS 2014, 2014
Paper > peer review
2013
David Lando; Mamdouh Medhat; Mads Stenbo Nielsen; Søren Feodor Nielsen / Additive Intensity Regression Models in Corporate Default Analysis
In: Journal of Financial Econometrics, Vol. 11, No. 3, 6.2013, p. 443-485
In: Journal of Financial Econometrics, Vol. 11, No. 3, 6.2013, p. 443-485
Journal article > peer review
Cathrine Jessen; David Lando / Robustness of Distance-to-Default
Paper presented at The 3rd International Conference of the Financial Engineering and Banking Society (FEBS), 2013
Paper presented at The 3rd International Conference of the Financial Engineering and Banking Society (FEBS), 2013
Paper > peer review
Cathrine Jessen; David Lando / Robustness of Distance-to-Default
In: 26th Australasian Finance & Banking Conference 2013. ed. /Fariborz Moshirian. Sydney : UNSW Australia Business School 2013
In: 26th Australasian Finance & Banking Conference 2013. ed. /Fariborz Moshirian. Sydney : UNSW Australia Business School 2013
Article in proceedings > peer review
David Lando / Some Lessons From CDO Markets on Mathematical Models
In: Global Asset Management: Strategies, Risks, Processes and Technologies. . ed. /Michael Pinedo; Ingo Walter. Basingstoke : Palgrave Macmillan 2013, p. 74-92
In: Global Asset Management: Strategies, Risks, Processes and Technologies. . ed. /Michael Pinedo; Ingo Walter. Basingstoke : Palgrave Macmillan 2013, p. 74-92
Book chapter > peer review
2012
Jens Dick-Nielsen; Peter Feldhütter; David Lando / Corporate Bond Liquidity Before and After the Onset of the Subprime Crisis
In: Journal of Financial Economics, Vol. 103, No. 3, 2012, p. 471-492
In: Journal of Financial Economics, Vol. 103, No. 3, 2012, p. 471-492
Journal article > peer review
René Kallestrup; David Lando; Agatha Murgoci / Financial Sector Linkages and the Dynamics of Bank and Sovereign Credit Spreads
Paper presented at The 39th European Finance Association Annual Meeting (EFA 2012), 2012
Paper presented at The 39th European Finance Association Annual Meeting (EFA 2012), 2012
Paper > peer review
2010
David Lando; Mads Stenbo Nielsen / Correlation in Corporate Defaults : Contagion or Conditional Independence?.
In: Journal of Financial Intermediation, Vol. 19, No. 3, 2010, p. 355-372
In: Journal of Financial Intermediation, Vol. 19, No. 3, 2010, p. 355-372
Journal article > peer review
David Lando / Rating Transition Matrices
In: Encyclopedia of Quantitative Finance. ed. /Rama Cont. : Wiley 2010, p. 1484-1488
In: Encyclopedia of Quantitative Finance. ed. /Rama Cont. : Wiley 2010, p. 1484-1488
Encyclopedia chapter > peer review
René Kallestrup; David Lando / The Collapse of the Icelandic Banking System
In: Lessons from the Financial Crisis: Insights from the Defining Economic Event of our Lifetime. . ed. /Arthur M. Berd. : Risk Books 2010, p. 65-120
In: Lessons from the Financial Crisis: Insights from the Defining Economic Event of our Lifetime. . ed. /Arthur M. Berd. : Risk Books 2010, p. 65-120
Book chapter
2009
David Lando / Credit Risk Modeling
In: Handbook of Financial Time Series. ed. /Torben G. Andersen; Richard A. Davis; Jens-Peter Kreiss; Thomas Mikosch. Berlin : Springer Science+Business Media 2009, p. 787-798
In: Handbook of Financial Time Series. ed. /Torben G. Andersen; Richard A. Davis; Jens-Peter Kreiss; Thomas Mikosch. Berlin : Springer Science+Business Media 2009, p. 787-798
Book chapter > peer review
David Lando / Some Thoughts on the Role of Mathematical Models in Light of the Crisis
In: Understanding the Financial Crisis: Investment, Risk and Governance. . ed. /Steen Thomsen; Caspar Rose; Ole Risager. Copenhagen : SimCorp StrategyLab 2009, p. 52-69
In: Understanding the Financial Crisis: Investment, Risk and Governance. . ed. /Steen Thomsen; Caspar Rose; Ole Risager. Copenhagen : SimCorp StrategyLab 2009, p. 52-69
Book chapter
2008
Peter Feldhütter; David Lando / Decomposing swap spreads
In: Journal of Financial Economics, Vol. 88, No. 2, 2008, p. 375-405
In: Journal of Financial Economics, Vol. 88, No. 2, 2008, p. 375-405
Journal article > peer review
David Lando / Intensity Modeling : The Cox Process.
In: Encyclopedia of Quantitative Assessment and Analysis. ed. /E. Melnick; B. Everitt. : Wiley 2008, p. 937-940
In: Encyclopedia of Quantitative Assessment and Analysis. ed. /E. Melnick; B. Everitt. : Wiley 2008, p. 937-940
Encyclopedia chapter > peer review
2005
Robert A. Jarrow; David Lando; Fan Yu / Default risk and diversification : Theory and empirical implications.
In: Mathematical Finance, Vol. 15, No. 1, 2005, p. 1-26
In: Mathematical Finance, Vol. 15, No. 1, 2005, p. 1-26
Journal article > peer review
David Lando / Modellering af kreditrisiko
In: Udviklingslinier i finansiering. ed. /Michael Christensen. 2005, p. 183-214
In: Udviklingslinier i finansiering. ed. /Michael Christensen. 2005, p. 183-214
Book chapter
David Lando; Allan Mortensen / On the pricing of step-up bonds in the European telecom sector
In: Journal of Credit Risk, Vol. 1, No. 1, 2005, p. 71-110
In: Journal of Credit Risk, Vol. 1, No. 1, 2005, p. 71-110
Journal article > peer review
David Lando; Allan Mortensen / Revisiting the Slope of the Credit Spread Curve
In: Journal of Investment Management, Vol. 3, No. 4, 2005, p. 1-27
In: Journal of Investment Management, Vol. 3, No. 4, 2005, p. 1-27
Journal article > peer review
2004
Jens H. E. Christensen; Ernst Hansen; David Lando / Confidence Sets for Continuous-time Rating Transition Probabilities
In: Journal of Banking & Finance, Vol. 28, No. 11, 2004, p. 2575-2602
In: Journal of Banking & Finance, Vol. 28, No. 11, 2004, p. 2575-2602
Journal article > peer review
Jens Henrik Eggert Christensen; Ernst Hansen; David Lando / Confidence Sets for Continuous-time Rating Transition Probabilities
2004, 37 p.
2004, 37 p.
Working paper
2004
David Lando / Credit Risk Modeling : Theory and Applications.
Princeton, NJ : Princeton University Press 2004, 310 p.
Princeton, NJ : Princeton University Press 2004, 310 p.
Book
Peter Fledelius; David Lando; Jens Perch Nielsen / Non-Parametric Analysis of Rating Transition and Default Data
In: Journal of Investment Management, Vol. 2, No. 2, 2004, p. 71-85
In: Journal of Investment Management, Vol. 2, No. 2, 2004, p. 71-85
Journal article > peer review
David Lando / On Correlation in Intensity Models
In: Structured Credit Products. ed. /William Perraudin. London : Risk Books 2004, p. 69-83
In: Structured Credit Products. ed. /William Perraudin. London : Risk Books 2004, p. 69-83
Book chapter
David Lando; Allan Mortensen / On the Pricing of Step-Up Bonds in the European Telecom Sector
København : Copenhagen Business School [wp] 2004, 47 p.
København : Copenhagen Business School [wp] 2004, 47 p.
Working paper
1999
David Lando / En hovedsætning i finansieringsteorien – og lidt om realkreditobligationer
In: FAMØS, Vol. 13, No. 2, 12.1999, p. 9-19
In: FAMØS, Vol. 13, No. 2, 12.1999, p. 9-19
Journal article
More results... (total 45 results)
2022
David Lando / Egenkapitalafkast for banker måler ikke konkurrence
In: Børsen, 22.8.2022, p. 31
In: Børsen, 22.8.2022, p. 31
Contribution to newspaper - Comment/debate
Hugo Frey Jensen; David Lando; Mikael Bjørk Andersen / Finanssektor skal passe godt på grøn guldgrube
In: Jyllands-Posten, 8.8.2022, p. 25
In: Jyllands-Posten, 8.8.2022, p. 25
Contribution to newspaper - Feature article
2021
Mikael Bjørk Andersen; Hugo Frey Jensen; David Lando; Peter Mogensen / Alle skælder ud på bankerne, men en saglig tilgang til finanssektoren er bedst for alle
In: Berlingske, 6.12.2021, p. 20-21
In: Berlingske, 6.12.2021, p. 20-21
Contribution to newspaper - Feature article
David Lando (Performer) ; Jens Degett (Producer) / Pengenes friktion
København : Science Stories 2021
København : Science Stories 2021
Sound/Visual production (digital)
Mikael Bjørk Andersen; Hugo Frey Jensen; David Lando; Peter Mogensen / Samfundet kræver en velfungerende finansiel sektor, men tilliden blandt danskerne halter
In: Berlingske, 29.6.2021, p. 20-21
In: Berlingske, 29.6.2021, p. 20-21
Contribution to newspaper - Feature article
Carl Winsløw; Lisbeth Fajstrup; Niels Grønbæk; Britta Jessen; David Lando; Steen Markvorsen / Stands den stille amputation af gymnasial matematik
In: Berlingske, 15.3.2021, p. 22
In: Berlingske, 15.3.2021, p. 22
Contribution to newspaper - Comment/debate
2020
David Lando (Performer) / Rig på viden. E7 : Finanstilsynet med David Lando.
København : Rig på viden 2020
København : Rig på viden 2020
Sound/Visual production (digital)
2014
David Lando / Rang- eller vrangliste
In: Boersen, 17.6.2014, p. 2
In: Boersen, 17.6.2014, p. 2
Contribution to newspaper - Newspaper article
2011
David Lando / Sverige og Norge satser på finansforskning
In: Berlingske Tidende, 9.3.2011
In: Berlingske Tidende, 9.3.2011
Contribution to newspaper - Comment/debate
David Lando / Verdensklasse på 2.klasse
In: Berlingske Tidende, 9.2.2011
In: Berlingske Tidende, 9.2.2011
Contribution to newspaper - Newspaper article
2008
David Lando / Om Credit Default Swaps og finanskrisen
In: Aktionæren, Vol. 18, No. 10, 2008, p. 24-26
In: Aktionæren, Vol. 18, No. 10, 2008, p. 24-26
Journal article
2006
David Lando / On Transparency of Quantitative Work in Finance
In: Financial Engineering News, Vol. Nov/Dec, No. 52, 2006
In: Financial Engineering News, Vol. Nov/Dec, No. 52, 2006
Journal article
2004
Bjarne Astrup Jensen; David Lando / TK på vej mod konkurs?
In: Boersen, 2004
In: Boersen, 2004
Contribution to newspaper - Newspaper article
More results... (total 13 results)
2024
Husk nu det hele, Pelle Dragsted - også fakta
27/05/2024 // Børsen // Ulrik Nødgaard
Stjerneprofessor har bygget bro mellem finansteori og praksis
26/05/2024 // Børsen Søndag // Eva Almann Simonsen
De risikofrie pengemaskiner
07/05/2024 // Tænk // Stina Askholm Mellerup
Finansprofiler opfordrer til fokus på "ekstremt vigtigt valg"
15/04/2024 // Finanswatch.dk // Dorthe Bach
Trods hård tone i valgkamp melder bestyrelsesmedlemmer i P+ om god periode Trods hård tone i valgkamp melder bestyrelsesmedlemmer i P+ om god periode
15/04/2024 // Finanswatch.dk // Dorthe Bach
Professor stopper i pensionsbestyrelse
05/02/2024 // Finanswatch.dk // Dorthe Bach
2023
PhD panel debate: focus on your PhD - the rest comes later
16/04/2023 // Cbswire.dk // Birgitte Ramsø Thomsen
I Danmark er centralbank og finanstilsyn adskilt - men nogle mener, at en samling giver mest mening
03/01/2023 // Børsen.dk // David Bentow
2022
Danwatch anbefaler: Hør om bankernes rolle i den grønne omstilling
15/09/2022 // Danwatch.dk // Kasper Bøgsted Kristensen
Banker i rette med Konkurrencestyrelsen: Frygter at blive ramt af nye særregler
09/09/2022 // Jyllands-Posten // Kristoffer Brahm ; Claus Iversen
2022
Finanstilsynets bestyrelse sidder i mindre end tre år: "Det kan ikke forsvares"
08/09/2022 // Finanswatch.dk // Simon Lund Christiansen
Analyse: Hyppige udskiftninger skaber usikkerhed om Finanstilsynets bestyrelse
26/08/2022 // Finanswatch.dk // Jens Chr. Hansen
CBS-professor: Pris på bankaktier tyder på lav indtjening
22/08/2022 // Finanswatch.dk // Malte Oxvig
2021
Nerdy podcast series untangles complicated monetary theory with prominent guests
19/04/2021 // Cbswire.dk // Kasper Christensen
Heftig debat brudt ud på Linkedin om valg til bestyrelsen i P+
16/03/2021 // Finanswatch.dk // Dorthe Bach
Ex-formænd: Risiko for svag bestyrelse for Finanstilsynet
28/02/2021 // Økonomisk Ugebrev Finans/CFO // Carsten Vitoft
2020
Tidligere formand for Finanstilsynet bliver ny senior fellow i Kraka
28/09/2020 // Altinget.dk // Marie Nissen
Kvit og frit - her er Berlingskes bud på en ny finansvagthund
28/05/2020 // Berlingske // Birgitte Erhardtsen
Afgående tilsynsformand: De juridiske kompetencer i Finanstilsynet skal styrkes
28/05/2020 // Finanswatch.dk // Simon Richard Nielsen
David Lando takker af med bredside til medier: "Nogle journalister er faktaresistente"
28/05/2020 // Finanswatch.dk // Simon Richard Nielsen
2020
Finanstilsynets formand stopper
27/05/2020 // Altinget.dk // Natasha Jahanshahi
Tredje formand stopper i Finanstilsynet siden 2014
27/05/2020 // Børsen // David Bentow
Finanstilsynets formand stopper
27/05/2020 // Berlingske // Søren Martin Olsen
Finanstilsynets formand stopper
26/05/2020 // Complidia.com // Henrik Denta
Finanstilsynets formand stopper 1. juli
26/05/2020 // Ritzaus Bureau ;Finanswatch.dk ; Herningfolkeblad.dk ; Aoib.dk (Alt om Ikast-Brande) ; SkiveFolkeblad.dk ; Erhvervplus.dk ; SkiveFolkeblad.dk ; Msn.dk ; Avisen Danmark (morgen) ; Danmark Trekantområdet ;Danmark Fyns Amts Avis ;Ritzaus Bureau ; BT.dk ; Stiften.dk (Århus Stiftstidende) ; Kristeligt-Dagblad.dk ;Sn.dk (Sjællands Nyheder ; Dagbladet-Holstebro-Struer.dk ; Viborg-folkeblad.dk (Abonnementsområde) ; VejleAmtsFolkeblad.dk ; Hsfo.dk (Horsens Folkeblad) ;Frdb.dk (Fredericia dagblad), Tidende.dk ; DagbladetRingSkjern.dk (Dagbladet Ringkøbing-Skjern) ; Jv.dk (Abonnementsområde ; Faa.dk ; Folkebladetlemvig.dk (Lemvig Folkeblad) ; Fyens.dk ; A4nu.dk ; LocalEyes.dk ; Tidende.dk ; Amtsavisen.dk (Randers Amtsavis) ; Nb-okonomi.eu, Tv2.dk ; Information.dk // Louis Beck Petersen
Analyse: Tilsynsformands stop burde være en gave til regeringen - det bliver det næppe
26/05/2020 // Finanswatch.dk // Thomas Bo Christensen
David Lando ønsker ikke at blive genudpeget som formand for Finanstilsynet
26/05/2020 // Finans.dk (resume)
Tilsynsformand: "Jeg er den første til at gå, hvis jeg klokker i det"
15/02/2020 // Finanswatch.dk // Maria Broe Trustrup Hansen
Finanstilsynets formand om sit livs stormvejr: Jeg er den første til at gå, hvis jeg klokker i det
15/02/2020 // Berlingske // Søren Martin Olsen
2019
Bestyrelse i tilsyn bliver måske snart komplet
23/10/2019 // Børsen // Peter Levring
2019
Aanalyse: Derfor giver en opsplitning af Finanstilsynet mening
15/10/2019 // Berlingske // Jens Chr. Hansen
Finanstilsynets tøven skader den finansielle stabilitet
12/10/2019 // Berlingske // Thomas Bernt Henriksen
Skal Lars Rohde til at holde bankerne i ørerne? Uenigheden om Finanstilsynet blusser op
11/04/2019 // Jyllands-Posten // Kristoffer Brahm; Claus Iversen
Rangvid vil lade Nationalbanken være vagthund for Danske Bank
11/04/2019 // Jyllands-Posten // Kristoffer Brahm, Claus Inversen
Business-overblik: Nykredit køber realkreditinstitut i milliardhandel
11/04/2019 // B.dk // Stefan Singh Kailay
Rangvid vil gøre Nationalbanken til vagthund for store banker
11/04/2019 // Finanswatch.dk // Frederik Jensen
S taber slagsmål om vagt hunde i banker
28/03/2019 // Børsen // David Bentow og Peter Levring
Finanstilsynets bestyrelse presses af folkedomstolen
18/03/2019 // Berlingske // Stefan Singh Kailay
Få uger efter Finanstilsynets frifindelse af sig selv kræver Socialdemokratiet nu bestyrelsens afgang
13/02/2019 // Information // Martin Bahn
Socialdemokratiet vil rense ud i Finanstilsynets bestyrelse
13/02/2019 // Jyllands-Posten // Alexander Bitsch, Rasmus Bendtsen
2019
Tilsynsformand: At gå før tid ville være i modstrid med min opgave
13/02/2019 // Policywatch.dk // Michael Duelund, Frederik Jensen
Her er de vigtigste nyheder fra Finans onsdag morgen
13/02/2019 // Finans.dk
Nedsæt en uafhængig ekspertgruppe til at granske Finanstilsynet
07/02/2019 // Jyllands-Posten // Magnus Barsøe
Finanstilsynets formand efter hvidvasksag: Ny særlig enhed skal bekæmpe finansiel kriminalitet
28/01/2019 // Information // Martin Bahn
Finanstilsynet bliver styrket efter hvidvasksag
28/01/2019 // Radio24syv Nyheder 08.00
Finanstilsynet styrker indsats mod finansiel kriminalitet
28/01/2019 // Penge.Børsen.dk // Ritzau
Finanstilsynet styrker indsats mod finansiel kriminalitet
28/01/2019 // Ritzaus Bureau // Julie Stine Stern Johansen
Finanstilsynet vil oprette enhed med fokus på finansiel kriminalitet
27/01/2019 // Ritzaus Bureau // Claus Overgaard Knudsen
2018
Erhvervsminister: Fortsat intet at kritisere ved Lando eller Finanstilsynet
13/12/2018 // Finanswatch.dk // Frederik Jensen
Dybvad bremsede for nye Danske Bank-samarbejder i CBS
10/12/2018 // Børsen // Mads Nicolai Andersen, Mathias Hagemann-Nielsen, David Bentow og Thomas C. Høie
2018
Baggrund: Ti år gamle finansfiduser fik ATP-topchef Christian Hyldahl til at trække sig
27/11/2018 // Information // Martin Bahn
Ny næstformand i Finanstilsynet
26/11/2018 // Børsen
Tidligere bankdirektør får toppost i Finanstilsynet
23/11/2018 // Ritzaus Bureau // Bertil Barkholt Fruelund
Mens du sov: Pensionsopsparere i Danica frygter at blive ramt af hvidvask-sag
22/10/2018 // Børsen.dk // Nicolai Raastrup
Finanstilsynets formand svarer igen i hvidvasksag: Vi har ikke i et sekund følt os overmatchet
22/10/2018 // Folkebladetlemvig.dk (Lemvig Folkeblad) // Simon Bendtsen
Finanstilsynets formand svarer igen i hvidvasksag: Vi har ikke i et sekund følt os overmatchet
20/10/2018 // Berlingske // Simon Bendtsen
Vagthundens formand viser tænder
19/10/2018 // Berlingske // Birgitte Erhardtsen
Her er de syv personer, der skal godkende Danske Banks nye topchef
04/10/2018 // B.dk // Sebastian Persson
Debatlysten professor skal vænne sig til søgelyset i hvidvasksagen
27/09/2018 // Berlingske // Stefan Singh Kailay
Finanstilsynet svarer igen på hvidvask-kritik
09/08/2018 // Finanswatch.dk // Anne Louise Houmann
2018
Ny tilsynschef vil lytte sig frem og holde kursen: "Jeg har ikke noget stort behov for at markere mig"
25/06/2018 // Finanswatch.dk // Thomas Bo Christensen
Brian Mikkelsen stopper som erhvervsminister
20/06/2018 // Finanswatch.dk
Ny tilsynsformand ser hvidvasktiltag som vigtigste udfordring
19/06/2018 // Finanswatch.dk // Thomas Bo Christensen
Ny tilsynsformand: Hvidvaskindsats er vigtigste udfordring
19/06/2018 // Børsen // Nicoline Kjelland nikj@borsen.dk.
CBS-professor ny formand for Finanstilsynet
18/06/2018 // Børsen // Thomas C. Høie og Nicoline Kjelland thho@borsen.dk
Dagens person
16/06/2018 // Jyllands-Posten // DAVID LANDO
Brian Mikkelsen har fundet ny formand til bankernes vagthund
15/06/2018 // Business.dk
Her er mulige bud på Finanstilsynets kommende bestyrelse
14/05/2018 // Finanswatch.dk // David Bentow
2017
Rundt om bobler
08/11/2017 // DR P1 Morgen
PEITI Bedste danske økonomer, 2017
27/05/2017 // Punditokraterne.dk
2016
Forskere i spidsen for Finanstilsynet
30/09/2016 // Cbs.dk (Copenhagen Business School)
Hvor skal CBS forskeres ekstra undervisning hentes?
27/04/2016 // CBSObserver.dk // Mia Mathilde Hansen
Nu skal forskerne undervise mere på CBS
16/03/2016 // CBSObserver.dk
Kronik: Her er de bedste nationaløkonomer
07/01/2016 // Børsen // Christian Bjørnskov
2015
Nobelprismodtager: "Det er tåbeligt at tro, at investorer kan forstå finansielle modeller bedre end folk som mig"
26/08/2015 // Finanswatch.dk // David Bentow
Nobelpristager skal holde foredrag på CBS
24/08/2015 // CBSObserver.dk
Kvindelig professor med i den videnskabelige elite
29/05/2015 // Cbs.dk (Copenhagen Business School)
2014
Nobelprismodtager tiltrak mange interesserede
06/10/2014 // CBSObserver.dk
David Lando næstformand for Finanstilsynet
12/09/2014 // Finanswatch.dk // David Bentow
Garvet formand skal holde finansverdenen i ørerne
02/07/2014 // Lolland-Falsters Folketidende
2014
Finanstilsynet har fået nye vagthunde
02/07/2014 // Berlingske // Signe Ferslev Pedersen
Juraekspert skal holde Finanstilsynet i ørerne
02/07/2014 // Berlingske // Niklas Ernst
Ny tilsynsformand: Man siger ikke bare nej
02/07/2014 // Jyllands-Posten // Anton Græsdal Maajen
Ekspert: Finanstilsynets bestyrelse ser stærk ud
01/07/2014 // Finans.Børsen.dk // Ulrik Horn
Hvad så, fessor, hvad forsker du i?
22/06/2014 // BT
Glem ikke Søren Johansen
19/06/2014 // Børsen // Thomas Bernt Henriksen
Hvem skal styre Finanstilsynet?
19/06/2014 // Finanswatch.dk // David Bentow
50 år i Morgen: Han tilhører verdenseliten
25/05/2014 // Jyllands-Posten // Kristoffer Brahm
Frokoster og kaffe sparede Danske Bank 5 mia. kr.
24/05/2014 // Jyllands-Posten // Birgitte Dyrekilde og Christian Sehested
2013
Stor dansk forskningspris til professor
10/10/2013 // Presswire.dk
2013
Nykredits Fonds Forskningspris 2013 uddelt
10/10/2013 // Altinget.dk/Arbejdsmarked
CBS-professor hædret med en halv million kroner
09/10/2013 // CBSObserver.dk // Helle-Lise Ritzau Kaptain
Kreditforsker får Nykredits forskningspris
09/10/2013 // Finanswatch.dk
Nordeas nye topchef kan også jonglere med appelsiner
22/03/2013 // Jyllands-Posten // Steffen Stubager, Kristoffer Brahm og Claus Iversen
2012
De fem mod finanskrisen
16/11/2012 // Jyllands-Posten // Anders Engbjerg Vinderslev
Med pavens velsignelse
15/06/2012 // Weekendavisen // Jeppe Matzen
Erhvervsobligationer er en populær vare
12/06/2012 // Jyllands-Posten // Thomas Jørgen Seerup
Medierne overvurderer ratingbureauers effekt
09/05/2012 // DR.dk
Nyt forskningscenter skal kortlægge finanskriser
15/03/2012 // Finanswatch.dk
2011
Derivater forudsiger økonomisk nedtur
27/09/2011 // Finansforbundet.dk
2011
Klubben af lande med topkarakterer svinder langsomt ind
09/08/2011 // Politiken
Tempoet skal sættes op
03/06/2011 // Magasinet finans
Opfinderen er bankens stærkeste kort
31/05/2011 // Finansforbundet.dk
Risikable lån sætter kommunernes økonomi på spil
18/04/2011 // Lemvig folkeblad, Dagbladet Struer; Århus Stiftstidende; Berlingske
2009
Professor: Øget risiko for nye finanskriser
12/11/2009 // Børsen
Intet alternativ
01/05/2009 // Weekendavisen
Bankerne tager ikke ved lære af krisen: Bankerne har ikke lært lektien fra finanskrisen
18/03/2009 // Børsen.dk
Banker ser stort på værdien af risikostyring
18/03/2009 // Berlingske Tidende
2008
Redningsplaner sender fleksrenter skarpt ned
04/11/2008 // Børsen, 1. sektion
Bankkrise spreder sig til Europa
30/09/2008 // Børsen, 1. sektion
2008
Enighed om principperne i redningsplan
29/09/2008 // DR P1 Morgen
Bankernes tab afskrevet i løbet af næste år
16/04/2008 // Politiken, 1. sektion
2007
Dansk økonomi polstret til nedtur
15/05/2007 // Børsen, 1. sektion
More results... (total 113 results)
Research Projects
Outside activities
- Consulting for Danmarks Skibskredit A/S, November 2024 - December 2024
- “Syn-og skønsmand” for Østre Landsret – O.W. Bunker & Trading A/S under konkurs mod Gorrissen Federspiel I/S m.fl., 2024-2025
- Teaching PhD Course at VGSF Wien, June 2024
- Elected member of the board at Pensionskassen P+, May 2024- present
- Member of investment advisory board at Forenet Kredit, August 2023-present
- Ad hoc (small) consulting task for Nykredit, May, 2022-June 2022
- Chairman of committee evaluating Norges Bank Research Dept. at Norges Bank, April 2022-June2+22
- Reviewing tests for “Rød certificering” for Finanssektorens Uddannelsescenter, December 2021-present
- Senior fellow, Reviewing and providing feedback on research reports for Kraka, November 2020- present
- Chairman of the board of The Danish Financial Supervisory Authority (Finanstilsynet), June 2018 - June 2020
- Vice chairman of the board of The Danish Financial Supervisory Authority (Finanstilsynet), Jan - June 2018 (first appointment in 2014)
- Lecture on securitization at Capital Four Management, June 2019
- Advice on an option pricing problem for Shell, spring 2018