Practitioner Seminars
FRIC Practitioner Seminars featured practitioners from financial institutions, central banks, regulatory authorities, asset management firms and other central players in the finance industry. Occasionally, the seminar also featured academics speaking on current issues faced by the industry.
The purpose of the seminars were to help finance researchers understand the institutional setting of financial markets, and to keep up with financial innovation and changes in the regulatory environment.
Arguably, it was the failure to understand the plumbing of the financial system rather than a lack of theoretical tools that prevented most academics from seeing the financial crisis coming. The Practitioner Seminars series aimed to fill this gap.
Ultimately, the FRIC Practitioner Seminars should stimulate new research into the role of financial frictions that will help answering concrete and pressing questions in financial markets.
| date |
speaker |
time and place |
| April 15, 2015 |
Henrik Ramlau-Hansen, CFO at Danske Bank
Capital planning and considerations in a big Danish bank (Slides not available)
|
16:30-17:30
D4.20 |
| April 29, 2015 |
Rene Kallestrup and Josefine Mollerup, Capital Four Management
Contingent Capital Instruments for European Banks: A review of Structures and Pricing
|
15:30-16:30
D4.20 |
| October 27, 2015 |
David John Laredo, Global Liquidity Management, Danske Bank
The role of the repo product in finance
 (Slides can be found here)
|
16.00-17.30
SP D4.20 |
| November 25, 2015 |
Jens Frederik Mølhave Nielsen, Danske Bank and Peter Tind Larsen, Danske Bank
Corporate bond funding in the Nordics
(Slides not available)
|
16.00-17.30
SP D4.20 |
| DATE |
SPEAKER |
TIME AND PLACE |
| May 6, 2014 |
Niels Thygesen, University of Copenhagen
Central bank communication as a monetary strategy - Is “forward guidance” here to stay?
(Slides not available)
|
15.30-17.00
D4.20
|
| date |
speaker |
time and place |
| April 2, 2013 |
Peter Zangenberg Hyllested, Group Risk Management, Nykredit
PD modeling, model risk and stress testing – from a practitioner’s point of view |
15.30-17.00
D4.20 |
| May 14, 2013 |
Allan Mortensen, Model Development, Nordea Markets
Regulatory capital on bank trading books (Abstract)
|
15.30-17.00
SP212 |
| May 27, 2013 |
Kasper Ahrndt Lorenzen, Head of Complex Risk & Options Trading, Nordea Markets
Bets of an Option Trader
|
15.30-17.00
D4.20 |
| September 10, 2013 |
Kim Padkjær Abildgren, Head of Economic Research, Danmark Nationalbank
Credit supply and credit demand during the financial crisis |
16.00-17.30
D4.20 |
| November 5, 2013 |
Jakob Sidenius, Head of Model Development at Nordea Markets
CVA in Derivatives Trading
Slides
|
15.30-17.00
SP114 |
| date |
speaker |
time and place |
| September 25, 2012 |
Martin Dalskov Linderstrøm, Danske Bank
Collateral consistent derivatives pricing (Slides)
|
15.30-17.00 in D4.20 |
| October 8, 2012 |
Nicki Søndergaard Rasmussen, Danske BankDefault
Risk Management on CCPs (Slides)
|
15.30-17.00 in D4.20 |
| October 23, 2012 |
Henrik Olejasz Larsen, Sampension
Hedging Pension Liabilities (Slides)
|
16-17.30 in D4.20 |
| December 3, 2012 |
Haoxiang Zhu, MIT Sloan School of Management
13.30-15.00 Are CDS Auctions Biased? (PDF)
15.00-15.30 Coffee break
15.30-17.00 Does a Central Clearing Counterparty Reduce Counterparty Risk? (PDF)
|
13.30-17.00 in SPs03 Ernst & Young Aud. |
| December 11, 2012 |
Morten Bækmand Nielsen, Nykredit
Credit ratings of covered bonds - An issuer's perspective (Slides)
|
15.30-17.00 in room D4.20 |
