Center for Financial Frictions

Past Practitioner Seminars

FRIC Practitioner Seminars aimed to help finance researchers and other practitioners understand the institutional setting of financial markets, and to keep up with financial innovation and changes in the regulatory environment.

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.

Practitioner Seminars 2020
 

 

DATE, TIME AND PLACE SPEAKER
November 24, 2020, 15.30-16.30 on Teams FRIC Practitioner Seminar with Per Törnqvist, Danske Bank
See more about the event there
ESG Ratings – Between Scylla and Charybdis
SLIDES FRIC Practitioner Seminar with Per Törnqvist, Danske Bank
Practitioner Seminars 2018


Date Speaker
May 1, 2018

FRIC Practitioner Seminar with Kristian Kjeldsen, Head of Financial Stability, Single Resolution Board (SRB)

Banking resolution in the Banking Union.pdf

October 8, 2018

FRIC Practitioner Seminar with Ole Christian Bech-Moen, Norges Bank Investment Management
Investing for the long-term

Slides available here: PDF icon Slides Investing for the long-term

December 18, 2018

FRIC Practitioner Seminar with Søren Korsgaard, Danmarks Nationalbank

Stress Testing: Practice and Ideas for Research

Slides available here: PDF icon Slides Stress Testing

Practitioner Seminars 2017


Date Speaker time and place
January 10, 2017

Christoffer Møllenbach and Claus Ingar Jensen, Danske Bank

René Kallestrup, Capital Four

On the Road Again

 

Slides:

Danske Bank Slides

PDF icon Capital Four Slides

15.30-17.00
SPs13
February 21, 2017

Henrik Bjerre-Nielsen, CEO Finansiel Stabilitet

Resolution of Danish Banks - past, present and future, part II pdf

 

Fil Slides

15.30-17.00
SP112


 

Practitioner Seminars 2016


Date Speaker time and place
December 6, 2016

Henrik Bjerre-Nielsen, CEO Finansiel Stabilitet

Resolution of Danish banks - past, present and future
 

Slides can be found here: PDF icon slides

15.30-17.00
SP 112


 

Practitioner Seminars 2015

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

PDF icon (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



 

Practitioner Seminars 2014
 

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


 

Practitioner Seminar 2013


date speaker time and place
April 2, 2013

Peter Zangenberg Hyllested, Group Risk Management, Nykredit

PDF icon 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

PDF icon 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

PDF icon Slides

15.30-17.00
SP114
Practitioner Seminars 2012


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

 

 

 

 

The page was last edited by: Center for Financial Frictions // 07/11/2023

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