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Events

Banking on Data: Great Possibilities, Great Responsibilities

Presented by the FDIC & Santa Clara University’s Leavey School of Business

Last Updated: May 28, 2021
Banking on Data: Great Possibilities, Great Responsibilities
Featured Speakers

Chairman McWilliams
Chairman McWilliams will kick-off this series of webinars on the value of big data to banking regulators and the financial and banking sectors, including the opportunity to use big data to bring more people into the financial mainstream.

Sanjiv Das
Sanjiv Das is the William and Janice Terry Professor of Finance and Data Science at Santa Clara University's Leavey School of Business, and an Amazon Scholar at AWS. He previously held faculty appointments as Professor at Harvard Business School and UC Berkeley. He is a senior editor of The Journal of Investment Management, Associate Editor of Management Science and other academic journals, and is on the Advisory Board of the Journal of Financial Data Science. Prior to being an academic, he worked in the derivatives business in the Asia-Pacific region as a Vice-President at Citibank. His current research interests include: portfolio theory and wealth management, machine learning, financial networks, derivatives pricing models, the modeling of default risk, systemic risk, and venture capital.

Darrel Duffie
Darrell Duffie is a Fellow of the Econometric Society, a Research Fellow of the National Bureau of Economic Research, and a Fellow of the American Academy of Arts and Sciences. He was the 2009 president of the American Finance Association. From October 2008 to April 2018, Duffie was a member of the board of directors of Moody’s Corporation. He currently serves on the board of Dimensional Funds. From 2013-2017, Duffie chaired the Financial Stability Board’s Market Participants Group on Reference Rate Reform. Recently, he was project advisor to the G30 Working Group on Digital Currencies.

Duffie’s research focus is the design and regulation of financial markets. His books include How Big Banks Fail (Princeton University Press, 2010), Measuring Corporate Default Risk (Oxford University Press, 2011), and Dark Markets (Princeton University Press, 2012), and Fragmenting Markets, Post-Crisis Bank Regulations and Financial Market Liquidity (de Gruyter, forthcoming).

Roberto Rigobon
Roberto Rigobon is the Society of Sloan Fellows Professor of Applied Economics at the Sloan School of Management, MIT, a research associate of the National Bureau of Economic Research, and a visiting professor at IESA.

Roberto is a Venezuelan economist whose areas of research are international economics, monetary economics, and development economics. Currently he works on measurement of economic and social responsibility variables. He is one of the two founding members of the Billion Prices Project, and a co-founder of PriceStats. He is the director of the Aggregate Confusion Project which studies how to improve ESG measures.

Questions

If you have questions about the webinar series, please email your inquiry to SHR_BnkonDataCf-2021@FDIC.gov.

Stay up to date with the Banking on Data: Great Possibilities, Great Responsibilities Webinar Series by following #FDICResearch.

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