Speakers

Jonathan Crook

Prof. Jonathan Crook
Professor of Business Economics Director, Credit Research Centre Jt Editor, Journal of the Operational Research Society University of Edinburgh Business School

Jonathan Crook is Director of the Credit Research Centre at the University of Edinburgh Professor of Business Economics and Director of Research in the University of Edinburgh Business School. He is the joint Editor in Chief of the Journal of the Operational Research Society and the joint author/editor of five books, including: Readings in Credit Scoring, OUP 2004, and Credit Scoring and its Applications, SIAM 2002. He has published a large number papers relating to credit risk published in many different journals including the Journal of the Operational Research Society, European Journal of Operational Research, Journal of the Royal Statistical Society (Series A), Expert Systems with Applications, the IMA Journal of Management Mathematics; and the Journal of Banking and Finance. A new edition of his book with Lyn Thomas and Davide Edelman Credit Scoring and its Applications is due out in 2016. He is a past joint winner of the Goodeve Medal for the best paper in any Operational Research Society journal. He is a Fellow of the Wharton Financial Institutions Center, Wharton School, University of Pennsylvania and of the Centre for Finance and Credit Markets at the University of Nottingham. He has been a postdoctoral Fulbright Scholar at the University of Virginia and a Visiting Fellow at the European University Institute. His research interests are in the areas of survival analysis, statistical classification methodologies, credit risk including the incorporation of economic factors into credit scoring models, credit constraints and the demand for credit. The Credit Research Centre organises the popular Credit Scoring and Credit Control conference every two years, the next being in August 2015.

Title of presentation:
“Intensity models to predict credit card transitions“


Domenico Bille

Domenico Billè
Public Security,
Defense and Cybersecurity Regional Manager
SAS Central East Europe

He holds a Master Degree in Digital Communications and Computer Science from the University of Milan and he developed his final thesis “Digital Quality Recognition of Singing Voices” at the Gdansk’s University of Technology, in Poland. He has wide international experience gained at:
- Oberthur Technologies (an international secure solutions provider) in the field of Identity Management and Security Documents and in the Public Security Domain.
- RCS Spa, Italian leader in Telecommunications Security for the Law Enforcement Agencies, being in charge of a Business Intelligence Analysis solution for all national police forces to run high level investigations (organized crime, anti- terrorism etc.) through Call Data Records, Cell towers information and unstructured data. - JSI Telecom, leader in North America for Lawful Intercepts. He was trained in Virginia and Canada by former DEA and FBI agents on several aspects of investigation management, criminal activities, intelligence, linked analysis, profiling etc.

Title of presentation:
“Big data for Cybersecurity”


Dr Tomasz Kaczor

Dr Tomasz Kaczor
Chief Economist,
Director of Analyses and Research Department
Bank Gospodarstwa Krajowego

Tomasz Kaczor, Ph. D is a graduate of Economics Faculty of the Warsaw University. Working in BGK since 2007 first as a chief economist, and recently also as the director of Research and Analysis Department. Previously employed in the Social Insurance Institution and the Ministry of Finance. Since 1997 connected also with the Gdansk Institute for Market Economics, both as an employee and cooperator. Specializes in conducting and managing preparation of analyses on various macroeconomic and financial subjects.

Title of presentation:
“Forecasting a near past – beyond an economic model”


Radosław Kita

Radosław Kita
Expert Data Scientist,
Allegro Group/Naspers

He was responsible for all internal reporting systems of traffic on the portal (including: analysis of web usage, analysis of consumer behavior data, churn analysis, web traffic forecasting, user segmentation, designing requirements for reporting systems, out of the box analysis) at Onet.pl for 12 years. He was also responsible for choosing Data Mining software, technology of data processing and business requirements for reporting systems. At Alior Bank as Product Manager he was responsible for integrating of customer data from internal bank data resources, mobile operators and internet portals in order to create big data picture of customers. At TVN he was responsible for building new audience reporting system and video streams recommendation system.

Title of presentation:
“Techniques offered by big data available for use in the banking sector”


Łukasz Libuda

Łukasz Libuda
Senior Business Solutions Manager,
SAS Institute

Łukasz Libuda works as Senior Business Solutions Manager at SAS Institute Banking Department. He is responsible for business development in terms of risk management with special focus on assets and liabilities management (ALM), fraud detection and prevention, financial liquidity management, credit and market risk identification (according to Basel2 and Basel3 requirements) from internal and supervisory point of view. Łukasz is also responsible for creating business concept for integrated risk management solution which aim is to help companies to manage risk on enterprise holistic level including conducting stress tests and assuring risk management compliance with latest BCBS239 regulations.

Title of presentation:
“Big data, high-performance, real-time...what it means for data scientists?”


Dr Karol Przanowski

Dr Karol Przanowski
Head of Credit Risk Department,
Bank Pocztowy S.A.

Assistance Professor in Institute of Statistics and Demography at Warsaw School of Economics. Master degree in mathematics and then Ph.D. thesis in physics at University of Łódź. He is trying to cover all Credit Scoring topics by science research and practical solutions possible to implement in banking environment. Experienced in Consumer Finance portfolio analysis, data simulations and modelling various processes for that portfolio. Expert in SAS programming using advance macro-programming and statistics. Author of many own SAS 4GL codes dedicated to scorecard building and monitoring. Supervisor of Science Student Society “Business Analytics”. Provides unique lectures entitled “Credit Scoring and macro-programming in SAS”. Author of books in Polish published by Oficyna Wydawnicza SGH: “Credit Scoring – model business case studies” in 2015; “Credit Scoring in Big Data era” in 2014, OW SGH; co-author of “Data processing in SAS” in 2012. Responsible in banks for: predictive model building, implementing and monitoring, automatic CRM processes, multichannel campaign management, automatic budget and planning processes. Passionate in SAS 4GL macro-programming. He sums up every day without coding as totally lost.

Title of presentation:
“Credit acceptance process strategy case studies - the power of Credit Scoring”


Dr Aneta Ptak-Chmielewska

Dr Aneta Ptak-Chmielewska
Associate Professor at the Institute of Statistics and Demography,
Warsaw School of Economy

Aneta Ptak-Chmielewska is Associate Professor at the Institute of Statistics and Demography at Warsaw School of Economy. Her main research fields include applied statistics, event history methods and models, multivariate statistics and advanced statistics application including data mining in economy and business. She is teaching advanced statistical methods in master and post diploma studies. She has been a member of the Network of Excellence RECWOWE project. She has published in high-quality national and international journals.

Title of presentation:
“Statistical models for corporate credit risk assessment - rating models”


Adam Świrski

Adam Świrski
Vice President of the Management Board,
Bank Gospodarstwa Krajowego

Adam P. Świrski graduated from the Banking Academy in Vienna and studied at the Institute of Applied Linguistics at the University of Warsaw. He also completed a double-degree post-graduate MBA programme at the University of Minnesota and the Warsaw School of Economics. He has almost 20 years of experience in banking, gained in managerial positions in leading Polish financial institutions. Prior to becoming Vice-President and Chief Risk Officer at Bank Gospodarstwa Krajowego, he was responsible for risk management at the Deutsche Bank Group in Poland (2009-2013) and HSBC Bank Polska S.A. (2007-2009). Between 2002 and 2007 he held the position of Director at the Department for Credit Analysis and Monitoring in the Area of Large Companies at Bank BPH S.A. Before that he worked at Bank PBK S.A. and Bank Austria Creditanstalt S.A. Between 2009 and 2013, he served as the Chairman of the Basel Committee on Banking Supervision in Poland.

Title of presentation:
“Disenchantment of big data in banking sector.”


Prof. Rafal Weron

Prof. Rafał Weron
Professor of Economics,
Department of Operations Research
Wrocław University of Technology

Rafał Weron is Professor of Economics at Wrocław University of Technology, Poland. His research focuses on developing risk management and forecasting tools for the energy industry and computational statistics as applied to finance and insurance. His other interests include agent-based modeling, computational economics, derivatives pricing, financial engineering, stochastic modeling and time series analysis. Over the last 20 years Rafał has built an impressive international reputation in modeling and forecasting power market processes and computational statistics. He is ranked in the “Top 1%” (according to the Average Rank Score) in the prestigious IDEAS/RePEc world ranking of economists. He serves on the Editorial Boards of Computational Statistics, Journal of Energy Engineering, Journal of Energy Markets, and Operations Research and Decisions. He is the author of the widely acclaimed “Modeling and Forecasting Electricity Loads and Prices: A Statistical Approach” (Wiley, 2006) and co-author of four other books. He has also published over 80 peer-reviewed book chapters and journal articles (most notably in top-tier Energy Economics, Energy Policy, IEEE Transactions on Power Systems, IEEE Transactions on Smart Grid and International Journal of Forecasting), including a 52-page long Invited Review Paper on electricity price forecasting. With a Ph.D. in Financial Mathematics and a Habilitation ('higher doctorate') in Economics, he is periodically engaged as a consultant to financial, energy and software engineering companies.

Title of presentation:
“Probabilistic forecasting of wholesale electricity prices”

 

Panelists

marek-gruszynski

Prof. Marek Gruszczyński
Vice Rector for Research and International Relations,
Warsaw School of Economics

He is a professor in the Division of Applied Econometrics in the Institute of Econometrics at SGH. His areas of expertise include: applied econometrics, microeconometrics, time series forecasting, empirical corporate finance, fundamental analysis and corporate governance. Author of numerous textbooks, monographs and articles – with recent book "Empirical Corporate Finance. Financial Microeconometrics" published in 2012. His other book "Models and forecasts of qualitative variables in finance and banking" (2002) has been honored with the ministerial prize. Advisor to several projects of privatization and restructuring of companies in Poland, he also served as member of the Board of Directors of Pekao SA, a major Polish bank. Member of editorial boards, e.g. "Central European Journal of Economic Modelling and Econometrics", "Gospodarka Narodowa", "South African Journal of Business Management" and "Bank i Kredyt".


krzysztof-jajuga

Prof. Krzysztof Jajuga
Professor, Department of Financial Investments and Risk Management,
Wrocław University of Economics

Professor Jajuga holds an Honorary Doctorate of Cracow University of Economics and Honorary Professorship at Warsaw University of Technology. He has taught courses in quantitative methods in finance, financial markets, financial investments and risk management in numerous programs in Poland and other countries (China, Germany, France, Sweden). He is editor-in-chief of Argumenta Oeconomica, a scientific journal listed by Journal of Citation Reports. In addition, he serves on the editorial board of the international Journal of Risk Management in Financial Institutions.


stanislaw-kluza

Dr Stanisław Kluza
Warsaw School of Economics

Doctor of economy, creator of the Polish Financial Supervision Authority (PFSA; Polish: Komisja Nadzoru Finansowego, KNF), a former chairman of PFSA (2006-2011), Minister and vice-Minister of Finance (2006), chief economist and the director of the Analysis Department at Bank Gospodarki Żywnościowej (in Rabobank Group) (2002-2006). He is a faculty member at Warsaw School of Economics (since 1994), where he is affiliated at the Institute of Statistics and Demography. His main fields of interest are: monetary policy, statistics, econometrics, macroeconomics, banking and business cycle. He is the author of numerous presentations and papers in the fields of supervising financial market and macroeconomic analysis.


Andrzej Sławiński

Prof. Andrzej Sławiński
General Director of Economic Institute,
National Bank of Poland

Graduate and lecturer of the Warsaw School of Economics.
Ph. D and D. Sc obtained from the WSE in 1979 and 1993. Post-doctoral studies at London School of Economics (1990-91) and Carleton University (1992-93). Teaches courses on Monetary Policy, Financial Markets and International Finance. Member of the Finance and Economics Committees of the Polish Academy of Science. Author of textbook awarded by Ministry of Education and the Polish Economic Society. In 2004 – 2010 member of the Monetary Policy Council. In 2010-2011 adviser to the Chairman of the Financial Supervisory Authority. Since 2011 General Director of Economic Institute at the National Bank of Poland. Honorary Member of ACI Poland.


Adam Świrski

Adam Świrski
Vice President of the Management Board
Bank Gospodarstwa Krajowego



Prof. Rafal Weron

Prof. Rafał Weron
Professor of Economics
Department of Operations Research
Wrocław University of Technology

Moderator

Krzysztof Frydrychowicz

Krzysztof Frydrychowicz 

Krzysztof Frydrychowicz is a technology and business media expert. Managing partner at CIONET, the largest community of IT Executives (CIOs and board members) in Poland and co-founder of Infotarget consulting services company. Former editor-in chief at Computerworld, he held several managing positions at IDG Poland, the technology media company. Krzysztof Frydrychowicz holds a degree in law from the University of Warsaw.

Honorary Patronage

Patronat Honorowy Rektora SGH

Conference Host

Warsaw School of Economics

Date

20 October 2015

Conference Venue

Warsaw School of Economics
Building C
Al. Niepodległości 128
02-554 Warszawa

Partner

<p>SAS Institute<br>
</p>

Sponsor

BGK logo



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