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Democratizing Finance through Big Data

The issue of democratizing finance has recently popped up in response to the growing availability and use of big data in the provision of financial services. These developments have also been accompanied by regulatory changes that define and standardize ways of sharing data between market participants. Finally, the rise of fintech companies and solutions has been an important impetus to this trend. Democratizing finance, broadly speaking, means to offer access to financial services, products, and innovations to a larger group of individuals and firms, most importantly including those that traditionally have been excluded from those markets.

During this webinar the panel discussed the following questions:

  • Does finance need democratization?
  • What are important steps in the transition to more democratic, open, and accessible financial markets?
  • What are the roles of incumbent, traditional financial intermediaries and rising fintech companies - complements or substitutes?

Introduction and Moderation by Hanna Raftell, CEO Fimento

 

Followed by panel discussion with:

Michael Halling, Associate Professor of Finance, SSE.

Lena Hackelöer, Founder & CEO at Brite

Henrik Olsson, Head of Operations Practice at PwC Sweden

Carl Ringqvist, PhD Candidate Mathematics/Machine Learning KTH, founder Moank and Fimento

Sara Öhrvall, Chief Digital, Customer Experience and Communications Officer at SEB

 

 

Democratizing Finance through Big Data
Practical information

Date: 9 Oct
Time: 8:30-9:30
Loction: Zoom

 

The number of attendee spots is limited. In case of time conflict, please cancel 24 hours ahead. The webinar will be recorded and available on our website for viewing.

Michael Halling

Michael is an Associate Professor of Finance at the Stockholm School of Economics and a Research Fellow at the Swedish House of Finance. He received his Ph.D. in finance from the University of Vienna in December of 2006 and spent five years at the University of Utah before joining SSE in 2012. Michael’s work has been published in leading journals including the Journal of Finance, the Review of Financial Studies, the Journal of Financial Economics and the Journal of Financial and Quantitative Analysis. Michael also holds a PhD in computer science from the Vienna University of Technology, obtained in 2002.

Michael’s research ranges from empirical asset pricing, over questions of trading in international markets to empirical corporate finance. He is currently particularly interested in predicting equity returns, measuring tail and volatility risk, understanding the mutual fund industry, and in explaining the dynamics of firms’ capital structures over the business cycle.

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