GUEST LECTURE
- Juul van de Bracht – Project Manager & data analyst at DNB
- DNB five core tasks
o Solid financial institutions
o Stable prices
o Reliable payments systems
o Statistics, analysis and advice
o Responding appropriately to financial institutions in distress
- How we serve the public interest
o Financial education
§ Teaching materials for schools
§ Public information
§ Social media presence
§ De nieuwe schatkamer
- What is the TP (pension supervision/toezicht persioen) and TMO (transition management office) and
WTP (wet toekomst pensioenen/law future pension)
- How is the WTP-transition progressing
o Now 6 funds have switched, 20 more will
o This month, more than 50% of all participants will be in the new system
o Remaining will transist in 2027 and 28
- Basics of supervising
o What is financial supervision
§ Monitoring banks, insurers, financial institutions if safely and fairly
§ Supervisors like DNB, AFM, ACM, SSM, ECB
§ Goal = maintain trust in financial system and prevent crises
o How does data help in supervision
§ Rely on data to understand and monitor risks at financial institutions
§ Spot trends
§ DNB uses ATM to process more data-driven and risk-based
§ ATM models automatically assess risks
• Quantitative data gives objective , comparable insights
• Qualitative data adds context and helps explain the numbers
- ATM is based on rule-based models
o Risks are assessed with fixed formulas and complex calculations
o Benefit = rule-based and calculation-based models are transparent and easy to follow and
explain
- What could machine learning models do in ATM models
o Machine learning finds patterns in large datasets that supervisors might miss
o Techniques: random forest, XGBoost, SVM
§ Variables
• Liquidity = the inability to meet unexpected financial obligations
• Interest rate = changes in the financial position due to changes in the risk-
free interest rate structure
- Juul van de Bracht – Project Manager & data analyst at DNB
- DNB five core tasks
o Solid financial institutions
o Stable prices
o Reliable payments systems
o Statistics, analysis and advice
o Responding appropriately to financial institutions in distress
- How we serve the public interest
o Financial education
§ Teaching materials for schools
§ Public information
§ Social media presence
§ De nieuwe schatkamer
- What is the TP (pension supervision/toezicht persioen) and TMO (transition management office) and
WTP (wet toekomst pensioenen/law future pension)
- How is the WTP-transition progressing
o Now 6 funds have switched, 20 more will
o This month, more than 50% of all participants will be in the new system
o Remaining will transist in 2027 and 28
- Basics of supervising
o What is financial supervision
§ Monitoring banks, insurers, financial institutions if safely and fairly
§ Supervisors like DNB, AFM, ACM, SSM, ECB
§ Goal = maintain trust in financial system and prevent crises
o How does data help in supervision
§ Rely on data to understand and monitor risks at financial institutions
§ Spot trends
§ DNB uses ATM to process more data-driven and risk-based
§ ATM models automatically assess risks
• Quantitative data gives objective , comparable insights
• Qualitative data adds context and helps explain the numbers
- ATM is based on rule-based models
o Risks are assessed with fixed formulas and complex calculations
o Benefit = rule-based and calculation-based models are transparent and easy to follow and
explain
- What could machine learning models do in ATM models
o Machine learning finds patterns in large datasets that supervisors might miss
o Techniques: random forest, XGBoost, SVM
§ Variables
• Liquidity = the inability to meet unexpected financial obligations
• Interest rate = changes in the financial position due to changes in the risk-
free interest rate structure
