De Nederlandsche Bank
Ronald received his PhD from the University of Groningen in the field of Economics. Prior to that he obtained an MSc in astrophysics from Leiden University. He works for DNB since 2006 in the Payments and Financial Market Infrastructure Division as a senior data scientist and senior policy advisor. He is also connected to Payments Canada as a senior research advisor. Ronald has contributed to the literature of payment systems and financial market infrastructure on topics like machine learning, artificial intelligence, risk indicators, bank’s liquidity, network topology and game theory. In this capacity he is associate editor of the Journal of financial market infrastructures. Lately, the main focus of his research is related to artificial intelligence and big data analysis in the field of financial market infrastructures. He also teaches “R for data science” for Tridata. Besides, he gives guest lectures at Bundesbank and Maastricht University.
This paper develops a method to identify quantitative risks in financial market infrastructures (FMIs) that is inspired by the Principles for Financial Market Infrastructures.
FMIC 2 special issue introduction: a policy view on developments in the field of financial market infrastructures
This introductory article positions these papers and speeches within the context of the wider conference proceedings of the Financial Market Infrastructure Conference II: New Thinking in a New Era, including insights from the panel sessions and…
The authors of this paper take us into the world of granular time series data.