David Lando

David Lando is a Professor of Finance at Copenhagen Business School, affiliated with the Department of Finance and the Center for Big Data in Finance (BIGFI). He holds a Master’s degree in Mathematics-Economics from the University of Copenhagen and a PhD in Statistics from Cornell University. His research focuses on credit risk modeling, financial risk management, derivatives markets, and corporate capital structure. He authored a seminal monograph on credit risk modeling (Princeton University Press) and has published in top journals like Econometrica and the Journal of Financial Economics.

• Education: MSc (Math-Econ, U Copenhagen), PhD (Statistics, Cornell)
• Roles: Former Director of the Center for Financial Frictions (2012–2022), former Chairman of Denmark’s Financial Supervisory Authority (2018–2020), current board member of pension fund P+

His research explores liquidity dynamics in credit markets, sovereign debt relief impacts, and systemic risk. Recent work analyzes emerging market credit spreads post-debt relief and bank equity risk. His articles often bridge theoretical models with empirical validation, emphasizing practical applications for regulators and practitioners.

• Awards: Best Paper on Quantitative Investments (2006)

He advised PhD/Master’s students and consulted for institutions like Danmarks Skibskredit and Shell. His teaching includes advanced credit risk courses, and he maintains an active role in policy through board memberships and regulatory advising.

Lando leads research initiatives at CBS and collaborates with international institutions, contributing to both academic discourse and real-world financial policy.