Iman van Lelyveld

Iman van Lelyveld is a Full Professor of Banking and Financial Markets at the Finance department of Vrije Universiteit Amsterdam, and currently heads De Nederlandsche Bank's (DNB) Data Science Hub. He holds a PhD from Radboud University (2000) and a Master's from the University of Amsterdam (1993). His research focuses on banking networks, derivative markets, and data-driven policy solutions. He has contributed to regulatory frameworks on liquidity stress testing, deposit guarantee pricing, and CVA charges. Ancillary roles include Adviser at the European University Institute (since 2023) and past positions at institutions like the Bank of England and BIS. His recent work applies machine learning and reinforcement learning to financial markets, addressing outlier detection and systemic risk.

Education:

• PhD in Economics, Radboud University Nijmegen (2000)
• Master's in Macroeconomics, University of Amsterdam (1993)

Research Interests:

• Interbank networks and capital markets
• Regulatory policy and stress testing
• Data science applications in finance
• Outlier detection algorithms for financial data

Recent Publications Trends: Explores ML-driven solutions for market inefficiencies, systemic risk in European repo markets, and pension fund equity strategies. His work bridges theoretical finance with practical policy implications.

Labs/Teams: Leads DNB's Data Science Hub, fostering innovation in financial data analytics.