The workshop is intended to bring together academics and practitioners to discuss recent developments in macroeconomics. We encourage contributions in all areas of macroeconomics, particularly those relevant to an open economy such as Australia.

FOCUS: Pensions, Insurance, Regulation, Model Risk, CVA, Risk Measurement, Commodities, Emissions Trading and other areas of Quantitative Finance.

This workshop aims to present and discuss recent and ongoing research in mathematical finance, that goes beyond classical assumptions, allowing to investigate phenomena not covered e.g. under the classical risk neutral paradigm.

We welcome contributions linking economic convergence to: - balanced and sustainable growth in the global economy, including global imbalances, - sectoral reallocation (and unconditional convergence), - total factor productivity, - the quality of institutions, - income distribution and the...

Topics: - macroeconomic effects and economic policy considerations under global change; - consequences of economic fluctuations on the financial sector and related opportunities; - real sector implications and labour market responses to the changing economic environment; - economic development...

If your research can provoke discussion on a challenging issue facing financial institutions and regulators in this age of global disruption, we would love to hear from you.

Topics: - Fiscal and monetary policies when interest rates are at, or close to, the zero lower bound, including balance sheet and debt management considerations. - Modelling financial stability Attendance at the workshop is by invitation only.

In this one day course the international expert Andrea Roncoroni will examine practical issues that arise in the area of Energy and Commodity Risk Management. The focus throughout will be on how to develop models for energy and commodity price processes, quantify associated risks, and price and...

Topics: - Crisis topology; asset pricing bubbles, mispricing, contagion, counterparty risk, transparency. - Prediction of crises, indicators, risk measures, ratings, performance measures. - Market regulation, transparency, innovation, disclosure, liquidity, global regulation, governance...