Computational and financial econometrics comprise a broad field that has clearly interested a wide variety of researchers in economics, finance, statistics, mathematics and computing. Examples include financial time series analyses that focus on efficient and robust portfolio allocations over...

The event is a combination of lectures on the theory and methods of policy analysis and design, practical problems in modelling and forecasting, and computer-based exercises. The following topics will be covered: • unit roots, cointegration and error-correction mechanisms; • vector...

The programme has 3 key elements, namely: Macroeconomic analysis and banking regulation; Moving beyond deposits - banks strategies to access funding and stimulate growth; Retail banking as a key growth driver. The key topics addressed in greater detail include: Macroeconomic situation globally...

Join regulators, risk and capital managers, bankers and institutional investors in London this November for Preparing for Basel III - the first of Euromoney Seminars’ events on Basel III, where they will discuss how capital can be raised in a way that suits all parties and the methods by which...

The 2010 theme is Markets and Movements for Sustainability. We will explore the intersection of social movements and market creation for more socially and environmentally responsible products and services; governance and leadership topics that bridge the social and organizational domains; and...

In this seminar we offer central bankers with expertise in this field the opportunity to deepen their knowledge of the theoretical and practical aspects of recent challenges to macroprudential policy and to share experience with their peers. The topics covered in the event will fit within the...

The subject of the conference is Structural Identification.

The conference aims to shed new light on the uses of high frequency financial data in improved risk measurement, management, and asset pricing, including ways in which to distill large intraday data bases into manageable information structures. Examples of studies that fall within the scope of...

Financial regulation is usually justified by pointing to market imperfections that regulation seeks to address. Yet all real-world markets are imperfect and the welfare costs arising from these imperfections create strong incentives for market participants to devise their own solutions....

As focus shifts from transformation towards growth and value creation in 2010, a clear pattern is emerging. Agile financial services institutions with best in class process and operations, responsive to market conditions and with the clarity and speed of process to deliver, are those taking full...