Conference program: Session 1 – Trading; Session 2 – Collateral and covenants; Session 3 – Clearing, Session 4 – Trading & Post trading, Session 5 – High frequency trading

The various works that will be presented illustrate how long-time series inform decision making. They also show how historical models and case studies help to improve our thinking about topical policy issues such as monetary policy in a world of high public debt, the impact of financial...

Topics: - Macro prudential policies: calibrating the macro-prudential tools, ex ante / ex post impact evaluation on prices, quantities and risk-taking. - Model-based micro-prudential capital regulation: regulatory arbitrage, consistency, ex ante / ex post assessment. - Liquidity management:...

Key themes: - The impact of microfinance in Europe - The relationship between impact and organisational challenges of microfinance in Europe - The role of microfinance in the European institutional context Papers addressing personal microfinance in Europe are particularly welcome. Papers...

The key theme of Longevity 11 is "The Advantages and Disadvantages of Indexed vs Indemnity Longevity Hedges". The ageing population and increases in longevity have drawn attention to the management of longevity risk in pension funds, life insurers and health insurers. Governments face the...

This year’s conference will focus on Efficiently Inefficient Markets.

The conference aims to create a forum for discussion amongst researchers on questions related to theoretical and empirical studies of interactions of strategic behavior, network structure, and uncertainty in the emergence of equilibrium financial network dynamics with applications to monetary...

The scientific and organizing committees welcome submissions in all the areas of business, finance, accounting, management, and theoretical and applied economics for presentation at the conference according to the following tracks: Track 1: Accounting/Financial Accounting Track 2: Banking and...

The aim of the workshop is to discuss innovative econometric modeling approaches that can serve as valuable frameworks to deal with these issues, with a particular interest for nonlinear models. The workshop aims at bringing together academics and professionals (economists, financiers, and...

Topics: - Modelling with high frequency data and market microstructure - Fund management and trading rules - Funds of funds and balanced funds - Advances in asset management and portfolio optimisation - Relative value and market neutral strategies Modelling volatility and correlation - Risk...