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

Systems innovation is a horizontal policy approach that mobilises technology, market mechanisms, regulations and social innovations to solve complex societal problems in a set of interacting or interdependent components. They are characterised by disrupting or complementary types of knowledge...

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...

The theme is ‘Sustainable Logistics and Supply Chain Management’, reflecting the key challenges for future in manufacturing and service sector with the particular goal to assess the real costs involved in many supply chains that today still remain invisible and therefore prohibit the...

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...

Papers can be submitted for presentation and discussion related to the following topics: - Regulation of telecommunication markets: - Challenges of convergence of telecommunication systems and content supply - Development of telecommunication markets: - Telecommunications and Society - Social...

Topics: - Regulation – its implementation, form and future development - The impact of regulation on operator strategy and investment - Operator strategies – consolidation, investment and innovation - The contribution of telecommunications to economic growth and development - The impact of...

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...