The conference will deal with current topics in the cyber resilience and cyber security in the financial sector and will primarily focus on issues with a systemic perspective in financial market infrastructures. Morning Session: Cyber as a systemic risk; Afternoon Session: Vendor management and...

This 1.5 day workshop aims to bring together academics and policy makers working on issues related to financial regulation. We especially encourage submissions of empirical research underpinned by microdata. The workshop will focus on high-quality research on the assessment of financial...

The objective of this workshop is to bring together academics and policymakers to discuss current issues and challenges in financial stability and regulation. Topics: - Financial instability and sources of systemic risk - Systemic risk indicators and measurements, early warning systems, stress...

At the workshop, researchers and practitioners discuss issues central to the design, regulation, and use of financial markets including liquidity, bid-ask spreads, transparency, and market structure. The organizers encourage the submission of theoretical and empirical research related to the...

Topics: - Credit, asset prices and the transmission mechanism of monetary policy - Interactions between monetary and macroprudential policy - DSGE models with an explicit role for financial intermediation - Potential tradeoffs between price stability and financial stability - Endogenous asset...

We invite academic research papers closely related to the following issues: • How severe are moral hazard problems caused by government rescue operations, and how can these problems be mitigated? • How can the government strike the right balance between limiting the immediate costs of a...

The purpose of this workshop is to bring together papers that explore the state of the art in our understanding of asset price behavior. Topics to be considered include: · stock price and real estate price bubbles; · herding and noise trading in stock markets; · other anomalies in asset...

As part of its activities, the Institute for Quantitative Investment Research (INQUIRE) Europe, organizes an annual symposium. A major part of the conference will be devoted to: "Private equity, real estate, commodities and other alternatives". Authors, both academics and from the financial...

The intention of the workshop is to focus on new and untraditional mathematical ideas and methods within the mathematical finance research. Subjects that may be discussed include (but are not limited to) - non-semimartingale models (including fractional Brownian motion) - nonstandard stochastic...

Jan Mossin (1936-1987) made several important contributions to modern finance. Most important is his work on the CAPM in his Econometrica article from 1966: Equilibrium in a Capital Asset Market. Another important contribution, central to the topic of the conference, is his Journal of Business...