Financial Theory Group Conference

Event details

27 June 2016 - 29 June 2016
08:00 - 18:00
Rembrandt Sarova Hotel, Knightsbridge, London , SW7 1AL, UK

The Financial Group Theory conference is a 3 day conference organised by the Financial Theory Group and the Brevan Howard Centre.

The conference is organised by the Brevan Howard Centre for Financial Analysis at Imperial College Business School and the Financial Theory Group.

The full programme can be found here.

In addition to the pre-scheduled morning sessions, all conference participants are invited to sign up to give 30-minute talks in the informal sessions scheduled between 5.30pm and 7pm one Monday and Tuesday. Two sessions will run simultaneously. Twelve slots over the two evenings will be allocated on a first-come, first-served basis.

The conference will conclude on Wednesday evening with a conference dinner at Ognisko. We are pleased to announce that John Kay will give a pre-dinner talk at the conference venue. John is, among other things, a distinguished academic economist; the founding Director of the Said Business School at Oxford; the founder of the consulting group London Economics; the author of numerous books, most recently “Other People’s Money,’’ on the appropriate role and regulation of the financial sector; and a weekly columnist on economic issues in the Financial Times.

No events are scheduled between lunch and 5.30pm, so as to leave time free for potential collaboration.

Day One: Monday 27 June
Time Activity
8:00-9:00 Registration
9:00-10:00 Financing Durable Assets, Adriano A. Rampini
10:00-10:20 Tea/Coffee
10:20-11:20 Proxy Advisory Firms: The Economics of Selling Information to Voters, Andrey Malenko and Nadya Malenko
11:20-11:40 Tea/Coffee
11:40-12:40 Learning in Crowded Markets, Peter Kondor and Adam Zawadowski
12:40-14:00 Lunch
14:00-17:30 No sessions/potential time for collaboration
17:30-19:00 30 minute talks by participants. 4 sessions running simultaneously
Day Two: Tuesday 28 June
Time Activity
9:00-10:00 Volume, Liquidity and volatility in OTC markets featuring asset heterogeneity, Konstantin Milbradt
10:00-10:20 Tea/Coffee
10:20-11:20 Over-the-Counter Markets with Bargaining Delays, Anton Tsoy
11:20-11:40 Tea/Coffee
11:40-12:40 Liquidity Fluctuations in Over the Counter Markets, Vincent Maurin
12:40-14:00 Lunch
14:00-17:30 No sessions/potential time for collaboration
17:30-19:00 30 minute talks by participants. 4 sessions running simultaneously
Day Three: Wednesday 29 June
Time Session
9:00-10:00 Trading Costs and Informational Efficiency, Eduardo Dávila and Cecilia Parlatore
10:00-10:20 Tea/Coffee
10:20-11:20 A Theory of Repurchase Agreements, Collateral Re-use, and Repo Intermediation, Piero Gottardi, Vincent Maurin and Cyril Monnet
11:20-11:40 Tea/Coffee
11:40-12:40 Optimal margins and equilibrium prices, Bruno Biais, Florian Heider, and Marie Hoerova
12:40-14:00 Lunch
14:00-17:30 No sessions/potential time for collaboration
17:30-18:15 Talk by John Kay
18:15-19:15 Drinks reception, and talk by John Kay
19:30-onwards Conference dinner at Ognisko

Event details

27 June 2016 - 29 June 2016
08:00 - 18:00
Rembrandt Sarova Hotel, Knightsbridge, London , SW7 1AL, UK

Event details

Date: 27 June 2016 - 29 June 2016
Time: 08:00 - 18:00
Venue: Rembrandt Sarova Hotel, Knightsbridge, London , SW7 1AL, UK
Contact: