Conference dates: 19-21 March 2024
Location: Madrid, Spain
Submission deadline: 2 October 2023
The World Federation of Exchanges is pleased to announce its 40th Annual Clearing and Derivatives Conference, WFEClear, which will be hosted by SIX Exchange Group and Bolsa y Mercados Españoles (BME) in Madrid, Spain, from 19th to 21st March 2024.
We invite the submission of theoretical, empirical, and policy research papers on issues related to the conference topics below. Accepted papers will be presented at the conference and posted as part of the conference proceedings on the Financial Economic Network (SSRN).
Academic Keynote Speakers:
Dr. Carol Alexander, Professor of Finance, University of Sussex
Sir Dermot Turing, Visiting Fellow, Kellogg College, University of Oxford.
Topics:
Topics of interest include, but are not limited to:
- CCP resolution
- Clearing structures and incentives (e.g., auction design, corporate governance, client clearing, non-default losses (NDLs), impact of clearing regulations)
- Market resilience (e.g., clearing networks, liquidity contagion, cyber threats, collateral flows)
- New clearing models
- Risk models
- Operational risk (e.g., third party risk management, transitioning to the cloud)
- Impact of innovation and new technologies (e.g., clearing of crypto assets, crypto derivatives, DLT applications)
Scientific Committee:
- Barbara Casu (Bayes Business School)
- Jorge Cruz Lopez (University of Western Ontario)
- Gerardo Ferrara (Bank of England)
- Richard Haynes (CFTC)
- Stanislav Ivanov (ICE)
- Albert Menkveld (Vrije Universiteit Amsterdam)
- David Murphy (London School of Economics)
- Travis Nesmith (Federal Reserve Board)
- Dmitrij Senko (Eurex)
- Guillaume Vuillemey (HEC Paris)
- Froukelien Wendt (ESMA)
Submissions should consist of a full paper sent in PDF format to [email protected], to be received no later than Monday, 2ndOctober 2023.
Information about the conference can be found at https://wfeclear2024.wfecm.com/