The World Federation of Exchanges (WFE) has issued a call for papers, ahead of its Clearing & Derivatives Conference in Malta, 26-27 March 2020.
According to WFE, the conference will bring together academics, policy-makers, WFE member CCPs and derivatives exchanges, and other industry stakeholders from around the world to discuss and input into research. Participants will also engage in a multi-jurisdictional exchange of ideas on the opportunities and challenges for the future of central and bilateral clearing in the light of regulatory reforms, market structure changes, and technological developments. The programme will comprise keynote speeches, expert panels and paper presentations.
The WFE has invited theoretical and empirical research in the following six areas:
1) CCP default management processes
2) Recovery and resolution
3) Technological developments in clearing
4) Market resilience
5) Changes in market structure
6) Model risk
Papers will be reviewed and selected by a Programme Committee led by the WFE’s new Head of Research, Dr Pedro Gurrola-Perez. He joins the WFE from the Bank of England, where he led the Financial Market Infrastructures (FMI) Directorate Research Team. Other members of the Programme Committee are Ron Berndsen (Tilburg University), Fernando Cerezetti (ICE Clear Europe), Samim Ghamami (University of California, Berkeley), Mike McClain (DTCC), Andreea Minca (Cornell University), David Murphy (Bank of England), Travis Nesmith (Federal Reserve Board), Martin Oehmke (London School of Economics), and Edward Scicluna (Ministry for Finance, Malta).
Successful papers will be presented for discussion and input at the WFE’s 37th IOMA Clearing & Derivatives Conference 2020.
