21-22/03/2016 - 9th Financial Risks International Forum (France)

The Institut Louis Bachelier, in cooperation with the Fondation du Risque, the Europlace Institute of Finance and the Louis Bachelier “Finance and Sustainable Growth” Laboratory, is pleased to invite you to the:

9th Financial Risks International Forum. In the current context, this year’s forum will focus on “New Challenges Facing the Investment Management Industry”.

The aim of this event is to showcase the very best of international research, selected by our international scientific committee, chaired by Marie BRIÈRE – Amundi, Université Paris-Dauphine and Université Libre de Bruxelles. Panel sessions will be led by industry professionals, with workshops that encourage dialog among researchers and working financial professionals. The scientific committee’s rigorous requirements, combined with the outstanding quality of the papers, ensure an event meets the highest level of international standards.

Our guest speakers for this edition are:
Pierre COLLIN-DUFRESNE, Professor at the Swiss Finance Institute, former professor at Columbia University, NY, also worked at Goldman Sachs, editor of a large number of prestigious financial reviews including the Journal of Finance, Journal of Financial Quantitative Analysis and Review of Financial Studies.
David LAWTON, Director of the Markets Division at the Financial Conduct Authority, UK, member of the board of ESMA and formerly Head of Capital Markets and Governance at Her Majesty’s Treasury.
Richard ROLL, Professor at University of California Los Angeles School of Management, former president of the American Finance Association and associate publisher of 11 financial and economics reviews.

Some topics :
- Fund managers (mutual funds, hedge funds, etc.) and asset owners (pension funds, insurance, sovereign wealth funds, etc.) investor behaviour
- Dynamic portfolio choice, parameter uncertainty, Bayesian techniques, robust portfolio optimization, fund performance, backtest over-fitting
- Socially responsible investment, active ownership, engagement, shareholder activism, corporate governance and firms’ value
- Solvency regulation and insurance, regulation for G-SIFIs asset managers and investment funds, stress testing, funding liquidity risk
- Low interest rates, reaching for yield, bond market organization and liquidity, shadow banking risks in money market funds.

The forum will take place on March, Monday 21 and Tuesday 22, 2016 at the Paris Ile-de-France Regional Chamber of Commerce and Industry / Chambre de Commerce et d’Industrie de Région Paris-Ile-de-France. CCIP, 27 avenue de Friedland, 75008 Paris – FRANCE.

“For applications”