WFE's Clearing and Derivatives Conference 2022

Conference dates

27 Apr 2022 - 29 Apr 2022

Location

Valletta, Malta

Description

The World Federation of Exchanges (WFE) is organising its 39th Annual Clearing and Derivatives Conference, hosted by the Malta Stock Exchange, to be held in Valetta, Malta on April 27-29, 2022.
We invite the submission of theoretical, empirical, and policy research papers on issues related to the conference topics. Papers accepted will be considered for a special issue of the Journal of Financial Markets Infrastructures (JFMI).

Academic Keynote Speaker: Paolo Saguato, Assistant Professor of Law, Antonin Scalia Law School, George Mason University.

Aims and topics
The objective of the conference is to bring together academics, practitioners, and policymakers from around the world to share original research and exchange ideas on the opportunities and challenges for the future of central and bilateral clearing. By bringing academia and industry together, in a mutually enriching conversation, the conference aims at stimulating the generation of new ideas and approaches to these topics. The programme will comprise keynote speeches, expert panels, and paper presentations. Accepted papers will be assigned an industry discussant.

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)
• Risk models
• Operational risk
• Impact of innovation and new technologies (e.g., clearing of crypto assets, crypto derivatives, DLT applications)
• Impact of climate change or other topics in sustainable finance linked to CCPs and derivatives.

Paper submissions
Submissions should consist of a full paper sent in PDF format to
research@world-exchanges.org, to be received no later than Monday, December 13, 2021. Papers should be in English and include an abstract. Authors of accepted papers will be notified by January 31, 2022. Final versions of the selected papers are due by March 25, 2022.

Completed papers presented at the conference will also be considered for publication in a special issue of the JFMI according to that journal’s usual procedures (http://www.risk.net/static/risk-journals-submission-guidelines). However, review by the JFMI will be a separate and independent exercise conducted by the JFMI and not the conference organizers. For the avoidance of doubt, having a paper selected for the conference is not a guarantee that it will be published in the JFMI in a special issue or otherwise. The JFMI may also consider for publication papers on the conference themes that are not accepted for presentation at the conference.

Scientific Committee
Colleen Baker (University of Oklahoma)
Ron Berndsen (Tilburg University)
Barbara Casu (Cass Business School)
Fernando Cerezetti (ICE Clear Europe)
Gerardo Ferrara (Bank of England)
Pedro Gurrola-Perez (WFE)
Richard Haynes (CFTC)
David Murphy (London School of Economics)
Travis Nesmith (Federal Reserve Board)
Suzanne Sprague (CME)
Froukelien Wendt (ESMA)
Haoxiang Zhu (MIT)

Practical information
Attendance is by invitation only and typically limited to WFE members, affiliates, long-term partners, academics, and special guests. Academics who wish to receive an invitation should write to research@world-exchanges.org

Additional information on the conference and its programme will be available at the WFE website: https://www.world-exchanges.org/

The 2021 conference program can be found here:
https://wfeccpsderconf.wfecm.com/programme

Queries can be directed to: research@world-exchanges.org