Invitation to talk: Financial Crises: Lessons Learned and Financial Reform by René M. Stulz

The Financial Mathematics and Computation Research Cluster (FMC2) are pleased to invite you to attend the following topical talk by René Stulz, a member of our Scientific Advisory Board.

Financial Crises: Lessons Learned and Financial Reform
René M. Stulz, Chair of Banking and Monetary Economics, The Ohio State University
http://fisher.osu.edu/fin/faculty/stulz/

Date: Monday 17 November 2014
Venue: Institute of Banking, 1 North Wall Quay, Dublin1 (inside the Citi Building)
Time: 6:00pm – 7:00pm
Refreshments will be served from 5:30pm.

This event is free but for catering purposes please register using this link
or email irene.ward@ucd.ie

René M. Stulz Bio:

René M. Stulz is the Everett D. Reese Chair of Banking and Monetary Economics and the Director of the Dice Center for Research in Financial Economics at The Ohio State University. He has also taught at the Massachusetts Institute of Technology (MIT), the University of Chicago, and the University of Rochester.

René M. Stulz was the editor of the Journal of Finance, the leading academic publication in the field of finance, for twelve years. He is on the editorial board of more than ten academic and practitioner journals. He has published more than sixty papers in finance and economics journals. He is the author of a textbook titled Risk Management and Derivatives, a co-author of the Squam Lake Report: Fixing the Financial System, and has edited several books.

About FMC2:

The Financial Mathematics Computation Cluster (FMC2) is a collaboration between Industry, University College Dublin, Dublin City University, and NUI Maynooth. FMC2 is a Science Foundation Ireland funded Strategic Research Cluster (SRC). The cluster brings together complementary expertise in financial mathematics, financial economics and computer science to create a multi-disciplinary research programme in asset and risk management, areas that are of critical importance to the present and future development of the international financial services sector in Ireland. For further details see http://www.fmc-cluster.org/

FMC Seminar

FMC Seminar: Fear and Loathing in the Housing Market: Evidence from Search Query Data

Speaker: Dr. Stuart A. Gabriel (Professor of Finance at UCLA & FMC2 Collaborator)

Date: Wednesday, March 12th 2014 at 6:00 PM (All are welcome to attend free of charge)

Location: Clarion Hotel, Excise Walk, IFSC , Dublin

For further details and to register please visit the seminar webpage. http://fmc-cluster.org/index.php?option=com_content&view=article&id=224
Refreshments will be available from 5.30pm. For catering purposes please register.

Summary:
In this presentation Professor Gabriel will outline a Big Data approach to determining levels of housing distress. Using Google search data the presentation will document a broad-based and real-time index (the Housing Distress Index (HDI)) of housing distress. The presentation will detail the characteristics of the HDI, how it compares to other indicators of housing distress, and its predictive power in determining the extent of housing distress.


FMC2 SEMINAR ANNOUNCEMENT; MICHAEL BRENNAN (UCLA)

FMC2 SEMINAR ANNOUNCEMENT

Speaker: Dr. Michael Brennan, Emeritus Professor at UCLA & FMC2 Scientific Advisory Board Member.

Title: Malfeasance in Financial Markets

Date: Monday, January 13th 2014 at 6:00 PM (All are welcome to attend)

Location: Institute of Bankers

Directions to IOB may be found here: http://www.iob.ie/?q=Contact

Summary:

In this presentation Professor Brennan will survey recent cases of malfeasance in financial markets, suggest reasons for the apparent increase in instances of malfeasance in recent years and discuss the role of economic theory in creating a climate in which unethical behavior is expected.

Speaker Bio:

Dr. Brennan is the former Irwin and Goldyne Hearsh Professor of Banking and Finance at the University of California, Los Angeles, and Professor of Finance at the London Business School. He is currently Emeritus Professor at UCLA and Distinguished Visiting Professor at the University of Manchester. He was educated at Oxford, Pittsburgh and MIT.  Dr. Brennan’s research interests include asset pricing, corporate finance and market microstructure.

A former President of the American Finance Association, the Society for Financial Studies, and the Western Finance Association, Dr. Brennan has also served as Editor of the Journal of Finance and was the Founding Editor of the Review of Financial Studies. He has also served as a director of the National Bureau of Economic Research.

About FMC2:

The Financial Mathematics Computation Cluster (FMC2) is a collaboration between Industry, University College Dublin, Dublin City University, and NUI Maynooth. FMC2 is a Science Foundation Ireland funded Strategic Research Cluster (SRC). The cluster brings together complementary expertise in financial mathematics, financial economics and computer science to create a multi-disciplinary research programme in asset and risk management, areas that are of critical importance to the present and future development of the international financial services sector in Ireland. For further details see http://www.fmc-cluster.org/

Bank Resolution Mechanisms Conference (recordings of talks, slides, papers now available)

Bank Resolution Mechanisms Conference

23 May 2013, Institute of Bankers, Dublin 1

A joint academic-practitioner conference with the theme Bank Resolution Mechanisms was held in Dublin on Thursday 23 May 2013, organised by the Financial Mathematics and Computation Cluster (FMC2), the Department of Economics, Finance & Accounting at National University of Ireland Maynooth and the UCD School of Business at University College Dublin.

Speakers included:

Ajai Chopra (International Monetary Fund), Patrick Honohan (Governor, Central Bank of Ireland), Zhenyu Wang (University of Indiana), Viral Acharya (New York University)

Talk details including slides, related papers and recordings of the talks can be downloaded from the conference webpage:

http://fmc-cluster.org/index.php?option=com_content&view=article&id=203

Reminder: Finance Conference Announcement

2013 FMC2 Finance Conference
http://www.fmc-cluster.org/

May 1, 2013, Dublin, Ireland

The Financial Mathematics and Computation Cluster (FMC2) is pleased to announce that the 2013 FMC2 Finance Conference will be held in Dublin on May 1, 2013.

Papers will cover the areas of real estate risk, asset pricing, trading and portfolio performance.  The speakers include Andrew Karolyi, Matt Spiegel and René Stulz, The FMC Scientific Advisory Board (see below for membership) will be present at the conference.

TALK SCHEDULE:

08.30 – 8.50 Registration (tea and coffee)

08.50 – 9.00        Douglas Breeden (Duke) Conference Opening

09.00 – 13.00 Talks

09.00 – 09.55      G. Andrew Karolyi (Cornell), The Role of Investability Restrictions on Size, Value, and Momentum in International Stock Returns

09.55 – 10.50      Semyon Malamud (Swiss Finance Institute) Decentralized Exchange

10.50 – 11.10 Break (tea and coffee)

11.10 – 12.05      Matthew Spiegel (Yale) Human Capital and the Structure of the Mutual Fund Industry

12.05 – 13.00      René Stulz (Ohio State) Why did financial institutions sell RMBS at fire sale prices during the financial crisis?

13.00 – 13.05      Michael Brennan (UCLA) Conference Closing

13.05 – 13.30 Lunch and networking

REGISTRATION: Registration for the conference is free.  To book a place at this conference please complete this form

CONFERENCE ORGANISERS: Chair: John Cotter (University College Dublin);

Vice-Chairs: Anthony Brabazon (UCD), Gregory Connor (NUIM), David Edelman (UCD), Paolo Guasoni (DCU), Michael O’ Neill (UCD);

FMC2 Scientific Advisory Board: Douglas Breeden (Duke), Michael Brennan (UCLA), Maureen O’ Hara (Cornell), John McConnell (Purdue), Matthew Spiegel (Yale), René Stulz (Ohio State), Hassan Tehranian (Boston College).

Finance Conference Announcement

2013 FMC2 Finance Conference
http://www.fmc-cluster.org/

May 1, 2013, Dublin, Ireland

The Financial Mathematics and Computation Cluster (FMC2) is pleased to announce that the 2013 FMC2 Finance Conference will be held in Dublin on May 1, 2013.

Papers will cover the areas of real estate risk, asset pricing, trading and portfolio performance.  The speakers include Andrew Karolyi, Matt Spiegel and René Stulz, The FMC Scientific Advisory Board (see below for membership) will be present at the conference.

TALK SCHEDULE:

08.30 – 8.50 Registration (tea and coffee)

08.50 – 9.00 Opening remarks

09.00 – 13.00 Talks

09.00 – 09.55      G. Andrew Karolyi (Cornell), The Role of Investability Restrictions on Size, Value, and Momentum in International Stock Returns

09.55 – 10.50      Semyon Malamud (Swiss Finance Insitute) Decentralized Exchange

10.50 – 11.10 Break (tea and coffee)

11.10 – 12.05      Matthew Spiegel (Yale) Human Capital and the Structure of the Mutual Fund Industry

12.05 – 13.00      René Stulz (Ohio State) Why did financial institutions sell RMBS at fire sale prices during the financial crisis?

13.00 – 14.00 Lunch and networking

REGISTRATION: Registration for the conference is free.  To book a place at this conference please complete this form

CONFERENCE ORGANISERS: Chair: John Cotter (University College Dublin);

Vice-Chairs: Anthony Brabazon (UCD), Gregory Connor (NUIM), David Edelman (UCD), Paolo Guasoni (DCU), Michael O’ Neill (UCD);

FMC2 Scientific Advisory Board: Douglas Breeden (Duke), Michael Brennan (UCLA), Maureen O’ Hara (Cornell), John McConnell (Purdue), Matthew Spiegel (Yale), René Stulz (Ohio State), Hassan Tehranian (Boston College).