UNIVERSITY NEWS

Financial Risk and Australasian Commodity Markets Conferences

The Faculty of Business and Economics invites Macquarie alumni to two upcoming conference for finance professionals.

Financial Risk Day 2018 – Investment and Risk in a Low Interest Rate Environment

Friday 16 March

The Centre for Financial Risk in the Faculty of Business and Economics of Macquarie University is hosting the 8th annual Financial Risk Day at the Swissotel Sydney.

This one-day conference brings together experts from industry, academia and regulatory bodies to discuss topics related to financial risk. This year’s conference will explore the impact of the current low interest rate environment on investment and risk in banking, insurance and superannuation.

The topic will be analysed in depth by renowned experts in the field:

• - Antje Berndt – Head of Finance, Research School of Finance, Actuarial Studies & Statistics, ANU
• - Guy Debelle – Deputy Governor, Reserve Bank of Australia
• - Simon Elimelakh – Head of Investment Risk and Portfolio Analysis, NAB Asset Management
• - Stephen Kirchner – Director, Trade and Investment, U.S. Studies Centre, University of Sydney
• - John Pearce – Chief Investment Officer, UniSuper
• - Alastair Sloan – Former Head of Asset Allocation at Sunsuper
• - Nigel Wilkin-Smith – Director, Portfolio Strategy, Future Fund

The event is intended for banking and financial specialists, risk and compliance managers, actuaries and insurance professionals, fund managers, regulators, policy analysts, academic researchers and consultants.

For more information and to register for the Financial Risk Day 2018 – Investment and Risk in a Low Interest Rate Environment.

2nd Australasian Commodity Markets Conference

22-23 March

Macquarie University’s Centre for Financial Risk will host the 2nd Australasian Commodity Markets Conference on the March 22-23, 2018 at the Macquarie University Sydney CBD campus.

The conference has established itself as the primary forum in the Asia-Pacific for up-to-date research on the economics and finance of commodity markets. This year’s conference will have a special focus on the transition of electricity markets and renewable energy.

Conference participation fees:

• - Academic rate: AA$500 (Standard Rate)
• - Industry rate: A$500 (Full Conference), A$300 (One-Day Registration)
• - Full-time PhD Students: $A250

This registration includes lunch and refreshments, plus a conference dinner on Thursday, March 22.

The Conference Organisers are:

• - Lurion De Mello, Macquarie University (Co-Chair)
• - Stefan Trueck, Macquarie University (Co-Chair)
• - Martina Linnenluecke, Macquarie University
• - Marcel Prokopczuk, Leibniz University of Hannover
• - Pavel Shevchenko, Macquarie University
• - Tom Smith, Macquarie University

Topics

Submissions have been sought from all areas of economics and finance related to commodity markets. Topics will include but are not limited to:

• - Pricing, hedging, and risk analysis of commodity derivatives and derivatives portfolios
• - Renewable energy and the transition of electricity markets
• - Portfolio allocation/optimization including commodities
• - Financialisation of commodity markets
• - LNG, coal and energy markets
• - Econometric/statistical analysis of commodity markets
• - Commodity markets decision making
• - Real option analysis for commodity investments
• - Carbon bubble and stranded assets
• - Financial market analysis (risk factor models etc) for commodity markets
• - Energy pricing issues in Asia and Australia
• - Global and regional trade of commodities
• - Carbon pricing and emissions trading

Further information on the conference, the list of accepted papers, as well as keynote, industry and academic plenary sessions can be found on the 2nd Australasian Commodity Markets Conference website.