Organisers: Mathieu Rosenbaum (École Polytechnique), Jean-Pierre Zigrand (London School of Economics), Ásgeir Jónsson (University of Iceland, Central Bank of Iceland), and Jon Þór Sturluson (The Financial Supervisory Authority, Iceland)
The conference studies the operations and workings of modern financial markets and their interactions with, and needs for, financial regulations.
Topics include the market microstructure (including algorithmic and high-frequency trading in fast markets), the effects of this microstructure on liquidity, efficiency and stability and the real-world effects and implementations of financial regulations, including regtech. We aim to achieve this by bringing together practitioners, regulators and academic researchers and create a fertile environment for discussion.
The conference is supported by the Financial Supervisory Authority (FME), Economic and Social Research Council (ESRC) [grant number ES/R009724/1], European Research Council (ERC) [679836 STAQAMOF] and by the project “Digging into High-Frequency Data: Present and Future Risks and Opportunities (Atlantis)” in the framework of the Trans-Atlantic Platform.