Presenting at conferences

We are living in strange times.

Most of the conferences, which used to be a good places to meet with like minded people and listen to interesting talk, are now online. Some of them are starting again to plan some physical presence.

By moving online, we have lost the "meeting people" part of the conferences, but we can still hope to keep the "interesting talk" part. The traveling time to conference is reduced, but content quality should not decrease. The price of the conference is reduced as the local catering (room, food, etc.) has almost disappeared.

But I'm surprised that many conference organizers use the "on-line" excuse to cancel speaker fees. I receive many invitations to the "main" quantitative finance conferences indicating that "speaker budget has been cut due to the pandemic" and that there are only "sponsored" talked at those conferences.

It means that the only speakers they have are biased sponsored speakers and they miss independent views. Sponsored speakers can be good, and many are. But the conferences are missing something, that element of completely out of the box new views, maybe some contrarian opinions, maybe something else!

That is a pity for the quality of the events and their long term relevance.

On my side, I continue to present at many interesting conference, and I continue to use my polite notice to course and conference organizers.

Some of my forthcoming conferences/workshop/trainings:

  • Workshop Benchmarks in transition. CEETA (Warsaw, Poland), 6 September 2021.
  • Interest Rate Modelling in the Multi-curve Framework: Collateral and Regulatory Requirements. LFS Course (on-line), 27-28 September 2020.
  • Workshop Benchmarks in transition. CQF Institute (London, UK), 6-7 October 2021.
  • Benchmarks in transition: hidden convexities. Interest Rate Reform Conference (London, UK), 20-21 October 2021.
  • Workshop LIBOR transition: almost there and so much to do for quants. WBS Interest Rate reform conference (London, UK), 19-21 October 2021.
  • Workshop Multi-curve and collateral framework. CQF Institute (London, UK), 9-10 November 2021.
  • Benchmarks in transition: hidden convexities. The 17th Quantitative Finance Conference (Dubrovnik, Croatia), 17-19 November 2021.

Related blog: polite notice to course and conference organizers

Comments

Post a Comment

Popular posts from this blog

Multi-curve framework book: new edition in progress

Image
Subject: Interest Rate Modelling in the Multi-curve Framework: Foundations, Evolution, and Implementation It has been more than 10 years since I wrote the first edition of the multi-curve framework book. What happened in those 10 years? Why did it take me so long to start a new version? It took me roughly 10 years to write the first edition. The reason it took so long at that time, was that I did not know that I was writing it! I thought I was writing a couple of pages on an obscured and theoretical idea that there was not a `` one curve to rule them all '' but multiple curves. It turned out that it became the actual practice for very clear and important reasons. That was the excuse for the first edition, what is the excuse for the second edition? Since the first edition, many things happen, in particular: March 2015: BCBS - IOSCO: margin requirements for non-centrally cleared derivatives and mandatory variation margin July 2017: The future of LIBOR -- actually it
Read more

Rigged: part 1 - Will there be a part 2?

Image
I have been reading book “Rigged: The Incredible True Story of the Whistleblowers Jailed after Exposing the Rotten Heart of the Financial” (Andy Verity, Flint, June 2023) for some time. It was published several month ago, but I just finished it. To my defence, I have to say that I don’t feel comfortable reading fiction where the “bad guys” are systematically winning by cheating. The book is the story of the miscarriage of justice done in the LIBOR manipulation story. The book content did not surprise me. For anybody having worked on a (swap) trading desk, it is clear that what was described by the accusation was impossible. It is not possible for some middle level trader to create a multi-year, multi-desk, multi-bank international conspiracy over open lines, broker lines, on open offices etc. without all around them, including compliance and senior management to be fully aware of what is going on. Moreover the regulators cannot be ignorant of the situation, except pleading complete in
Read more

A personal statement on the IOSCO Statement on Alternatives to USD Libor

IOSCO has issued a document called “Principles for Financial Benchmarks” in 2013. As such it acted as an (unofficial/unelected) lawmaker. On 3 July 2023, the same IOSCO issued a “ Statement on Alternatives to USD Libor ”. The Statement looks like a tribunal judgement from a trial with no public hearing, no witness, and no defense right from a tribunal with no mandate to judge. And publish on the day before Independence Day! Some personal comments on the document. Transparency The statement indicated “Administrators should consider whether to improve the transparency of their rates". The IOSCO document lack minimum transparency. It does not indicate in any way the “varying degrees of vulnerability of concern“ of the analysed benchmarks. The name of the benchmark are not even indicated. This creates a culpability by association to all non-SOFR benchmarks. The statement refers to a Review of Alternatives to USD Libor ; to my knowledge, the review itself is not available. The st
Read more