16th Central Bank Conference on the Microstructure of Financial Markets

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CfP Deadline Date:
May 15, 2021

Conference Event:
October 7-8, 2021

Event Location:
Zurich, Switzerland

Keynote speaker(s):

  • Thierry Foucault (HEC Paris)
  • Robert Almgren (Quantitative Brokers)

Swiss National Bank

The Swiss National Bank will host the 16th Central Bank Conference on the Microstructure of Financial Markets on October 7-8, 2021. This central bank workshop invites researchers, policy-makers and practitioners to discuss theoretical work, empirical findings and policy implications related to the microstructure of financial markets.Financial market microstructure may influence, and be affected by central banks’ policies. Papers addressing the interaction between policy design and financial markets would be of particular interest. Studies in all areas of market microstructure are welcome and the following non-exhaustive list of topics provides some guidelines for specific areas of interest

  • Price discovery and market impact in fragmented markets
  • The impact of the Covid-19 pandemic on market microstructure
  • Impact of non-standard monetary policy measures on market microstructurei
  • Liquidity provision and flash events
  • Information disclosure and market liquidity
  • The functioning of OTC markets
  • Central counterparty clearing and financial stability
  • The impact of prudential regulation on market liquidity
  • Machine learning and microstructure analysis
  • The impact of Fintech on market microstructure

Further Information:

Drafts of completed papers should be submitted in PDF format by May 15, 2021 to microstructure@snb.ch. Authors will be notified by July 2, 2021. The program and other information about the conference will be posted on the SNB’s website. Questions can be directed to microstructure@snb.ch. We monitor the evolution of the pandemic closely and will choose the format of the conference accordingly. There will be a possibility for remote attendance if participants are unable to travel. Updates will be posted on the conference website.

Link CfP & Conference:
16th Central Bank Conference on the Microstructure of Financial Markets