The 34th Australasian Finance and Banking Conference (AFBC) was organised by the Institute of Global Finance and the School of Banking and Finance, UNSW Business School. The Conference was held on virtually on 15-17 of December 2021.
The AFBC is the most significant and prestigious finance conference in the Asia-Pacific region. It brings together the world's foremost leaders of thought from the financial community, providing international academics and industry professionals with the opportunity to meet and share their research and interest in finance-related fields. The Conference Committee would like to invite all academics and practitioners to participate.
Conference speakers
- Allen Berger, University of South Carolina
- Jonathan Kearns, Reserve Bank of Australia
- William Nordhaus, Yale UniversityÌý
- Lubos Pastor, University of Chicago
- Philipp Schnabl, New York University
- Toni Whited, University of MichiganÌý
Prizes
BlackRock Prize
Awarded to the best paper presented on Capital Markets / Funds Management / Mutual Funds
Risk Price Variation: The Missing Half of Empirical Asset Pricing
Andrew Patton, Duke University
Brian Weller, Duke University
Ìý
Bureau van Dijk, a Moody’s Analytics Company Prize
Awarded to the best papers in Banking
Liquidity Regulation and Bank Risk
Foly Ananou, Université de Limoges, LAPEÌý
Amine Tarazi, Université de Limoges, LAPEÌý
John Wilson, University of St Andrews, Centre for Responsible Banking & Finance
Dimitris Chronopoulos, University of St Andrews, Centre for Responsible Banking & Finance
Ìý
Bureau van Dijk, a Moody’s Analytics Company Prize
Awarded to the best paper in Corporate Finance
Is Democracy Good for Corporate Investment?
Qie Yin, Hong Kong Baptist University
Zigan Wang, The University of Hong Kong
Yan Li, The University of Hong Kong
Youan Wang, The University of Hong Kong
Ìý
RoZetta Institute (SIRCA) Research Prize Prize
Awarded for the best paper using data generated by RoZetta
From Rating to Investing: Do Credit Rating Analysts Outperform in Bond Fund Management?
Haoyi Luo, The University of Melbourne Xiaolu Hu, RMIT University
Vivian Zijin Xu, The University of Melbourne
Ìý
Australian Securities Exchange Prize
Awarded to the best paper presented on Derivatives / Quantitative Finance
Accelerated American Option Pricing with Deep Neural Networks
Urban Ulrych, University of Zurich and Swiss Finance Institute
David Anderson, University of Zurich