Promote, share and disseminate research in economics and finance

Europlace Institute of Finance

The “Institut Europlace de Finance” (IEF) is a foundation of public utility dedicated to the support of research in finance more specifically focusing on private sector needs. IEF enables the Louis Bachelier Group to support short and medium-term applicable research projects.

 

Board of administration

QUALIFIED INDIVIDUALS

Gilbert CETTE, Deputy General Manager, studies and international relations, Banque de France
Antoine FRACHOT, General Manager Crédit Immobilier de France
Jean-Hervé LORENZI, President, Finance Innovation
Pierre MICHEL, General Manager, Fédération Française des Sociétés d’Assurance (FFSA)
Philippe SETBON, Member of the Strategic Committee of Association Française de la Gestion Financière (AFG)

FOUNDER MEMBERS

HSBC, represented by Jean BEUNARDEAU, General Manager
CRÉDIT AGRICOLE SA, represented by Philippe BRASSAC, General Manager
CAISSE DES DEPOTS, represented by Pierre-René LEMAS, General Manager
PARIS EUROPLACE, represented by Gérard MESTRALLET, President
SOCIÉTÉ GÉNÉRALE, represented by Didier VALET, Director, Banque de Financement et d’Investissement and Banque Gestion d’Actifs et Services aux Investisseurs

MEMBERS BY RIGHT

Université Paris Dauphine, represented by Isabelle HUAULT, President
Conseil Régional d’Ile-de-France, represented by Valérie PECRESSE, President

1 MEMBRE AMI

André LÉVY-LANG, President, Institut Louis Bachelier

Board

Président, Didier VALET, Société Générale
Vice-Président, Laurent BATSCH, Université Paris-Dauphine
Secrétaire, Isabelle LAUDIER, Institut CDC for Research
Trésorier, Treasurer : Benoit HUBAUD, Société Générale

Scientific council

Alain BENSOUSSAN, University of Texas
Pierre-André CHIAPPORI, Columbia University
Christian de BOISSIEU, Panthéon Sorbonne Université Paris 1
François DEGEORGE, Swiss Finance Institute
Bernard DUMAS, INSEAD
Ivar EKELAND, University of British Columbia
Denis GROMB, HEC Paris
Bertrand JACQUILLAT, Associés en Finance
Marco PAGANO, Universita di Salerno
Jean-Charles ROCHET, Zurich University
Jose A. SCHEINKMAN, Princeton University
Bruno SOLNIK, Hong Kong University of Science and Technology (HKUST)

The Europlace Institute of Finance, which since 2005 has been recognized as a Foundation of public utility, aims to implement and develop synergies between research/training in the field of economics and finance and professionals in the financial marketplace. The founders of the Institute are committed to providing the resources for this endeavour within a long-term perspective.

As in previous years, the Foundation is issuing a call for research projects in 2018, addressed to the entire academic community concerned without any restriction in terms of academic disciplines.

In partnership with the Louis Bachelier LABEX, the Foundation intends financing 15 research projects, each of which will receive €10,000 in funding.

The projects funded will cover themes of major interest in the current context, grouped into five axes (see attached Appendix).

Projects should involve at least one researcher affiliated to a French academic institution. Projects involving several teams, especially those with a strong European dimension, will be given special consideration.

In applying, project coordinators commit themselves if selected to developing their project in association with one or more actors in the Paris financial marketplace, through meetings and exchanges with teams. Where appropriate, responses to the call for projects may mention already existing links, which can be further developed within the framework of the project concerned.

The closing date for submission of applications in response to this call for projects is 20 november 2018.

Click here for submitting your research paper

Elyès JOUINI
Scientific director
Europlace Institute of Finance

DIGITAL

  • Validation of models in a digital context
  • Use/impact of alternative data
  • AI methods and alternative data
  • Finance and IT security (cyber risk)
  • Digital-related efficiency gains in financing professions
  • New financing methods (crowd funding, ICO) vs. bank/market financing

REGULATION AND EVALUATION

  • Validation, documentation and robustness of models (especially in a digital context)
  • Justification of statements by experts and modelling of provisions
  • Construction of economic scenarios
  • Evaluation/impact measurement of regulatory and prudential reforms (Basel3, S2, MIFID, PRIIPS. etc.)

MODELLING

  • Role of information, triggering corrections, volatility shocks
  • Cascades and impact of forced sales following a shock (illiquidity, transfers and dynamic buyouts)
  • Bond management
  • ALM, liquidity, CAPM, etc.
  • Abundance of liquidity and the impact on the real economy
  • Household savings, retirement financing and innovation in terms of strategic allocation for long-term investors

EXTRA-FINANCIAL

  • Climate & Green Finance (risks and financing)
  • Extra-financial criteria, innovation and value creation
  • Which methodology for impact measurement?
  • Financing sustainable development

REAL ESTATE AND INFRASTRUCTURE

  • Infrastructure and territories
  • Monetary policy and real estate risk premium
  • Illiquidity and real estate
  • Higher order moments and quantification of extreme risks
  • Behavioural finance applied to real estate
  • Geographical diversification vs. diversification between real estate asset classes

Deadline for submission : october 20, 2017

For further information: info@europlace-finance.com

Three prizes are presented during the Financial Risks International Forum during the Awards Ceremony:

  • Prize for the Best Young Finance Researcher
  • Prize for the Best Paper on Finance
  • Prize for the Best Paper on a topical subject

Prize winners are selected by a panel of judges made up of members of the Scientific Council of the Europlace Institute of Finance (EIF).

Papers eligible must have been written or co-written by researchers and teacher-researchers working in France and published during the year preceding the event in scientific journals belonging to the list specified by the Scientific Council.

These papers must be of major interest to the financial industry in general. The three prizes are awarded in accordance with the criteria of excellence, performance and innovation.

Prize for the Best Young Finance Researcher

2016 : Peter TANKOV (Paris-Diderot University) and Johan HOMBERT (HEC Paris)
2015 : Sophie MOINAS (Toulouse School of Economics)
2014 : Mathieu ROSENBAUM (Ecole Polytechnique and Pierre et Marie Curie University), 
Ex aequo Christophe PERIGNON (HEC Paris) 
2013 : Bruno BOUCHARD (Paris-Dauphine University) and François DERRIEN, (HEC Paris)
2012 : Augustin LANDIER (Toulouse School of Economics) and David THESMAR, (HEC Paris)
2011 : Joël PERESS (INSEAD)
2009 : Thomas MARIOTTI (Toulouse School of Economics)
2008 : Pascal MAENHOUR (INSEAD)
2007 : Nizar TOUZI (Ecole Polytechnique)
2006 : Laurent CALVET (HEC Paris)
2005 : Thierry FOUCAULT (HEC Paris)

Prize for the Best Paper on Finance

2016 : Olivier GUEANT (ENSAE) and Charles-Albert LEHALLE (Capital Fund Management) 
2015 : David THESMAR and Johan HOMBERT (HEC Paris)
2014 : Sébastien POUGET and Sophie MOINAS (Toulouse School of Economics)
2013 : Jean-Paul DECAMPS (Toulouse School of Economics), Stéphane VILLENEUVE (Toulouse School of Economics), Thomas MARIOTTI (Toulouse School of Economics) and Jean-Charles ROCHET (Zurich University)
2012 : Joël PERESS (INSEAD)
2011 : Jean TIROLE (IDEI Toulouse)
2009 : Thierry FOUCAULT (HEC Paris)
2008 : Elyès JOUINI and Clothilde NAPP (Paris-Dauphine University)
2007 : Harald HAU (INSEAD)
2006 : Pascal MAENHOUT (INSEAD)
2005 : Bruno BOUCHARD (Paris-Dauphine University) and Nizar TOUZI (Ecole Polytechnique)

Prize for the Best Paper on a topical subject

2016 : Bruno BIAIS and Sophie MOINAS (Toulouse School of Economics) and Thierry FOUCAULT (HEC Paris) 
2015 : Joël PERESS (INSEAD)
2014 : Pierre HENRY-LABORDERE (Ecole Polytechnique and Société Générale)
2013 : Clothilde NAPP (Paris-Dauphine University)