Events



17th to 20th December 2017
8th Emerging Market Finance Conference, 2017  New

5th December 2017
Watching the Insolvency and Bankruptcy Code work by Bhargavi Zaveri

Presented at Law Economic Policy Conference 2017,
organised by NIPFP and INET in New Delhi

3nd November 2017
IGIDR Roundtable on Enabling institutional architecture for payments rector reforms

Organised at the Drawing Hall, Grand Hyatt, Mumbai.

2nd November 2017
IGIDR Roundtable on Land and access to finance

Organised at the Seanza Conference Hall, Indira Gandhi Institute of Development Research, Mumbai.

27th October 2017
Watching India's insolvency reforms: a new dataset of insolvency cases by Gausia Shaikh

Presented at UNCITRAL Asia Pacific Day 2017 Symposium, Insolvency Resolution and Cross Border Insolvency,
organised by National Law University, Delhi in New Delhi

11th October 2017
IGIDR-NSE workshop on financial markets research, 2017

Organised at the Seanza Conference Hall, Indira Gandhi Institute of Development Research, Mumbai.

1st to 3rd September 2017
Field workshop on mathematics and economics, 2017

Organised at the Seanza Conference Hall, Indira Gandhi Institute of Development Research, Mumbai.

24th June 2017
Field workshop on firm financing research, 2017

Organised at the Seanza Conference Hall, Indira Gandhi Institute of Development Research, Mumbai.

20th June 2017
IGIDR-MCX workshop on institutional participation in commodity derivatives markets, 2017

Organised at the Seanza Conference Hall, Indira Gandhi Institute of Development Research, Mumbai.

14th June 2017
IGIDR-Paypal roundtable on competition in the payments industry

Organised at the Salon Pompadour, Sofitel, Mumbai.

1st April 2017
Field workshop on household finance research, 2017

Organised at the Seanza Conference Hall, Indira Gandhi Institute of Development Research, Mumbai.

25th March 2017
Indian bankruptcy reform by Anjali Sharma

Processes under India's new bankruptcy law by Renuka Sane

Presented at workshop on The Insolvency and Bankruptcy Code, 2016 organised by Gujarat National Law University in Gandhinagar

27th November 2016
State vs. Market by Rajeswari Sengupta

Presented at seminar organised by Centre for Civil Society in Mumbai

13th-17th December, 2016
Seventh Emerging Markets Finance Conference, 2016

An international research conference, organised by IGIDR in collaboration with Vanderbilt Law School, sponsored by MCX, NESL, NSE, NSDL, PayPal, PhilipCapital and CFA Institute.

October - November, 2016
India's Corporate Insolvency and Bankruptcy Reform by Pratik Datta, Rajeswari Sengupta

Presented at IIM , Calcutta (6th October), NLU, Delhi (8th November), TERI University, Delhi (9th November)

5th October 2016
IGIDR-Paypal roundtable on Harnessing FinTech potential for India

Organised at the Mahogany, Grand Hyatt, Mumbai.

5th October 2016
IGIDR-PCI dialogue on Jumpstarting Digital Payments

Organised at the Mahogany, Grand Hyatt, Mumbai.

17th September, 2016
State of the Indian Economy by Rajeswari Sengupta (10-minute-video), and Roadmap for financial sector reform by Bhargavi Zaveri (10-minute-video)

Presented at the India, a strong performer in a turbulent world? conference, organised by Almus Risk Consulting

1st September, 2016
Algorithmic trading in India: Concerns, Research and Regulation by Nidhi Aggarwal and Susan Thomas

Presented at the India FIX Conference ITC Grand Central, Mumbai

5th August 2016
IGIDR Conference on GDP Measurement Issues

Organised at the Seanza Conference Hall, Indira Gandhi Institute of Development Research, Mumbai.

29th July, 2016
IGIDR-IFF roundtable on personal insolvency in the Indian Bankruptcy Code, 2016

Organised at the Deck Suite Habitat World, India Habitat Centre, Lodhi Road New Delhi.

29th June, 2016
How finance looks different in emerging markets by Susan Thomas

Presented in a Special session titled ``Emerging Markets: Prospects and Challenges'' at the European Financial Management Association 2016 Annual Meetings, organised by the University of Basel, Basel

20th May, 2016
The causal impact of algorithmic trading on market quality by Nidhi Aggarwal, Liquidity provision in a high frequency environment by Chirag Anand

Presented at R/Finance 2016 at UIC, IL, USA

14th May, 2016

Indian bankruptcy reform by Anjali Sharma, The Insolvency and Bankruptcy Code, 2016 by Richa Roy, and Cross Border Insolvency and the Indian Bankruptcy Code by Aparna Ravi

Presented at the seminar on Bankruptcy Laws and Cross-Border Insolvency in India - The Way Ahead, organized by Centre for transnational commercial law, National Law University, Delhi

18th March, 2016
A new corporate bankruptcy law for India by Susan Thomas

Presented at the the 6th Annual CFO 100 Conference and Felicitation Ceremony, at ITC Maratha, Santa Cruz

5th March, 2016
IGIDR Conference on Bankruptcy laws and outcomes in India

Organised at the Seanza Conference Hall, Indira Gandhi Institute of Development Research, Mumbai.

3rd March, 2016
IGIDR-NCDEX roundtable on Building national agricultural markets: Issues and challenges

Organised at the Marigold Hall, IHC, Delhi.

17th-19th December, 2015
Sixth Emerging Markets Finance Conference, 2015

An international research conference, organised by IGIDR, sponsored by BSE, CFA Institute, Goldman Sachs, NSDL, NSE, PayPal and PhilipCapital.

17th November, 2015
Indian bankruptcy reforms by Susan Thomas

Presented at the IDFC Institute, BKC, Bandra

30th October, 2015
Where does the Rupee stand as a global currency? by Anjali Sharma, Macro Pre-conditions for Rupee Internationalisation by Rajeswari Sengupta

Presented at the Internationalisation of the rupee conference, organised by Almus Risk Consulting

13th October, 2015
IGIDR-NCDEX Roundtable on Commodity price risk hedging: Role of banks

Organised at the Konkan, Taj Lands End, Bandra, Mumbai.

3rd September, 2015
IGIDR Roundtable on Regulation of algorithmic trading

Organised at the Sofitel, BKC, Mumbai.

31st July - 1stAugust, 2015
The 1st Bankruptcy Law Reforms Committee Conference

Organised at the India International Centre, Delhi

29th May, 2015
The informational role of algorithmic traders in the option market by Rohini Grover

Presented at R/Finance 2015 at UIC, IL, USA

15th May, 2015
DEA-IGIDR Roundtable on Elements of a sound bankruptcy process

Organised at the Mumbai Cricket Association, BKC, Mumbai

23rd March, 2015
ICSI-IGIDR Roundtable on Elements of a sound bankruptcy process

Organised at the Sofitel, BKC, Mumbai.

24th February, 2015
A workshop on Pensions policy in India.

Organised at National Institute of Public Finance and Policy, Satsang Vihar, New Delhi.


18th-20st December, 2014
Fifth Emerging Markets Finance Conference, 2014

An international research conference, organised by IGIDR, sponsored by BSE, BAML, Goldman Sachs and NSE.

8th-11th December, 2014
Do regulatory hurdles work on algorithmic trading? by Nidhi Aggarwal.

Poster session at theMarket microstructure: confronting many viewpoints conference, organised by Institute Louis Bachelier, Paris

4th December, 2014
The causal impact of algorithmic trading on market quality by Susan Thomas.

Presented at the 1st Conference on Recent Developments in Financial Econometrics and Applications organised by Deakin University, Geelong

28th August, 2014
The 1st ICSI-IGIDR Roundtable on Recovery and Resolution mechanisms for Corporate Debt.

Organised at the Grand Hyatt, Santacruz, Mumbai.

8th August, 2014
The imprecision of volatility indexes by Rohini Grover.

Presented at 2014 Conference on High Frequency Data and Derivative Markets by AUT, Auckland, New Zealand.

5th August, 2014
Do regulatory hurdles on algorithmic trading work? by Nidhi Aggarwal.

Presented at NSE-NYU Indian Financial Markets Conference 2014, Mumbai, India

25th July, 2014
Big data in finance by Chirag Anand.

Presented at The Fifth Elephant 2014 at Bangalore, India

17th May, 2014
The imprecision of volatility indexes by Rohini Grover.

Presented at R/Finance 2014 at UIC, Illinois

17th May, 2014
Eventstudies : An R package for conducting event studies by Chirag Anand.

Presented at R/Finance 2014 at UIC, Illinois

4th April, 2014
The 5th DEA-ICSI-IGIDR Roundtable on Implementing the IFC: Consumer Protection

Organised at the Boardroom of the BSE, South Bombay

8th March, 2014
Market quality in the time of algorithmic trading by Susan Thomas.

Presented at the NSE Seminar Series, Bombay organised at NSE, Bombay

22nd February, 2014
The 4th DEA-ICSI-IGIDR Roundtable on Implementing the IFC: Prudential Regulation

Organised at the Boardroom of the BSE, South Bombay

27th January, 2014
Market quality in the time of algorithmic trading by Susan Thomas.

Presented at SEBI's 1st International Research Conference on HFT, Algo trading and Co-location, organised by SEBI, Bombay

17th January, 2014
The 3rd DEA-ICSI-IGIDR Roundtable on Implementing the IFC: regulatory governance of the judicial function.

Organised at the Boardroom of the BSE, South Bombay

20th-21st December, 2013
Fourth Emerging Markets Finance Conference, 2013

An international research conference, organised by IGIDR, sponsored by BSE, Deutsche Bank, Dun & Bradstreet, ICSI and NSE.

14th December, 2013
The 2nd DEA-ICSI-IGIDR Roundtable on Implementing the IFC: regulatory governance of the legislative function.

Organised at the Grand Hyatt, BKC, Bombay

23rd October, 2013
The 1st DEA-ICSI-IGIDR Roundtable on Implementing the IFC

Organised at the Grand Hyatt, BKC, Bombay

25th October, 2013
The real cost of credit constraints: Evidence from micro-finance by Susan Thomas.

Presented at the 8th Annual conference on empirical legal studies , organised by the University of Pennsylvania Law School, Philadelphia.

20th April, 2013
Consumer Protection in the Indian Financial Code by Susan Thomas.

Presented at the DEA-ICSI Conference on the FSLRC , Hyderabad.

25th March, 2013
A poster session on Measuring and analysing asymmetry of liquidity by Susan Thomas.

Presented at the 6th Financial Risks International Forum on Liquidity Risk, organised by Institut Louis Bachelier, Paris.

17th-18th December, 2012
Third Emerging Markets Finance Conference, 2012
An international research conference, organised by IGIDR, sponsored by Bank of America Merill Lynch, BSE, British High Commission, NSE
.

10th December, 2012
Roundtable on Systemic risk measurement.

Organised at Westin, Bombay

27th-28th November, 2012
India's path to regulating market conduct by Susan Thomas.

Presented at the FSA Annual International Seminar, held in London, hosted by the FSA, London.

15th-16th October, 2012
When do stock futures dominate price discovery? by Nidhi Aggarwal and Susan Thomas.

Presented at the International conference on Futures and Derivatives Markets, held in Beijing, China.

28th September, 2012
Field workshop on financial intermediaries and intermediation.

Organised at IGIDR, Bombay

31st August-1st September, 2012
The role of advisors in financial distribution by Renka Sane and Susan Thomas.

Presented at the Second IFMR Financial Systems Design Conferences 2012, held in Chennai, hosted by the IFMR Trust.

23rd-24th August, 2012
Measuring and analysing the asymmetry of liquidity by Rajat Tayal and Susan Thomas.

Presented at the Eighth conference of the Asia-Pacific Association of Derivative, held in Busan, S. Korea, hosted by the Korea Derivatives Association.

9th-11th August, 2012
R6: Financial Data Analysis using R: Time Series Analysis

The workshop has a two-day program along with an optional first session of a one-day introduction to R. R is the remarkable platform for data analysis and computation, that is increasingly used in financial firms over the wold. This roundtable is focussed on using time series analysis tools in R to model and forecast financial market volatility.

3rd August, 2012
Field workshop on corporate finance.

Organised at IGIDR, Bombay

4th July, 2012
Roundtable on Currency risk management using derivatives markets

Organised at Taj Lands End, Bombay

3rd July, 2012
Roundtable on Next generation Clearing & Settlement Systems for India

Organised at ITC Grand Maratha, Bombay

20th June, 2012
Clearing and settlement in India: review and current issues, by Rajat Tayal.

At the technical Roundtable on Clearing and Settlement systems in India at The Westin, Goregaon East, Bombay

19th June, 2012
The corporate bond market -- the big picture, by Susan Thomas.

At the roundtable Corporate bond market -- development needs jointly organised with Dun and Bradstreet as well as Deutsche Bank, at the ITC Grand, Parel, Bombay

30th-31st May, 2012
What should regulation do in the field of micro-finance?, by Susan Thomas.

At the conference on Comparing Indian and U.S. Corporate Governance, Financial Regulation and Intellectual Property Rights, jointly organised by the Bharti Institute of Public Policy at ISB, NALSAR, Hyderabad and Vanderbilt Law School

17th-18th February, 2012
R5: Financial Data Analysis using R: Panel Data Analysis

The workshop has a main two-day program along with an optional first session of a one-day introduction to R.

The focus of the workshop will be on using tools in R to analyse panel data. The data used are financial ratios for Indian firms, which will be analysed to develop models to predict the probability of default or credit rating changes of the firm.

7th February, 2012
Roundtable on micro-finance regulation: New thinking on micro-finance

Organised at IHC, New Delhi

10th January, 2012
Presentation by Renuka Sane.

At the National Seminar on Microfinance and women's empowerment in India, organised by the Naba Ballygunge Mahavidyalaya, in collaboration with the Global Institute of Management, Kolkata, and Basundhara Institute of Social Welfare and Awareness (BISWA).

20th-21st December, 2011
Second Emerging Markets Finance Conference, 2011

An international research conference, organised by IGIDR, sponsored by Bank of America Merill Lynch, BSE, British High Commission, NSE, Nomura Securities.

14th-16th December, 2011
Liquidity considerations in volatility estimation by Rohini Grover and Susan Thomas, and When do stock futures dominate price discovery? by Nidhi Aggarwal and Susan Thomas.

At the 24th Australasian Finance and Banking conference held in Sydney, Australia.

13th October, 2011
Roundtable on Financial Products and Services Advisory and Distribution Regulation.

Organised at the Grand Hyatt, BKC, Bombay

25th-26th August, 2011
Liquidity considerations in implied volatility estimation

A presentation by Rohini Grover and Susan Thomas, at the Seventh conference of the Asia-Pacific Association of Derivative, held in Busan, S. Korea, hosted by the Korea Derivatives Association.

23rd August, 2011
QFI route to foreign retail investment into Indian MFs: Issues, by Susan Thomas.

Roundtable on Issues in the QFI route for retail foreign investment into Indian mutual funds, organised jointly with Deustche Bank at the Four Seasons hotel, Worli, Bombay

16th August, 2011
Roundtable on Micro-finance regulations: next steps in policy

Organised at the India Habitat Center, Delhi

14th-16th July, 2011
R4: Financial Data Analysis using R: Time Series Analysis

The workshop had a main two-day program along with an optional first session of a one-day introduction to R. R is the remarkable platform for data analysis and computation. This roundtable focussed on using time series analysis tools in R to model and predict financial market volatility.

21st June, 2011
Impact of SLBM on equity market outcomes by Rohini Grover.

At the Roundtable on Securities Lending and Borrowing Mechanism in India, organised jointly with Deutsche Bank at the Four Seasons hotel, Worli

26th and 28th April, 2011
Presentation on Copulas

A few lectures on copulas by Valentyn Panchenko, School of Economics, Australian School of Business, University of New South Wales.
Location: Seminar Room 2, IGIDR.

26 April
  5:30 -- 6:00pm    Coffee and snacks
  6:00 -- 9:00pmLecture 1
  7:30 -- 7:45pmCoffee break
28 April
  5:30 -- 6:00pmCoffee and snacks
  6:00 -- 9:00pmLecture 2
  7:30 -- 7:45pmCoffee break

(Presentations available on request)

9th April, 2011
R3: An overview of R and Lattice in R

A two-hour session with Deepayan Sarkar, ISI-Delhi with a first talk on An overview of R followed by a session on An introduction to Lattice held at IGIDR, 3-5pm. R is the remarkable platform for data analysis and computation.

24th-26th March, 2011
R2: Financial Data Analytics using R: Portfolio optimisation

A workshop with an introduction to R followed by a session on portfolio optimisation held at IGIDR organised with Mahendra Mehta of Neural Risk Consulting Pvt. Ltd and Yohan Chalabi, ETH, Zurich. R is the remarkable platform for data analysis and computation.

28th March, 2011
The role of government in India's micro-finance industry

Presentation made at:

18th February, 2011
Roundtable on Indian Household datasets

Conducted at IGIDR where the agenda focussed on NSSO, NCAER, CMIE Consumer Pyramids and the IFMR-CMF datasets.

13th January, 2011
MFI regulation -- fostering growth, strengthening supervision

A presentation by Renuka Sane and Susan Thomas, at the conference on Microfinance: Translating research into practice, held at the College of Agricultural Banking -- Reserve Bank of India, in Pune, which was cohosted with the Center for Micro Finance, IFMR, Chennai.

15th-16th December, 2010
First Emerging Markets Finance 2010

An international research conference, organised by IGIDR, sponsored by Benchmark AMC, BSE, British High Commission, NSE, Nomura Securities.

11th November, 2010

Implications of the "Flash Crash" for Indian securities regulation by Susan Thomas.

Presented at the roundtable on What India should learn from the US 6 May 2010 flash crash organised by SEBI, Bombay.

The deliberations of this roundtable were referred to in the Economic Times, 4 Feb 2011.

12th-13th November, 2010
R1: R/Rmetrics workshop

Flyer for the workshop held at IGIDR, taught by Diethelm Wurtz, ETH, Zurich, and organised with Mahendra Mehta of Neural Risk Consulting Pvt. Ltd. R is the remarkable platform for data analysis and computation.

29th October, 2010
The mutual fund industry in India: where to next?

A talk, by Susan Thomas for the session on The changing dynamics of fund distribution -- the boundaries of financial reform held at Taj Gateway room, Bombay.

(This was part of a workshop ``Capital Markets -- making capital work for India's development needs'' conducted jointly with the British Deputy High Commission, Mumbai, the City of London and International Center for Financial Regulation.)

16th October, 2010

Extreme Value Theory and how we can use it for financial risk managementby Mandira Sarma from the Centre for International Trade and Development, JNU

Presented at IGIDR, Bombay.

13th October, 2010
Innovations in Indian finance by Susan Thomas

Presented at the Indian Securities Forum 2010 at Four Seasons, Worli, Bombay

14th September, 2010
Investor naivete in financial markets by Avanidhar Subrahmanyam

Presented at IGIDR, Bombay.

30th December, 2009
Mini-course on credit risk

Mini-course on credit risk, by Viral Acharya, Stern School of Business, New York University at IGIDR, with the following course structure:

  1. Prerequisites: option pricing
  2. Introduction
  3. Structural Models - I
  4. Structural Models - II
  5. Liquidity risk of corporate bonds
  6. Reduced form models: Preliminaries
  7. Single name credit derivatives
  8. Litterman and Iben model
  9. Other reduced form models
  10. Correlation products
  11. The copula approach to valuing correlation products
  12. Correlation modelling
  13. The Merton approach to correlation products
  14. Control variate technique for structured credit index products

All the files in one .zip file.