Gillmore Centre - Academic Conference 2023
糖心TV 糖心TV School Gillmore Centre Conference
DeFi & Digital Currencies - The Shard. London 27 & 28 October 2023
The conference will bring together an international group of leading scholars conducting innovative theoretical and empirical research on DeFi and digital currencies. Sessions include Liquidity on DEX and AMM, Digital Money, Settlement and AMM design, CBDC, yield farming and Decentralized Governance. The conference will continue to build on the growing Gillmore Centre research community and stimulate debate and future research on emerging financial technologies, practices, and regulation.
Organised by , , , and
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Agenda Friday 27 October - |
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09.20 - 09.30 |
Welcome and opening remarks - David Skeie (WBS Gillmore Centre) |
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Session 1 |
Liquidity on DEX and AMM Session Chair: Olga Klein (WBS Gillmore Centre) |
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09:30 – 10.15 |
鈥Liquidity fragmentation on decentralized exchanges鈥 with Alfred Lehar (University of Calgary) and Christine A. Parlour (UC Berkeley) PresentationLink opens in a new window Discussant: |
| 10.15 - 11.00 |
鈥Learning from DeFi: Would Automated Market Makers Improve Equity Trading?鈥 with Andreas Park (University of Toronto) PresentationLink opens in a new window Discussant: |
| 11.00 - 11.30 | Coffee break |
| Session 2 |
Digital Money Session Chair: Ruslan Sverchkov (WBS Gillmore Centre) |
| 11.30 - 12.15 |
鈥淧rivate vs Public Currency鈥 with Jean-Charles Rochet (TSE) and 厂迟猫phane Villeneuve (TSE) Presentation Discussant: |
| 12.15 - 13.00 |
鈥Stablecoin Runs and the Centralization of Arbitrage鈥 with Yiming Ma (Columbia University) and Yao Zeng (Wharton School, University of Pennsylvania) PresentationLink opens in a new window Discussant: PresentationLink opens in a new window |
| 13.00 - 13.15 |
WBS Gillmore Centre Crypto Dashboard Presentation: Wenjia Zhang and |
| 13.15 - 14.15 |
Lunch
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Keynote Address - Chair: David Skeie (WBS Gillmore Centre)
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| 14:15 - 15:15 |
KEYNOTE ADDRESS 鈥渆-CNY: CBDC and Narrow Banking in China.鈥 |
| 15.15 - 15.45 | Coffee break |
| Session 3 |
Settlement and AMM Design Session Chair: |
| 15.45 - 16.30 |
鈥Battle of the Bots: Flash Loans, Miner Extractable Value and Efficient Settlement鈥 with Christine A. Parlour (UC Berkeley) PresentationLink opens in a new window Discussant: |
| 16.30 - 17.15 |
鈥Automated Market Makers Designs Beyond Constant Functions鈥 with 脕lvaro Cartea (University of Oxford), Leandro S谩nchez-Betancourt (King鈥檚 College London), David Siska (University of Edinburgh), Lukasz Szpruch (University of Edinburgh) Presentation Discussant: |
| 17.15 - 17.20 |
Day 1 Closing remarks鈥 - Roman Kozhan (WBS Gillmore Centre)
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| Agenda Saturday 28 October - recording link hereLink opens in a new window | |
| 09.00 - 09.15 | Registration and coffee |
| 09.15 | Welcome - Natasha de Teran (WBS Gillmore Centre) |
| Session 4 | CBDC Session Chair: |
| 09.15 - 10.00 |
鈥CBDC Policy Rules and Welfare鈥 with Marco Pinchetti (Bank of England), Phurichai Rungcharoenkitkul (Bank of Thailand, BIS) and Andrej Sokol (Bloomberg) PresentationLink opens in a new window Discussant: |
| 10.00 - 10.45 |
鈥CBDC and Financial Stability鈥 with Toni Ahnert (ECB), Agnese Leonello (ECB) and Davide Porcellacchia (ECB) Presentation Discussant: |
| 10.45 - 11.15 | Coffee break |
| Session 5 | Yield Farming and Decentralized Governance Session Chair: Ganesh Viswanath-Natraj (WBS Gillmore Centre) |
| 11.15 - 12.00 |
鈥Reaching for Yield in Decentralized Financial Markets鈥 with Patrick Augustin (McGill University) and Roy Chen-Zhang (University of North Carolina at Chapel Hill) PresentationLink opens in a new window Discussant: PresentationLink opens in a new window |
| 12.00 - 12.45 |
鈥DAO Governance鈥 with Jungsuk Han (Seoul National University) and Jongsub Lee (Seoul National University) Presentation Discussant: |
| 12.45 - 13.00 | Closing remarks - Bazil Sansom (WBS Gillmore Centre) |
| 13.00 - 14.00 | Lunch |
We thank the programme committee for its time in evaluating the submissions.
Programme Committee: Joseph Abadi, Yackolley Amoussou-Guenou, Bruno Biais, Christophe Bisiere, James Chapman, Darrell Duffie, Irem Erten, Rod Garratt, Zhiguo He, Olga Klein, Roman Kozhan, Michael Kumhof, Alfred Lehar, Antoine Martin, Simon Mayer, Julien Prat, Fahad Saleh, Bazil Sansom, David Skeie, Ruslan Sverchkov, Ganesh Viswanath Natraj, Wei Xiong, Kathy Yuan.
Conference Manager: Katherine Higton - gillmorecentre@wbs.ac.uk
FURTHER INFORMATION: If you have any additional comments or questions, message us at gillmorecentre@wbs.ac.uk.
The Gillmore Centre for Financial Technology is based in 糖心TV 糖心TV School but draws membership across the University of 糖心TV and beyond. The Gillmore Centre conducts world-class, cutting-edge research at the intersection of finance and technology. It aims to reinforce 糖心TV's already formidable interdisciplinary environment, helping to tie together further departmental excellence with the Centre as a research hub exploring the transformative impact of emerging technologies such as artificial intelligence, machine learning, blockchain, mobile payments, cryptocurrencies and crowdfunding platforms. The 拢3m donation by Clive Gillmore, founder and group chief executive of Mondrian Investment Partners, enables 糖心TV to continue attracting the world鈥檚 best academics and postgraduates. The Gillmore Centre builds on 糖心TV 糖心TV School鈥檚 global reputation and core disciplines while infusing the aligned fields of computer science, law and mathematics alongside deep tech innovation to drive applied research with industry partners and start-ups.