Agenda for the Tenth Public Investors Conference

Registration

Welcome

Opening remarks

On the Reserves to GDP Ratio

Rodrigo Alfaro, International Monetary Fund (IMF) 
Juanita Orozco, Banco de la República de Colombia (BanRep) 
Andrés Murcia, Banco de la República de Colombia (BanRep) 

The Effects of Geopolitical Risk on Sovereign Debt Holders in the Euro Area  [TBC]

Othman Bouabdallah, European Central Bank (ECB) 
Anisa Tiza, European Central Bank (ECB) 
Aurelian Vlad, European Central Bank (ECB) 

Still Safe but Harder to Use: Geoeconomic Fragmentation and the Dollar Safe Asset [TBC]

Yifei Wang, George Mason University

The Different Pathways to a Total Portfolio Approach

Sebastien Betermier, McGill University

A Macro-Regime Approach to the Nelson–Siegel Yield Model

Elisa Baku, World Bank Group 
Eric Bouyé, World Bank Group 
Jérôme Teïletche, World Bank Group 

Pricing the narrative: Scenario synthesis for the short-term rate from SOFR options [TBC]

Isait Coasaca, Banco Central de Reserva del Perú (BCRP) 
Carlos Cano, Banco Central de Reserva del Perú (BCRP) 
Marcelo Martín, Banco Central de la República Argentina (BCRA) 
Matias Vicens, Banco Central de la República Argentina (BCRA) 

A Mapping Technique for Selectivity Theory

Ludwig Chincarini, University of San Francisco
Andrei Bolshakov, Wedge Capital Management
Daniel Jerison, University of San Francisco

The Dollar Markup

Ingomar Krohn, Bank for International Settlements (BIS)
Rainer Haselmann, Goethe University
Philippe Mueller, Warwick Business School
Maik Schmeling, Goethe University 

The US Treasury Biggest Short: Duration in the Shadows

Ljubica Georgievska, New York University (NYU)
Stern Stefano Pegoraro, Mendoza College of Business 
Anthony Saunders, New York University (NYU) Stern 

Registration

Keynote address

Strategic Asset Allocation for International Reserves Using Machine Learning Forecasts

Antonio Francisco de A. da Silva Jr., Banco Central do Brasil (BCB)

Multi-Asset Return Distributions with Heterogeneous Adaptive Agents

Joachim Coche, Bank for International Settlements (BIS) 
Akhil Goyal, WisdomTree Inc. 
Mingxing Gu, Bank for International Settlements (BIS) 
Justin Lyon, Simudyne Ltd. 
Krishnen Vytelingum, Simudyne Ltd. 
Jing Zhao, International Monetary Fund (IMF) 

From Black Box to Explainable Portfolio Optimization: Tracing Allocations to Views and Constraints

Raul Leote de Carvalho, BNP Paribas Asset Management 
Jean Landais, BNP Paribas Asset Management
Romain Perchet, BNP Paribas Asset Management
François Soupé, BNP Paribas Asset Management 

Central Banks and Sustainability – Less Vocal, Just as Focused, More Mature

Ingo Fender, Bank for International Settlements (BIS) 
Mike McMorrow, Bank for International Settlements (BIS) 
Michela Scatigna, Bank for International Settlements (BIS) 

Belief Dispersion, Climate Risks and Returns on Sustainable Investing

Yrjo Koskinen, University of Calgary 
Mohammadhossein Lashkaripour, University of Victoria 

Integrating Nature Aspects to Sovereign Portfolios of Central Bank FX Reserves

David Marczis, Central Bank of Hungary (MNB)
Orsolya Szendrey, University of Debrecen
László Erdey, University of Debrecen 
Peter Bajnai, University of Debrecen 

Closing