10:45 - 12:15

Stream A: Fixed Income Instruments

Location: School of Management 2400

Papers

Investors in Green Bonds

Presenter: Moqi Groen-Xu (Queen Mary University of London)

Authored by: Moqi Groen-Xu (Queen Mary University of London), Gosia Ryduchowska (BI Norwegian Business School)

Notes on Risk-Neutral Pricing of SLBs and Step-down Structures

Presenter: Ulf Erlandsson (Anthropocene Fixed Income Institute)

Authored by: Ulf Erlandsson (Anthropocene Fixed Income Institute), Stephanie Mielnik (Anthropocene Fixed Income Institute), Josephine Richardson (Anthropocene Fixed Income Institute), Cedric Rimaud (Anthropocene Fixed Income Institute)

The EU Taxonomy and the Syndicated Loan Market

Authored by: Rui Zhong (University of Western Australia), Jing Yu (University of Sydney), Zacharias Sautner (Frankfurt School of Finance & Management), Xiaoyan Zhou (University of Oxford)