Event
Event: 2005 Liquidity Risk Symposium
Date: December 1 - December 1
Time: 9:00 am
Location:
The Reuters Building
3 Times Square
New York, NY
Description:
Fall 2005 Liquidity Risk Symposium
Panels will include:
Episodic Liquidity Crises
presented by
Miguel Lobo of Columbia and Duke, with discussant
Robert Almgren, Bank of America
Market Liquidity & Funding Liquidity
presented by
Lasse Pedersen of NYU, with discussant
David KA Mordecai of Risk Economics Limited, Inc. and LRC Committee Co-Chair
Predatory Trading
presented by
Markus Brunnermeier of Princeton, with discussant
Til Schuermann of the Fed and Columbia
Public Provision of Private Liquidity
presented by
Z. Wang of the Fed, with discussant
Roy Henriksson of APM Capital and LRC Committee Co-Chair
Liquidity risk, a universal and ubiquitous risk, is viewed as the underlying driver of market bubbles and crashes, credit crises and financial contagion. At this event leading researchers in the field will present state of the art research from the emergent literature on liquidity phenomenon and their effects on markets and financial institutions. Senior industry practitioners and regulators will be present to discuss relevant practical applications and implications of these findings. Topics will include: liquidity crises, relationship between access to funding and market liquidity, strategic and predatory trading and its market impact, as well as the role of government agencies in providing a liquidity safety net.
Sponsored by
JPMorgan.
Hosted by
Reuters.
Thursday, December 1, 2005
9:00 Registration
9:45 Morning Sessions
12:00 1:45 Break for Lunch (not provided)
1:45 4:00 Afternoon Sessions
4:00-5:00 Coffee Reception at Reuters