Advancing the Field of Quantitative Finance
formerly the IAFE

Event: IAFE Liquidity Risk Committee Event: Multi-Agent Models and Network Externalities
Date: June 10, 2010
Time: 5:30pm Registration, 6:00pm - Panel Discussion, 7:30pm - Reception


300 Madison Avenue
New York



The IAFE Liquidity Risk Committee is pleased to invite you to

Multi-Agent Models and Network Externalities: The Interconnectedness Underlying Systemic Risks and Episodic Liquidity

5:30 - Registration
6:00 - Panel Discussion
7:30 - Reception


A Panel Discussion

A discussion of multi-agent approaches to modeling financial networks addressing a range of applications to crashes and panics, episodic liquidity and contagion effects, and the various interdependencies resulting from capital flows across firms and markets



Alan King

IBM Thomas J Watson Research Center

Duncan Watts

Yahoo Inc.

Adjunct Senior Research Fellow, Columbia University


Session Chair:

David K. A. Mordecai
Risk Economics Limited Inc. and Compass Lexecon

Co-Chair of the IAFE Liquidity Risk Committee

Hosted by:


IAFE Members please Login to Register

Non-members Click here to register