See below for details of an upcoming conference, “Regulating Financial Market Liquidity and Stability,” taking place on Friday, May 14th , 5 pm – 7 pm, at the Irish Institute of Bankers in the IFSC. This is an outreach event intended for a mixed audience of practitioners, regulators and academics. This blog’s noted contributor Karl Whelan will be speaking, along with Roland Meeks of the Bank of England, and Robert Korajczyk of Northwestern University. REGISTRATION: The event is free, but delegates must register by emailing Irene Moore (email@example.com), as soon as possible or by Friday 7th May at the latest.
Regulating Financial Market Liquidity and Stability
An outreach event hosted by the Financial Mathematics and Computation Cluster (FMC2), supported by the Science Foundation of Ireland (SFI) www.fmc-cluster.org
Friday, May 14th 2010, 5 pm – 7 pm, Irish Institute of Bankers, 1 North Wall Quay, Dublin 1
4:45 pm – 5:00 pm Registration
Talks will begin promptly at 5:00 pm
5.00 pm – 5.05 pm Gregory Connor, Conference Chair (NUI Maynooth)
Welcome and Introduction
5:00 pm – 5:25 pm Karl Whelan (University College Dublin)
Containing Systemic Risk
Karl Whelan is Professor of Economics at UCD, a fellow of the Royal Irish Academy, a consultant to the Central Bank of Ireland, and a member of the expert panel of advisors to the European Parliament’s Committee on Economic and Monetary Affairs. Professor Whelan has previously held positions at the Central Bank and Financial Services Authority of Ireland and the Federal Reserve Board of Governors, Washington DC.
5.25 pm – 5.55 pm Roland Meeks (Bank of England)
The Risk Analysis Model for Systemic Institutions (RAMSI)
Roland Meeks is an Economist in the Financial Stability Risk Assessment Division of the Bank of England. His current research areas include credit markets, fixed income yield curve modelling, macro-financial feedbacks, and the Bank of England’s new risk assessment model (RAMSI). Dr. Meeks previously served as an economist at the Federal Reserve Bank of Dallas and as a British Academy Postdoctoral Fellow, Nuffield College, Oxford.
5.55 pm – 6.15 pm Robert Korajczyk (Northwestern University)
Alternative Investments: Their Impact on Market Liquidity and Stability
Robert Korajczyk is the Harry G. Guthmann Professor of Finance and Director of the Zell Center for Risk Research at the Kellogg School of Management, Northwestern University. He is a recipient of the 2009 Crowell Prize for best paper in the field of quantitative asset management; the Alumni Choice Faculty Award 2000; the Core Teaching Award 1998 and 2000; the Sidney J. Levy Teaching Award 1996; the New York Stock Exchange Award for Best Paper on Equity Trading, and the Review of Financial Studies Best Paper Award, 1991.
6.15 pm – 6:30 pm Panel Question and Answer Session (with all three speakers)
6:30 pm Reception and Book Launch
Portfolio Risk Analysis (Gregory Connor, Lisa Goldberg & Robert Korajczyk)