Event

Event: Liquidity Risk, Systemic Risk, and Market Risk
Date: April 25, 2007
Time:
5:30 Registration
6:00PM Viewing Market Risk as Contingent Liquidity Risk (Presented by Steve Allen)
6:30 Discussion/Q&A
6:45 Systemic vs. Liquidity Risk: Some Thoughts (Presented by Roy Henriksson)
7:15 Discussion/Q&A
7:30PM Reception

Location:
Goldman Sachs
180 Maiden Lane
New York City

Presenters:
Click Panelist's name to view presentation
Roy Henriksson, Advanced Portfolio Management
Steve Allen, New York University

Discussants:
Click Discussant's name to view presentation
Tobias Adrian, New York Federal Reserve Bank
John Breit, Merrill Lynch

Moderator:
David K. A. Mordecai, Risk Economics Ltd

Description:
This event will ask the questions:

*What is systemic risk?

*What is the relationship between liquidity risk and systemic risk?

*What is the relationship between market risk and liquidity risk?

*When and how does volatility increase (decrease) liquidity risk?

*How does liquidity affect volatility?

The attendancewill be challenged with the following two research agendas: