The aim of the conference is to bring together academics and practitioners to discuss state-of-the-art results in the field of financial market liquidity.
These topics include:
- Market Liquidity and Funding Liquidity;
- Liquidity Aspects of Systemic Risk;
- Game Theoretic Aspects of Liquidity and Financial Risk;
- Global Liquidity (both Public and Private) and Regulations;
- Leverage and Macroeconomic Determinants;
- Market Microstructure with Emphasis on Liquidity;
- Asset Pricing and Management with Illiquid Assets;
- Illiquid Alternative Investments and Asset Innovations.
- Lasse H. Pedersen (Copenhagen Business School and NYU Stern School of Business)
Confirmed invited speakers:
- Carlo Acerbi (MSCI)
- Jonathan A. Batten (Monash University)
- P. Jean-Jacques Herings (Maastricht University)
- Sviatoslav Rosov (CFA Institute)
- Michael Sternberg (Morgan Stanley)
- Niklas Wagner (Passau University)
- Adam Zawadowski (Boston University and Central European University)
Registration fee for EFFAS Member Societies
EUR 100 (or HUF 33000) for registration by 14th October 2015 (the deadline refers to filling in the registration form, payments can arrive by 21st October 2015). The registration fee includes coffee breaks, two lunches, conference accessories, conference booklet.
Conference dinner fee* EUR 50 (or HUF 15000). 19 of November, 19:00-22:00, Hungarian Academy of Sciences at Széchenyi István square (1051 Budapest). Not obligatory, please register by the 14th of October.
To apply, please fill in the registration form by the 14th of October 2015 and remark the name of your Society:
6th Annual Financial Market Liquidity Conference Budapest Registration