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Innovations in Liquidity Risk Management

Innovations in Liquidity Risk Management


March 26, 2014


MSCI
7 World Trade Center
250 Greenwich Street
48th Floor
New York, NY 10007


 


The event will feature a panel of Risk Management experts including the Head of Research from MSCI, the Treasurer for Global Wealth Management and Asset Management from Morgan Stanley, and the former Chief Risk Officer from Fortress Investment Group. There will be a presentation on LiquidityMetrics, which is MSCI's first multi-asset class liquidity risk measurement framework. Following the presentation, there will be a panel discussion about the challenges of applying quantitative  models in the real world, including behavioral factors and the volatility of liquidity. The panel will also discuss the latest regulatory developments and lessons learned from the Financial Crisis.


5:30 -  Registration


6:00 – Welcome/Opening remarks


6:15 – Presentation


7:30 – Networking Reception


 


This event has been made possible by the generous support of our sponsor MSCI


 


 

March 26th, 2014 5:30 PM   through   8:00 PM
MSCI
7 World Trade Center
250 Greenwich Street - 48th Floor
New York, NY 10007
United States
New York
Carlo Acerbi, Executive Director - Risk Research, MSCI Group
Ron Papanek, Executive Director - Alternative Investments, MSCI
Hilmar Schaumann, Head of G10 Rates and FX Risk Management, Brevan Howard
Karen Cassidy, Treasurer for Global Wealth Management and Asset Management, Morgan Stanley
Thanks to our sponsors, including:

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