22 February 2018 – RiskLab Event: Seminar and drinks/finger food
Time 5:00pm (Pre-drinks and Food), 5:30pm (Seminar will start) Location: Data 61’s Demonstration Lab at 710 Collins Street, a short walk from Southern Cross Station
Seminar Title: Issues in Market Liquidity
Market Liquidity is integral to the smooth functioning of any financial market. This talk outlines how a risk manager assesses liquidity risk, from a number of different contexts, and how the financial industry is responding to the dangers of potential future liquidity disruptions.
Stephens focus is primarily on model risk in a wholesale pricing and quantitative credit/market estimation.