THE SIXTH ANNUAL VOLATILITY INSTITUTE CONFERENCE AT NYU STERN SCHOOL OF BUSINESS

The Market Liquidity and Funding Liquidity: Implications for Economic Risk Conference, hosted by the Volatility Institute at NYU Stern School of Business, brought together leading academics and financial practitioners to examine the critical role of liquidity in shaping financial stability. Held on April 25, 2014, in New York City, the conference focused on understanding how market and funding liquidity interact to influence systemic risk and economic outcomes.

The program featured research presentations on key topics such as liquidity risk in stock returns, systemic risk and bank liquidity dynamics, credit market behavior, and the pricing of liquidity in financial instruments. Scholars explored how disruptions in liquidity propagate through financial systems, affecting asset pricing, banking stability, and overall market efficiency.

Keynote and panel discussions extended these insights to real-world applications, including liquidity management in financial markets and the implications for investment strategies and regulatory frameworks. The conference also highlighted the growing importance of data-driven approaches in analyzing liquidity shocks and their broader economic consequences.

By integrating rigorous academic research with practical perspectives, the conference provided a comprehensive view of liquidity as a central driver of financial risk and reinforced the need for robust modeling and policy awareness in navigating complex market environments.

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