GFRI: Liquidity and Arbitrage Trading Conference

Jeudi 25 Octobre 2012 - 8:00 à 18:15

Geneva Finance Research Institute (


Conference Topics include:

- The connection between funding liquidity, market liquidity and arbitrage trading during the recent financial crisis;
- What is the role of arbitrage trading? Is it stabilizing or de-stabilizing financial markets?
- Which are the causes and consequences of asset prices distortions and of violations of arbitrage relations in currency, interest rate, interbank, credit, commodity and other markets?
- The withdrawal of financing and deleveraging. The role of hedge funds, prime brokers, banks and other financial institutions;
- Risk and return characteristics of arbitrage trading strategies;

The Scientific Committee for the Conference consists of:

- Pierre Collin-Dufresne, Swiss Finance Institute & EPFL Lausanne; - Darrell Duffie, Graduate School of Business, Stanford University;
- Alessandro Fontana, Geneva Finance Research Institute, University of Geneva (Program Coordinator);
- Rajna Gibson, Geneva Finance Research Institute, University of Geneva (Program Chair);
- Francis Longstaff, UCLA Anderson School of Management; - Harald Hau, Geneva Finance Research Institute, University of Geneva;
- Loriana Pelizzon, Ca’ Foscari University of Venice;
- Stephen Schaefer, London Business School;

Programme Information and Registration:


FER (Fédération des Entreprises Romandes)
98, rue de Saint-Jean
1201 Geneva

All financial public
Conditions de participation: 

Inscription obligatoire

© Fondation Genève Place Financière - Tous droits réservés