Thursday 25 Oct. 2012

GFRI: Liquidity and Arbitrage Trading Conference


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:

Organized by:

Geneva Finance Research Institute (

Access map

FER (Fédération des Entreprises Romandes)

98, rue de Saint-Jean

1201 Geneva