David K.A. Mordecai, President of Risk Economics participated in the International Organization of Financial Engineers (IAFE) Liquidity Risk Committee 2005 Liquidity Risk Symposium, as the discussant of a presentation on Market Liquidity & Funding Liquidity by Lasse Pedersen of New York University. The full day event was sponsored by JP Morgan, and held on December 1, 2005 at Reuters in New York City.
This event drew leading researchers, senior industry practitioners and regulators. Topics presented included liquidity crises, access to funding and market liquidity, strategic and predatory trading and its market impact, as well as the role of government agencies in providing a safety net.
The Liquidity Risk Committee (LRC) attempts to bridge the gap between different concepts of liquidity by organizing and sponsoring forums for discourse among academics, practitioners, and policy makers, and to promote the cultivation and dissemination of applied research relating to all aspects of liquidity risk that affect the stability and function of financial markets and institutions. The LRC is comprised of academics, practitioners, and policymakers involved in researching liquidity risk and its effects on market stability within the context of diverse institutional and industry settings, and in relationship to public policy.
David Mordecai is President and Co-Founder of Risk Economics, a New York City based advisory firm. Risk Economics specializes in the application of computational economics to the proprietary development and scalable implementation of robust modeling and data analytic frameworks for valuation, strategic and systemic risk analysis, and dynamic asset-liability management.
