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The Sixth Annual NYU Stern Volatility Institute Conference convened academics, practitioners and regulators to discuss the latest research and ideas on this year’s theme, “Market Liquidity and Funding Liquidity: Implications for Economic Risk.” Hosted by Nobel Laureate Professor Robert Engle, this year’s conference was sponsored by the Alfred P. Sloan Foundation; the Michael Armellino Foundation; BlackRock, Inc.; Deutsche Bank; the Institute of Global Finance, University of New South Wales; and the Society for Finance Econometrics (SoFiE).

Conference highlights included:

• Nobel Laureate Professor Robert Engle, director of Stern’s Volatility Institute, shared an update from V-lab
• Keynote remarks from NYU Stern Professor Lasse Pedersen, who provided an overview on “Market Liquidity and Funding Liquidity”
• Luncheon Speaker Vasant Dhar, professor and co-director of Stern’s Center for Business Analytics, on “The Rise of Machines and Liquidity in Financial Markets”
• Research presentations from leading academics and practitioners from NYU Stern, Banque de France, Ca’ Foscari University of Venice, EDHEC Business School, Goethe Universität Frankfurt, Université catholique de Louvain, University of Chicago, Universidad de Chile and University of Illinois at Chicago
• A panel discussion on the “Liquidity Outlook,” with Professors Joel Hasbrouck and Yakov Amihud of NYU Stern, Robert Almgren of NYU’s Courant Institute of Mathematical Sciences, Richard Ferguson of Deutsche Bank and David Sayles of BlackRock Inc.

Read the full conference program, see additional photos and watch videos from the event on Stern's Volatility Institute website.