1. Indexing, ETFs and Robos - Are Stocks an Endangered Species? -- 2. How Technology is Transforming Liquidity … Provision -- 3. Liquidity – A Fluid Concept from a European View -- 4. What Can Be Done to Drive Mid- and Small-Cap Liquidity …? -- 5. New Approaches for Creating Liquidity -- 6. Fireside Chat: Michael S. Piwowar, U.S. Securities & Exchange Commission. …

regulatory liquidity requirements on bank behavior. A multi-stage decision situation allows for considering the interaction … between credit risk and liquidity risk of banks. This interaction is found to make a risk neutral bank behave as if it were … risk averse in an environment where there is no interbank market and liquidity regulation. Introducing a buoyant interbank …

number of public investors who trade it. Although these results match nicely with common notions of liquidity, one key … element is missing: liquidity also depends on (3) an asset s correlation with other securities. For example, if an illiquid … security is added, the liquidity of the non-market asset is still a decreasing function of volatility and an increasing …