Purpose – The purpose of this paper is to originate a proactive approach for the quantification and analysis of liquidity risk for trading portfolios that consist of multiple equity assets. Design/methodology/approach – The paper presents a coherent modeling method whereby the holding...

Remarks at the New York Bankers Association Financial Services Forum, New York City.

Introductory Remarks for the Panel Discussion Sponsored by the Heller-Hurwicz Economics Institute and the Economic Club of Minnesota at the University of Minnesota, Minneapolis.

Remarks at the Japan Society, New York City.

Remarks at the Eighth Annual BIS Conference, Basel, Switzerland.

Remarks at the Partnership for New York City Discussion, New York City.

Remarks at the New York Association for Business Economics, New York City.

Remarks at the Third Annual Connecticut Bank and Trust Company Economic Outlook Breakfast, Hartford, Connecticut.

Joint written testimony before the Congressional Oversight Panel, Washington, D.C.

Remarks at the 2013 OTC Derivatives Conference, Paris, France.