Topic/主题： The Consequences of Basel III Requirements for Liquidity Horizon and It's Implication on Optimal Trading Strategy

Speaker/分享人：Bayarmaa Adiya,PhD Student in World Economics

Host/主持人：赵国钦 财经研究院副院长、副研究员

Time/时 间：2024年07月01日下午2:30-4:30

Language/语言：英语

Venue/地 点：图配楼314

About the workshop：

A 1st year student of the World Economics program Bayarmaa Adiya will share his recent experience of participating in the 17th International Risk Management Conference which took place in Milan, Italy between 24-25th June 2024. His presentation will consist of two parts. In the first part, Adiya will cover the summary of his keynote speech at the conference which discusses the current regulatory market liquidity horizon – a parameter that serves as an integral part of calculating the Expected Shortfall according to Basel III. The second part of the presentation will continue in an informal format where he will speak about his trip to Milan and share his own experience in participating in IRMC. The seminar will conclude with Q&A session.