NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Liquidity Mismatch Measurement

Markus Brunnermeier, Gary Gorton, Arvind Krishnamurthy

Chapter in NBER book Risk Topography: Systemic Risk and Macro Modeling (2014), Markus K. Brunnermeier and Arvind Krishnamurthy, editors (p. 99 - 112)
Conference held April 28, 2011
Published in August 2014 by University of Chicago Press
© 2014 by the National Bureau of Economic Research

---- Acknowledgements -----

We acknowledge financial support from the Sloan Foundation, Princeton University's Julis-Rabinowitz Center and Northwestern University's Zell Center.

2010-2013/01

As a guiding principle I follow the NBER Research Disclosure Policy: http://www.nber.org/researchdisclosurepolicy.html

To date, no single relationship (other than my salary form Princeton University) has accounted for more than 10 percent of my aggregate annual income in that year.

Significant Remunerated Activities:

Speaking engagements and lectures

Trento Economic Festival, 2013

Stifterverband der Deutschen Wirtschaft, 2012

Ambrosetti – The European House, 2011

Center for Investor Education, 2011

Wim Duisenberg School of Finance, 2010

Handelsbanken, 2010

Deutsche Bank, 2010

FEBRABAN, Brazil, 2009

Central banks

ECB, ESRB, Bank of England, National Bank of Austria, Swiss National Bank, Bank of Japan, Federal Reserve, New York Fed, Bank of Canada, Bank of Chile, Bank of Korea

International financial institution

IMF

Academic Organizations

Swiss Finance Institute, Research Council, 2012-

No expert testimony for law suits or paid consulting work for private cooperation to date.

Research Grants:

Sloan Foundation 2011-12

Guggenheim Fellowship, 2010-11

University of Chicago, T.W. Schultz Prize and Lecture, 2010

INQUIRE Europe, Research Grant

Visiting Scholar and Other:

Milton Friedman Institute, visiting scholar 2011

American Economic Review, Journal of Finance, Associated Editorship

Significant Non-Compensated Activities:

American Finance Association: Director

Financial Advisory Roundtable and Monetary Policy Panel, Federal Reserve Bank of New York, 2006 – present

INET Advisory Board Member, 2009 – present

2010-2013/01

---- Disclosure of Financial Relationships for Markus Brunnermeier -----

We acknowledge financial support from the Sloan Foundation, Princeton University's Julis-Rabinowitz Center and Northwestern University's Zell Center.

2010-2013/01

As a guiding principle I follow the NBER Research Disclosure Policy: http://www.nber.org/researchdisclosurepolicy.html

To date, no single relationship (other than my salary form Princeton University) has accounted for more than 10 percent of my aggregate annual income in that year.

Significant Remunerated Activities:

Speaking engagements and lectures

Trento Economic Festival, 2013

Stifterverband der Deutschen Wirtschaft, 2012

Ambrosetti – The European House, 2011

Center for Investor Education, 2011

Wim Duisenberg School of Finance, 2010

Handelsbanken, 2010

Deutsche Bank, 2010

FEBRABAN, Brazil, 2009

Central banks

ECB, ESRB, Bank of England, National Bank of Austria, Swiss National Bank, Bank of Japan, Federal Reserve, New York Fed, Bank of Canada, Bank of Chile, Bank of Korea

International financial institution

IMF

Academic Organizations

Swiss Finance Institute, Research Council, 2012-

No expert testimony for law suits or paid consulting work for private cooperation to date.

Research Grants:

Sloan Foundation 2011-12

Guggenheim Fellowship, 2010-11

University of Chicago, T.W. Schultz Prize and Lecture, 2010

INQUIRE Europe, Research Grant

Visiting Scholar and Other:

Milton Friedman Institute, visiting scholar 2011

American Economic Review, Journal of Finance, Associated Editorship

Significant Non-Compensated Activities:

American Finance Association: Director

Financial Advisory Roundtable and Monetary Policy Panel, Federal Reserve Bank of New York, 2006 – present

INET Advisory Board Member, 2009 – present

2010-2013/01

---- Disclosure of Financial Relationships for Arvind Krishnamurthy -----

I am doing a research project on the effect of central bank liquidity facilities. The project is being funded by Goldman Sachs.

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