Austin / Paris / Washington / DC / Washington / D.C. / /
Company
Palm Inc. / Mitsui / UBS / The Bear Stearns Companies Inc. / Jet Blue / MBIA Inc. / Ambac Financial Group Inc. / Thomson Reuters / Goldman Sachs / FDIC/JFSR Annual Bank Research / Merrill Lynch / Bristol-Meyers Squibb / Wilson / Lehman Brothers Holdings / Economics Discussion Series / Financial Guaranty Insurance Company / Lehman Brothers / Bloomberg / Financial Industry Regulatory Authority / Tucson Electric Power Co. / Fitch Ratings / Citigroup / /
Country
United States / /
Currency
ARS / USD / / /
Event
Debt Financing / /
Facility
George Washington University / Hong Kong University / Port Authority / /
IndustryTerm
bank run-type disruptions / troubled bond insurers / banking / /
Organization
Yale / Securities Industry and Financial Markets Association / Municipal Securities Rule-making Board / Division of Research and Statistics / Hong Kong University / George Washington University / Financial Markets Association / US Federal Reserve / Board of Governors / Port Authority of New York / Federal Reserve Board / Chicago Fed / FDIC / Securities Exchange Commission / Financial Intermediation Research Society / /
Person
Martin Z. Braun / Alan Chung / Kathleen Hanley / Richard C. Green / Steven A. Sharpe / Michael Weiss / Dan Covitz / Beth Williams / Albert S. Kyle / John McConnell / Michael Quint / Carol Liao / Gary Gorton / Dan Li / Gabriela Mundaca / Song Han / / /
Position
original underwriter / first dealer / major broker-dealer / author / Broker-Dealer / auction dealer / /
The Fragility of Discretionary Liquidity Provision--Lessons from the Collapse of the Auction Rate Securities Market