This is part of the Prince Charles Cinema's 'While We Sweat Water and Blood' season devoted to films by female directors. Full details here.
Chicago Reader review:
The grisly murders in this modest proposal (2000), set in 80s Manhattan, are inspired by envy and ennui, and their perpetrator is a suavely pathetic solipsist and independently wealthy executive (Christian Bale). The slick satire cleverly equates materialism, narcissism, misogyny, and classism with homicide, but you may laugh so loud at the protagonist that you won't be able to hear yourself laughing with him. Guinevere Turner and director Mary Harron adapted Bret Easton Ellis's novel; with Willem Dafoe, Chloe Sevigny, Samantha Mathis, Reese Witherspoon, and Jared Leto.
Here (and above) is the trailer.