Mapping and Monitoring the Financial System: Liquidity, Funding, and Plumbing

The OFR and the Financial Stability Oversight Council sponsored this conference exploring the interconnectedness among firms and markets, and related vulnerabilities in the financial system.

Logo of the OFR and FSOC conference held on January 23, 2014

Conference Agenda

(Includes links to remarks and presentations. Note: The views expressed in these presentations and other materials are those of the authors and do not necessarily represent views of the OFR or Treasury Department.)

8:45 a.m.

Welcome and Introduction

Mary Miller, Department of the Treasury | remarks

9:00 a.m.

Session 1 - Liquidity and Funding Maps: Analytics and Funding Risks

Moderator: Nellie Liang, Board of Governors of the Federal Reserve System | presentation

Panelists: Tom Wipf, Morgan Stanley | presentation
Hyun Shin, Princeton University | presentation

10:15 a.m. Coffee Break
10:30 a.m.

Session 2 - Mapping Financial System Plumbing: Operations Risk and Counterparty Risk

Moderator: Martin Pfinsgraff, Office of the Comptroller of the Currency

Panelists: Paul Glasserman, Columbia University | presentation
Caryl Athanasiu, Wells Fargo | presentation

12:15 p.m.

Keynote Lunch Speaker

Moderator: Martin Pfinsgraff, Office of the Comptroller of the Currency

Paul Tucker, Harvard Kennedy School | remarks

1:30 p.m.

Session 3 - Swap and Trade Repositories: Data Standards and Data Gaps

Moderator: Linda Powell, Office of Financial Research

Panelists: Scott O'Malia, Commodity Futures Trading Commission | presentation
Colin HW Pou, Hong Kong Monetary Authority | presentation
Andrew Lo, Massachusetts Institute of Technology | presentation

2:45 p.m. Coffee Break
3:00 p.m.

Session 4 - Policy Panel: Risk in CCPs

Moderator: Peter Curley, Securities and Exchange Commission

Panelists: Benoît Coeuré, European Central Bank and the Committee on Payment and Settlement Systems | presentation
David Weisbrod, LCH.Clearnet Group | presentation
Marcus Stanley, Americans for Financial Reform | presentation

4:15 p.m.

Closing Remarks

Richard Berner, Office of Financial Research​