July 16, 2020 meeting of the Financial Research Advisory Committee

Published: July 16, 2020

The 16th meeting of the Financial Research Advisory Committee, held virtually, included discussions of passive investing, and basis trades and Treasury market illiquidity.

Agenda
Thursday, July 16, 2020
Virtual Meeting

10:00 a.m.	Welcome and Introductions Dino Falaschetti, Director, Office of Financial Research Randy Kroszner, Chairman
10:10 a.m.	Discussion: Shift to Passive (Index) Investment Strategies and Recent Lessons for Financial Stability Moderator: Lawrence Goodman Contributors: Colin Teichholtz, James Nevels, and John Ryding
11:10 a.m.	Remarks by Federal Reserve Bank of New York President John Williams Remarks will be on the record
11:40 a.m.	Presentation by the OFR on Basis Trades and Treasury Market Illiquidity The paper explores hedge fund trades and U.S. Treasury market illiquidity. Moderator: Jay Kahn
12:00 p.m.	Introduction and Discussion of Issues for Future Meetings
12:10 p.m.	Closing Remarks Dino Falaschetti, Director, Office of Financial Research Randy Kroszner, Chairman
	Adjournment

Minutes

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