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The Macroprudential Toolkit: Measurement and Analysis

The OFR and the Financial Stability Oversight Council Sponsored this conference to discuss data and technology issues and analytical approaches for assessing, monitoring and mitigating threats to financial stability.

The logo of the Macroprudential Toolkit: Measurement and Analyis Conference

Watch an archived webcast of the conference:

(The views expressed in these papers, presentations, and other documents are those of the author(s) and do not necessarily represent those of the Treasury or Treasury policy. These presentations should not be reported as representing the views of the Treasury.)

8:00 a.m.

Conference Morning Remarks

Tim Geithner, Secretary of the Treasury

8:45 a.m. -
12:15 p.m.

​Morning Plenary Sessions

  • Session #1: Financial stability risk measurement

    - Data required to understand threats to financial stability

  • Session #2: The financial stability risk data framework

    - Data challenges for entity and instrument identification,classification and relationships

  • Session #3: Data management and operational risk

    - Data management as a means to reduce operational risk

12:15 p.m. -
4:15 p.m.
Lunch and Workshops (this portion will not be webcast)​
4:25 p.m. Afternoon Keynote

Martin Gruenberg, Acting Chairman, Federal Deposit
Insurance Corporation

December 2, 2011: Analytical approaches for assessing threats to financial stability

8:00 a.m. Morning Keynote

Gary Gensler, Chairman, Commodity Futures Trading Commision

9:00 a.m. -
12:15 p.m.
Morning Plenary Sessions

Session #1: Modeling threats to financial stability
Session #2: Stress tests: what's the state of the art?

12:15 p.m.

​Lunch Keynote

Donald Kohn, Former Vice Chair of the Board of Governors of the Federal Reserve System and Member of the Financial Policy Council

1:15 p.m. Overview of Day One Workshops
1:45 p.m. -
5:00 p.m.
Afternoon Plenary Sessions

Session #3: Risk management: what's the frontier
Session #4: New models of the economy and financial system​