July 24, 2014 meeting of the Financial Research Advisory Committee

Grants

The fourth meeting of the Financial Research Advisory Committee included discussions on the topics of metrics needed to measure the swaps market, and liquidity and market impact during stress events.

Agenda

Federal Reserve Bank of New York

​9:15 a.m.
Breakfast
​9:45 a.m.
Welcome

Andrea Ianniello, Designated Federal Officer, Office of Financial Research (OFR)

​9:50 a.m.
Opening Remarks

Richard Berner, OFR Director

​10:00 a.m.
OFR Report on Financial Research Advisory Committee (FRAC) Recommendations

Patricia Mosser, OFR Deputy Director - Research
Richard Berner, OFR - Financial Services and Risk Management
Con Crowley, Acting OFR Chief Data Officer - Data and Technology

​10:30 a.m.
Subcommittee Updates and Committee Discussion

Anil Kashyap, Chair, Research Subcommittee
Andrew Kuritzkes, Chair, Financial Services and Risk Management Subcommittee
Michael Atkin, Chair, Data Management and Technology Subcommittee

​11:30 a.m.
Committee Votes on Recommendation(s)
​11:35 a.m.
OFR and Committee Discussion

Topic: Metrics Needed to Measure the Swaps Market – Part 1

​12:15 p.m.
Lunch Break and Webcast intermission
​1:15 p.m.
OFR and Committee Discussion

Topic: Metrics Needed to Measure the Swaps Market – Part 2

​2:00 p.m.
OFR Committee Discussion

Topic: Liquidity and Market Impact During Stress Events

​2:45 p.m.
Closing Remarks

Richard Berner, OFR
Lewis Alexander, FRAC Chair
Andrea Ianniello, OFR

​3:00 p.m.
Adjournment
Discussion Topics
Recommendations (listed by subcommittee)