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Venue

Webex
15:00-16:30 CET

Format

online

Date

Thursday, March 3, 2022
Thursday, March 3, 2022

In cooperation with

Two years after the US Treasury market dislocation in March 2020, the purpose of this webinar is to discuss the resilience of the liquidity in major bond markets (cash, repo, swaps and futures) and the policy work underway. This segment of the global financial system is seeing steadily rising importance due to e.g. sharply increasing issuance (e.g. the EU’s Nexgen programme) but has also faced major stress events in recent years. Against this backdrop key issues for discussion are:

 

Introduction
Fixed income market liquidity: Where do we stand? An overview of the main issues

Martin Scheicher, Adviser in the DG Horizontal Line Supervision of the Single Supervisory Mechanism

Panel
Moderated by Cornelia Holthausen, DG Macroprudential Policy and Financial Stability, ECB 


The US Treasury market: March 2020 dysfunction and G30 policy proposals (pdf)

Darrell Duffie, Graduate School of Business, Stanford University

Fixed income market liquidity: Where do we stand?
Matt Andresen, CEO, Headlands Technologies, LLC

Market liquidity and systemic risk
Andreas Schrimpf, Bank for International Settlements & CEPR