6th Annual Central Bank Workshop on the Microstructure of Financial Markets

Museum & Visits Regional Economy Data & Statistics Careers Blog Press Center

About the New York Fed
- About the New York Fed
- What We Do
- Who We Are
  - Bank Leadership
  - Diversity and Inclusion
- Communities We Serve
- Governance
- More About Us
- At the New York Fed, our mission is to make the U.S. economy stronger and the financial system more stable for all segments of society. We do this by executing monetary policy, providing financial services, supervising banks and conducting research and providing expertise on issues that impact the nation and communities we serve.
  
  Introducing the New York Innovation Center: Delivering a central bank innovation execution
  
  Do you have a request for information and records? Learn how to submit it.
  
  Learn about the history of the New York Fed and central banking in the United States through articles, speeches, photos and video.
Markets & Policy Implementation

Economic Research
- Economic Research
- U.S. Economy
  - Consumer Expectations & Behavior
  - Growth & Inflation
  - Labor Market
  - Financial Stability
  - Banking
- REGIONAL ECONOMY
- RESEARCHERS
  - PUBLICATIONS
  - RESEARCH CENTERS
  - CALENDAR

Financial Institution Supervision
- Financial Institution Supervision
- Supervision & Regulation
  - Circulars
  - Regulations
- Reporting Forms & Instructions
  - Reporting Forms
  - Correspondence
- Bank Applications
- Consumer Protection
  - Community Reinvestment Act Exams
  - Frauds and Scams
- As part of our core mission, we supervise and regulate financial institutions in the Second District. Our primary objective is to maintain a safe and competitive U.S. and global banking system.
  
  The Governance & Culture Reform hub is designed to foster discussion about corporate governance and the reform of culture and behavior in the financial services industry.
  
  Need to file a report with the New York Fed? Here are all of the forms, instructions and other information related to regulatory and statistical reporting in one spot.
  
  The New York Fed works to protect consumers as well as provides information and resources on how to avoid and report specific scams.
Financial Services & Infrastructure
- Financial Services & Infrastructure
- Financial Services & Operations
- Financial Market Infrastructure & Reform
- The Federal Reserve Bank of New York works to promote sound and well-functioning financial systems and markets through its provision of industry and payment services, advancement of infrastructure reform in key markets and training and educational support to international institutions.
  
  The New York Fed provides a wide range of payment services for financial institutions and the U.S. government.
  
  The New York Fed offers the Central Banking Seminar and several specialized courses for central bankers and financial supervisors.
  
  The New York Fed has been working with tri-party repo market participants to make changes to improve the resiliency of the market to financial stress.
Community Development
& Education

6th Annual Central Bank Workshop
on the Microstructure of Financial Markets

October 7-8, 2010

A workshop organized by the Federal Reserve Bank of New York and Brandeis International Business School.

Overview
The Federal Reserve Bank of New York and Brandeis International Business School will host this workshop, where researchers and practitioners will discuss issues central to the design, regulation, and use of financial markets, including liquidity, bid-ask spreads, transparency, and market structure. This is the sixth in a series of workshops, with previous sessions held in Oslo, Ottawa, Budapest, Hong Kong, and Zurich.

Keynote Speakers
Andrew Lo, Massachusetts Institute of Technology
Francis Longstaff, University of California at Los Angeles

Audience
The workshop is open to academics, central bankers, and other researchers in the area of financial market microstructure. It is closed to the media.

Registration >>
Registration is closed

Agenda >>

Workshop Location
Federal Reserve Bank of New York
33 Liberty Street
12th Floor Conference Center
New York, New York

Programs of Earlier Workshops
Norges Bank/BI Conference on The Microstructure of Equity and Currency Markets offsite

Microstructure of Foreign Exchange and Equity Markets offsite

3rd Annual Central Bank Workshop on the Microstructure of Financial Markets offsite

4th Annual Central Bank Workshop on the Microstructure of Financial Markets offsite

5th Annual Central Bank Workshop on the Microstructure of Financial Markets offsite

Program Committee
Martin Evans, Georgetown University
Michael Fleming, Federal Reserve Bank of New York
Thierry Foucault, HEC Paris
Ingrid Lo, Bank of Canada
Bernt Odegaard, University of Stavanger and Norges Bank
Carol Osler, Brandeis International Business School
Christine Parlour, University of California at Berkeley
Dagfinn Rime, Norges Bank
Asani Sarkar, Federal Reserve Bank of New York

Contact
Please address any questions to Michael Fleming