Treasury's OFR Announces New Research Papers
7/11/2016
NASACT
Monday, July 11, 2016
by: NASACT

Section: Washington Update




The U.S. Treasury Department’s Office of Financial Research will soon be unveiling a new wave of financial research papers. Below is a snapshot of the products the OFR plans to publish in coming weeks. Of specific note to NASACT members is the “Money Market Fund Monitor:”  
 
Financial Markets Monitor
This quarterly publication will review themes and developments in financial markets. The Financial Markets Monitor reflects the OFR staff’s best interpretation of financial market developments and views. It does not necessarily reflect a consensus of market participants nor the official positions or policy of the OFR or the Treasury.
 
A Multilayer Map of the Financial System
This OFR brief will feature a multilayer map that demonstrates how risks can emerge and spread across the U.S. financial system. The three layers in the map represent short-term funding, assets and collateral flows to illustrate the full scope of interconnections in the financial system.
 
Money Market Fund Monitor
This new online monitor with an accompanying OFR brief is a set of interactive charts for exploring the portfolios of U.S. money market funds. To develop the monitor, the OFR analyzed more than eight million records of monthly data on the holdings of about 500 funds over five years. Before now, the Securities and Exchange Commission posted the data on its website as separate individual filings and industry-level monthly reports.
 
Financial Stability Monitor
This online monitor displays a snapshot of weaknesses in the financial system based on five functional areas of risk: macroeconomic, market, credit, funding and liquidity, and contagion. The monitor enables us to track and measure risks in banks, shadow banks, other nonbanks, and markets. OFR updates it and its supporting data semiannually on their website.
 
All of these reports will be found at OFR’s website.
 
 
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