News in Systemic Risk: Friday, January 5, 2018 (10 a.m. ET)

News and Narratives in Financial Systems: Exploiting Big Data for Systemic Risk Assessment (Rickard Nyman, Sujit Kapadia, David Tuckett, David Gregory, Paul Ormerod, Robert Smith; Bank of England)

Federal Reserve Board Requests Comment on Proposed Guidance that Would Clarify Board's Supervisory Expectations Related to Risk Management for Large Financial Institutions (Federal Reserve)

Fritz Zurbrügg: Current Developments in the Area of Financial Stability in Switzerland (BIS)

How Does Uncertainty Affect How UK Firms Invest? (Marko Melolinna, Srdan Tatomir; Bank Underground, BoE Staff Blog)

The Financial System and the Natural Real Interest Rate: Towards a 'New Benchmark Theory Model' (David Vines, Samuel Wills; Oxford Review of Economic Policy)

European Sovereigns Forced to Scale Back Size of Debt Sales (FT)

Banking Crisis Adviser Named as Head of Britain's Finance Watchdog (Reuters)

U.S. Derivatives Regulator to Review Bitcoin Futures Risks (Reuters)

CFTC Moves to Address Industry Concerns Over Virtual Currencies (WSJ)