News in Systemic Risk: Monday, August 9, 2021 (10 a.m. ET) August 9, 2021 The Dynamics of the U.S. Overnight Triparty Repo Market (Mark E. Paddrik, Carlos A. Ramírez, Matthew J. McCormick; Office of Financial Research) ESMA publishes its report on the use of FinTech by CSDs (European Securities and Markets Authority) Macroprudential Limits on Mortgage Products: The Australian Experience (Nicholas Garvin, Alex Kearney, Corrine Rosé; Reserve Bank of Australia) Are government bond yields bounded or quasi-bounded at the zero? Credibility of central banks' commitments (Cho-Hoi Hui, Chi-Fai Lo, Ho-Yan Ip; Hong Kong Monetary Authority) The implications of savings accumulated during the pandemic for the global economic outlook (Maria Grazia Attinasi, Alina Bobasu, Ana-Simona Manu; European Central Bank) Using machine learning and big data to analyse the business cycle (Dominik Hirschbühl, Luca Onorante, Lorena Saiz; European Central Bank) As more defaults loom, China’s finance regulators face a dilemma (The Economist) Related Stories Yale Program on Financial Stability Presents Financial Crisis-Fighting Playbook June 24, 2025 Master’s Degree in Systemic Risk Fed Official Michael Barr Provides an Inside Look at Crisis Response February 26, 2025 Program on Financial Stability High School Students Visit Yale SOM for Introduction to Careers in Business and Economics August 20, 2024 Program on Financial Stability
Yale Program on Financial Stability Presents Financial Crisis-Fighting Playbook June 24, 2025 Master’s Degree in Systemic Risk
Fed Official Michael Barr Provides an Inside Look at Crisis Response February 26, 2025 Program on Financial Stability
High School Students Visit Yale SOM for Introduction to Careers in Business and Economics August 20, 2024 Program on Financial Stability
