News in Systemic Risk: Monday, February 3, 2020 (10 a.m. ET) February 3, 2020 Information Management in Times of Crisis (Haelim Anderson, Adam Copeland; Federal Reserve Bank of New York) How do U.S. Global Systemically Important Banks Lower Their Capital Surcharges? (Jared Berry, Akber Khan, Marcelo Rezende; Board of Governors of the Federal Reserve System) Complexity in Large U.S. Banks (Linda S. Goldberg, April Meehl; Federal Reserve Bank of New York) Stress tests can limit international spillovers of accommodative monetary policy (Emily Liu, Friederike Niepmann, Tim Schmidt-Eisenlohr; VoxEU) Shared National Credit Review finds risk remains in leveraged loans (Board of Governors of the Federal Reserve System, Federal Deposit Insurance Corporation, Office of the Comptroller of the Currency) 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
