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 High School Students Visit Yale SOM for Introduction to Careers in Business and Economics Visiting Yale, Treasury Secretary Janet Yellen Hails Program on Financial Stability Program on Financial Stability Receives $7.5 million
