News in Systemic Risk: Monday, January 25, 2021 (10 a.m. ET) January 25, 2021 Optimal bank leverage and recapitalization in crowded markets (Christoph Bertsch, Mike Mariathasan; Bank of International Settlements) Global impacts of US monetary policy uncertainty shocks (Povilas Lastauskas, Anh Dinh Minh Nguyen; European Central Bank) BIS launches second green bond fund for central banks (Bank of International Settlements) Climate change and central banking (Christine Lagarde; European Central Bank) Macroprudential policy interactions in a sectoral DSGE model with staggered interest rates (Marc Hinterschweiger, Kunal Khairnar, Tolga Ozden and Tom Stratton; Bank of England) Coronavirus and banking: Evaluating policy options for avoiding a financial crisis (Arnoud Boot, Elena Carletti, Hans‐Helmut Kotz, Jan Pieter Krahnen, Loriana Pelizzon, Marti Subrahmanyam; VoxEU) Pandemic-Era Central Banking Is Creating Bubbles Everywhere (Enda Curran, Chris Anstey; Bloomberg) 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