News in Systemic Risk: Thursday, April 1, 2021 (10 a.m. ET) April 1, 2021 FSB publishes final report of the evaluation of too-big-to-fail reforms for banks (Financial Stability Board) An empirical foundation for calibrating the G-SIB surcharge (Alexander Jiron, Wayne Passmore, Aurite Werman; Bank for International Settlements) Procyclical Leverage and Crisis Probability in a Macroeconomic Model of Bank Runs (Daisuke Ikeda, Hidehiko Matsumoto; Bank of Japan) Financial Sector in the New Decade (Shri Shaktikanta Das; Reserve Bank of India) Preparing for a wave of non-performing loans: Empirical insights and important lessons (Johannes Kasinger, Jan Pieter Krahnen, Steven Ongena, Loriana Pelizzon, Maik Schmeling, Mark Wahrenburg; VoxEU) Archegos debacle reveals hidden risk of banks’ lucrative swaps business (Robert Armstrong; Financial Times) How has the IMF fared during the pandemic? (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
