News in Systemic Risk: Wednesday, February 26, 2020 (10 a.m. ET) February 26, 2020 Financial stability committees and the countercyclical capital buffer (Rochelle M. Edge, Nellie Liang; Deutsche Bundesbank) Asian Banks from DBS to HSBC are bracing for bad loans to spike as coronavirus outbreak batters region's economies (Chad Bray; PoliticoPro, South China Morning Post) JPMorgan Eyes Plan to Break Stigma of Fed's Discount Window (Christopher Condon, Shahien Nasiripour; Bloomberg) The Hedge Fund Industry is Bigger (and has Performed Better) Than You Think (Daniel Barth, Juha Joenvaara, Mikko Kauppila, Russ Wermers; Office of Financial Research) Illiquidity in Intermediate Portfolios: Evidence from Large Hedge Funds (Daniel Barth, Phillip Monin; Office of Financial Research) BoE to impose Libor-linked collateral penalties (CentralBanking) How expectations of households and firms can impact the effectiveness of central bank communication (Betsy Bersson, Patrick Hürtgen, Matthias Paustian; Deutsche Bundesbank)
