Yale School of Management

Program on Financial Stability

Improving our understanding and management of systemic risk.

Systemic Risk Blog

News in Systemic Risk: Tuesday, October 15th, 2019 (10 a.m. ET)

October 15, 2019

Interconnectedness and Contagion Analysis: A Practical Framework (Jana Bricco, TengTeng Xu; International Monetary Fund)

 A structural model of interbank network formation and contagion (Patrick Coen and Jamie Coen; Bank of England)

Predicting recessions: financial cycle versus term spread (Claudio Borio, Mathias Drehmann, Dora Xia; Bank of International Settlements)

The Dollar and Emerging Market Economies: Financial Vulnerabilities Meet the International Trade System (Samer Shousha; Federal Reserve Board)

Credit Shock Propagation in Firm Networks: evidence from government bank credit expansions (Gustavo S. Cortes, Thiago Christiano Silva, Bernardus F.N. Van Doornik; Banco Central do Brasil)

Bailing in Banks: costs and benefits (Sergio Rubens Stancato de Souza, Thiago Christiano Silva, Carlos Eduardo de Almeida; Banco Central do Brasil)

Emergency Liquidity Injections (Nicholas Garvin; Reserve Bank of Australia)

Banks fret life after LIBOR (Victoria Guida; PoliticoPro)

Continue reading “News in Systemic Risk: Tuesday, October 15th, 2019 (10 a.m. ET)”

News in Systemic Risk: Monday, October 7, 2019 (10 a.m. ET)

October 7, 2019

Improving macroeconomic stabilisation in the euro area (Luis de Guindos; Bank of International Settlements)

Derby’s Take: Fed Divide on Rates Extends to Financial Stability Views (Michael S Derby; Wall Street Journal)

Central bankers without clothes and clout (Jesper Berg; CentralBanking)

Former Fed Chair Janet Yellen on why the answer to the inflation puzzle matters (Janet L. Yellen; Brookings Hutchins Center)

Macroprudential Policy in a Monetary Union (Claudia M Buch; Deutsche Bundesbank)

Narrative monetary policy surprises and the media (Saskia ter Ellen, Vegard H. Larsen and Leif Anders Thorsrud; Norges Bank)

The reaction function channel of monetary policy and the financial cycle (Andrew Filardo, Paul Hubert and Phurichai Rungcharoenkitkul; Bank of International Settlements)

Fed Chairman Powell Says U.S. Economy Is ‘In a Good Place’ Despite Some Risks (Nick Timiraos; Wall Street Journal)

Hutchins Roundup: Misdiagnosing economic slowdown, Medicare, and more (Jeffrey Cheng, Louise Sheiner, and Kadija Yilla; Brookings Hutchins Center)

Continue reading “News in Systemic Risk: Monday, October 7, 2019 (10 a.m. ET) ”

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