Yale School of Management

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Professor Bryan Kelly Wins Bernstein Fabozzi/Jacobs Levy Award

By: Electra Ferriello March 6, 2020
Award

Congratulations to ICF Faculty Associate Director, Professor Bryan T. Kelly, and his co-author Tarun Gupta, Managing Director of Quantitative Strategies at Invesco, for winning the Bernstein Fabozzi/Jacobs Levy Award. Their paper, “Factor Momentum Everywhere,” was published in the...

Continue reading “Professor Bryan Kelly Wins Bernstein Fabozzi/Jacobs Levy Award”

News in Systemic Risk: Wednesday, March 4, 2020 (10 a.m. ET)

March 4, 2020

A program for strengthening the Federal Reserve's ability to fight the next recession (David Reifschneider, David Wilcox ; Peterson Institute for International Economics)

Household Debt and House Prices-at-risk: A Tale of Two Countries (Adrian Alter , Elizabeth M. Mahoney; IMF)

The effect of bank capital requirements on the real economy and their interaction with monetary policy (Gabriele Cozzi, Matthieu Darracq Pariès, Peter Karadi, Jenny Körner, Christoffer Kok, Falk Mazelis, Kalin Nikolov, Elena Rancoita, Alejandro Van der Ghote, Julien Weber; VoxEU)

Are financial crises demand or supply shocks? (Felipe Benguria, Alan M. Taylor; VoxEU)

Turbo-charging sterling LIBOR transition: why 2020 is the year for action - and what the Bank of England is doing to help (Andrew Hauser; Bank for International Settlements)

Global Corporate Debt during Crises: Implications of Switching Borrowing across Markets (Juan Jose Cortina Lorente, Tatiana Didier Brandao, Sergio Schmukler; The World Bank)

Fed’s $100 Billion Repo Intervention Falls Short Of Bank Demand (Michael S. Derby; Wall Street Journal)

Live: Central banks respond to the coronavirus outbreak (CentralBanking)

UK seeks to convince EU to talk financial services (Jim Brunsden; Financial Times)

Continue reading “News in Systemic Risk: Wednesday, March 4, 2020 (10 a.m. ET)”

News in Systemic Risk: Tuesday, March 3, 2020 (10 a.m. ET)

March 3, 2020

Federal Reserve issues FOMC statement (Federal Reserve Board of Governors)

Statement of G7 Finance Ministers and Central Bank Governors (U.S Department of the Treasury)

Financial Integration and Structure in the Euro Area, March 2020 (European Central Bank)

Challenges for the European banking system (Kerstin af Jochnik; European Central Bank)

EBA issues Opinion on measures to address macroprudential risk following notification by National Bank of Belgium (NBB) (European Banking Authority)

Mnuchin Ready to Work With Congress on Emergency Funding Package (Kate Davidson; Wall Street Journal)

Foreign banks, liquidity shocks, and credit stability (Daniel Belton, Leonardo Gambacorta, Sotirios Kokas, Raoul Minetti; Bank for International Settlements)

The Market Events of Mid-September 2019 (Gara Afonso, Marco Cipriani, Adam Copeland, Anna Kovner, Gabriele La Spada, Antoine Martin; Federal Reserve Bank of New York)

Continue reading “News in Systemic Risk: Tuesday, March 3, 2020 (10 a.m. ET)”

Intuitive Decision Making

February 28, 2020
arrow blocks showing two paths

The consumer journey is filled with switchbacks and dead ends. We want a new laptop so we talk with friends. We read online reviews. We sample options at the store. We weigh and consider the various features of many brands. We negotiate with ourselves, coming up with arguments and...

Continue reading “Intuitive Decision Making ”

Celebrating Black Culture and Achievement at Yale SOM

By: Markea Dickinson February 28, 2020
Woman with microphone standing in front of a digital screen that reads BlackOut

This year’s Black History Month was an amazing opportunity to host various events to celebrate the African diaspora, engage in discussions around supporting Black entrepreneurs, and further strengthen the relationship between Yale and New Haven.   The Black Innovators Talk on February 26...

Continue reading “Celebrating Black Culture and Achievement at Yale SOM”

Professor Bryan Kelly Wins Bernstein Fabozzi/Jacobs Levy Award

By: Electra Ferriello March 6, 2020
Award

Congratulations to ICF Faculty Associate Director, Professor Bryan T. Kelly, and his co-author Tarun Gupta, Managing Director of Quantitative Strategies at Invesco, for winning the Bernstein Fabozzi/Jacobs Levy Award. Their paper, “Factor Momentum Everywhere,” was published in the...

Continue reading “Professor Bryan Kelly Wins Bernstein Fabozzi/Jacobs Levy Award”

News in Systemic Risk: Wednesday, March 4, 2020 (10 a.m. ET)

March 4, 2020

A program for strengthening the Federal Reserve's ability to fight the next recession (David Reifschneider, David Wilcox ; Peterson Institute for International Economics)

Household Debt and House Prices-at-risk: A Tale of Two Countries (Adrian Alter , Elizabeth M. Mahoney; IMF)

The effect of bank capital requirements on the real economy and their interaction with monetary policy (Gabriele Cozzi, Matthieu Darracq Pariès, Peter Karadi, Jenny Körner, Christoffer Kok, Falk Mazelis, Kalin Nikolov, Elena Rancoita, Alejandro Van der Ghote, Julien Weber; VoxEU)

Are financial crises demand or supply shocks? (Felipe Benguria, Alan M. Taylor; VoxEU)

Turbo-charging sterling LIBOR transition: why 2020 is the year for action - and what the Bank of England is doing to help (Andrew Hauser; Bank for International Settlements)

Global Corporate Debt during Crises: Implications of Switching Borrowing across Markets (Juan Jose Cortina Lorente, Tatiana Didier Brandao, Sergio Schmukler; The World Bank)

Fed’s $100 Billion Repo Intervention Falls Short Of Bank Demand (Michael S. Derby; Wall Street Journal)

Live: Central banks respond to the coronavirus outbreak (CentralBanking)

UK seeks to convince EU to talk financial services (Jim Brunsden; Financial Times)

Continue reading “News in Systemic Risk: Wednesday, March 4, 2020 (10 a.m. ET)”

News in Systemic Risk: Tuesday, March 3, 2020 (10 a.m. ET)

March 3, 2020

Federal Reserve issues FOMC statement (Federal Reserve Board of Governors)

Statement of G7 Finance Ministers and Central Bank Governors (U.S Department of the Treasury)

Financial Integration and Structure in the Euro Area, March 2020 (European Central Bank)

Challenges for the European banking system (Kerstin af Jochnik; European Central Bank)

EBA issues Opinion on measures to address macroprudential risk following notification by National Bank of Belgium (NBB) (European Banking Authority)

Mnuchin Ready to Work With Congress on Emergency Funding Package (Kate Davidson; Wall Street Journal)

Foreign banks, liquidity shocks, and credit stability (Daniel Belton, Leonardo Gambacorta, Sotirios Kokas, Raoul Minetti; Bank for International Settlements)

The Market Events of Mid-September 2019 (Gara Afonso, Marco Cipriani, Adam Copeland, Anna Kovner, Gabriele La Spada, Antoine Martin; Federal Reserve Bank of New York)

Continue reading “News in Systemic Risk: Tuesday, March 3, 2020 (10 a.m. ET)”

Intuitive Decision Making

February 28, 2020
arrow blocks showing two paths

The consumer journey is filled with switchbacks and dead ends. We want a new laptop so we talk with friends. We read online reviews. We sample options at the store. We weigh and consider the various features of many brands. We negotiate with ourselves, coming up with arguments and...

Continue reading “Intuitive Decision Making ”

Celebrating Black Culture and Achievement at Yale SOM

By: Markea Dickinson February 28, 2020
Woman with microphone standing in front of a digital screen that reads BlackOut

This year’s Black History Month was an amazing opportunity to host various events to celebrate the African diaspora, engage in discussions around supporting Black entrepreneurs, and further strengthen the relationship between Yale and New Haven.   The Black Innovators Talk on February 26...

Continue reading “Celebrating Black Culture and Achievement at Yale SOM”