Required Readings

“Cyber Risk and the U.S. Financial System: A Pre-Mortem Analysis”, Federal Reserve Bank of New York Staff Reports, June 2020.
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Andreas Schrimpf and Vladyslav Sushko, “Beyond LIBOR: a primer on the new benchmark rates,” BIS Quarterly Review, March 5, 2019.
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Bart van Liebergen, “Machine Learning: A Revolution in Risk Management and Compliance?” Institute of International Finance, April 2017.
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“Artificial intelligence and machine learning in financial services,” Financial Stability Board, Nov. 1, 2017.
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Chapter 5: Climate Change: Physical Risk and Equity, Global Financial Stability Report: Markets in the Time of COVID-19, International Monetary Fund (IMF), May 2020.
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Patrick Bolton, Morgan Despres, Luiz Awazu, Pereira Da Silva, Frédéric Samama, Romain Svartzman, “The Green Swan – Central Banking and Financial Stability in the Age of Climate Change”, Bank for International Settlements (BIS), January 2020. (Chapter 1 - Chapter 3 only)
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Valentin Haddad, Alan Moreira, and Tyler Mui, “When Selling Becomes Viral: Disruptions in Debt Markets in the COVID-19 Crisis and the Fed’s Response”
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Chapter 1: Global Financial Stability Report: Markets in the Time of COVID-19, International Monetary Fund (IMF), May 2020.
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Financial Crime in Times of COVID-19 – AML and Cyber Resilience Measures”, Financial Stability Institute, May 2020
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Stephen Cecchetti, Kim Schoenholtz, “Replacing LIBOR” https://voxeu.org/article/replacing-libor. September 2019.
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