Author Archives: Alanna Valdez

Prof. Stephen Brown on why many fund managers didn’t anticipate Tesla’s high value

The following is an excerpt from Reuters: “Shares of Tesla Motors Inc have soared more than 410 percent this year as the electric car maker, run by billionaire Elon Musk, beat Wall Street’s earnings estimates and forced hedge fund managers who had shorted the … Continue reading

Posted in Market Risk, NYU Stern | Tagged , , | Leave a comment

Prof. Ingo Walter on Italian bank Monte Paschi’s troubles

The following is an excerpt from a Bloomberg entitled “Bank Born Out of Black Death Struggles to Survive.” Siena, the medieval city renowned for its Palio horse races, is home to the world’s oldest bank. Within its aging walls lies … Continue reading

Posted in Credit Risk, NYU Stern, Reputational Risk | Tagged , , , | Leave a comment

Prof. and Nobel Laureate Rob Engle’s Volatility Lab is Promoted on FT

The following is an excerpt from a FT blog entry entitled “Computing the bill for European taxpayers, come the next crisis.” “Eric Dor of the IESEG School of Management in Paris, whose previous work includes A User’s Guide to Leaving the … Continue reading

Posted in Market Risk, NYU Stern, Sovereign Risk, Systemic Risk | Tagged , , , , , | Leave a comment

Profs. Acharya and Van Nieuwerburgh’s Research is Cited in NY Times

The following is an excerpt from “The Big Bank Subsidy,” an Economix blog excerpt in the NY Times.  [T]he best evidence developed by independent researchers (i.e., those not employed by the Clearing House or its allies) continues to run strongly … Continue reading

Posted in Credit Risk, Market Risk, NYU Stern, Structured Finance | Tagged , , , , , | Leave a comment

Aswath Damodaran on Twitter’s Value

NYU Stern Professor Aswath Damodaran is interviewed on CNBC’s Fast Money regarding Twitter’s value.

Posted in Market Risk, NYU Stern | Tagged , | Leave a comment

Roubini: The Eurozone’s Calm Before the Storm

The following is a Project Syndicate Op-Ed written by NYU Stern Professor Nouriel Roubini.  NEW YORK – A little more than a year ago, in the summer of 2012, the eurozone, faced with growing fears of a Greek exit and … Continue reading

Posted in Credit Risk, NYU Stern, Sovereign Risk | Tagged , , | Leave a comment

New Faculty Publication: Global Asset Management: Strategies, Risks, Processes and Technologies

Global Asset Management: Strategies, Risks, Processes and Technologies, edited by Professors Michael Pinedo and Ingo Walter, focuses on all major aspects of the asset management industry including regulations, strategies, processes, applied technologies and risks. It is the first book that addresses the key … Continue reading

Posted in MS in Risk Management Program, NYU Stern, Regulatory Risk, Reputational Risk | Tagged , , , , , | Leave a comment

Viral Acharya Keynote: Dynamics of Growth, Debt and Taxation

NYU Stern Professor Viral Acharya gave a Keynote lecture at the Center for Financial Studies (CFS) on Dynamics of Growth, Debt and Taxation. You can view the presentation slides here. View more information about the CFS symposium.

Posted in Credit Risk, NYU Stern | Tagged | Leave a comment

MSRM Alumnus Wilfrid Xoual is Editor of Moody’s Analytics “Risk Perspectives”

The following is a letter from the Editor of Moody’s Analytics Magazine, “Risk Perspectives.” Wilfrid Xoual is a MSRM Alumnus from the Class of 2013.  Welcome to the first edition of Moody’s Analytics Risk Perspectives, a publication created for risk practitioners. … Continue reading

Posted in Credit Risk, Market Risk, MS in Risk Management Program, NYU Stern, Regulatory Risk | Tagged , , , | Leave a comment

Lehman Was Not Alone – Measuring Systemic Risk in the 2008 Crisis

The following is an op-ed posted on the “Institute for New Economic Thinking” by NYU Stern Professor and Nobel Laureate Rob Engle On September 15, 2008, Lehman Brothers filed for bankruptcy and ushered in the worst part of the recent … Continue reading

Posted in Market Risk, NYU Stern, Systemic Risk | Tagged , , | Leave a comment