Category Archives: Regulatory Risk

Nobel Laureate and Professor Robert Engle on VaR, Systemic Risk, and Liquidity

The following is and excerpt from an interview with Professor Robert Engle and the CFA Institute: “I sat down with Nobel laureate Robert Engle in Tokyo last month to discuss an amazingly wide range of applications that he and industry … Continue reading

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Are Major Banks Really Too Big to Jail?

The following is an excerpt from Banks and Markets of an article titled “Are Major Banks Really Too Big to Jail?” by NYU Stern Professor and MS in Risk Management Academic Director, Ingo Walter: It used to be that financial … Continue reading

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Prof. Robert Engle is Interviewed About the Financial Services Industry

The following is an excerpt from the El Paso Times:  The nation’s giant banks and other large financial institutions have regained much of the financial cushion they lost during the financial crash of 2008-09, a Nobel Prize-winning economist told University … Continue reading

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Flash Boys May be Yesterday’s Story by Professor Roy Smith

The following is a recent paper written by NYU Stern Professor Roy Smith titled “Flash Boys May be Yesterday’s Story”: Michael Lewis’ newest Wall Street bestseller, Flash Boys, claims that equity markets are “rigged” by high frequency traders who invested millions … Continue reading

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Professors Robert Engle & Viral Acharya Warn that European Stress Test Risk Measures are Flawed

On the release of the US Fed’s latest bank stress tests, NYU Stern School of Business Nobel Laureate Robert Engle and Professor of Finance Viral Acharya warn that European regulators’ stress tests miscalculate the amount of systemic risk banks will … Continue reading

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GDP Alumni Event with Prof. Walter Featured on the NYU Stern Homepage

On Friday, March 7, 2014, Professor Ingo Walter spoke to approximately 80 executives comprised of MS in Risk Management students, MS in Global Finance and Stern alumni, and members of the Hong Kong Society of Finance Analysts gathered in Hong Kong on … Continue reading

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How to Prevent Bad Bankers from Ruining Your Corporate Culture

The following is an op-ed written by Professor Ingo Walter, Academic Director of the MS in Risk Management Program: JPMorgan Chase’s $13 billion regulatory settlement is the latest case of banking indigestion attributable to long-tail liabilities stemming from practices almost … Continue reading

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Professor Lawrence White Interviewed on Ratings Companies

The following is an excerpt from Bloomberg entitled “S&P Ratings States Reject Support New Jersey to California.” While suing Standard & Poor’s for fraud, states from New Jersey to California ironically are helping fund the world’s largest credit rater’s legal … Continue reading

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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

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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

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