Category Archives: Market Risk

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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The Changing Face of Global Risk

The following is a Project Syndicate excerpt from an op-ed written by NYU Stern Professor Nouriel Roubini on Project Syndicate: The world’s economic, financial, and geopolitical risks are shifting. Some risks now have a lower probability – even if they … 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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Professor Viral Acharya’s Research on Stress-Testing European Banks is Cited

The following is an excerpt from the Financial Times entitled “Europe Should Say No to a Flawed Banking Union” by Wolfgang Münchau: There are two classes of compromise in political life. In the first, your ultimate aim is sweeping change, … Continue reading

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Professor Viral Acharya on China’s Debt Fueled Growth Slowdown

 

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Inflation Risk Premium Implied by Options

MSGF Academic Director and NYU Stern Professor Menachem Brenner along with his co-authors, Yoram Landskroner, Eddy Azoulay and Roy Stein of the Bank of Israel, explore how to measure expected inflation – a critical issue facing the Central Bank. One … Continue reading

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Michael Spence: The Real Challenges to Growth

The following is an op-ed written by NYU Stern Professor and Nobel Laureate in Economics, Michael Spence, published in Project Syndicate: MILAN – Advanced economies’ experience since the 2008 financial crisis has spurred a rapidly evolving discussion of growth, employment, … Continue reading

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Professor Nouriel Roubini on the global growth in 2014

NEW YORK – The global economy had another difficult year in 2013. The advanced economies’ below-trend growth continued, with output rising at an average annual rate of about 1%, while many emerging markets experienced a slowdown to below-trend 4.8% growth. … Continue reading

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Professor and Nobel Laureate Robert Engle Warns of Chinese Financial Risk

The following is an excerpt from the Australian Broadcasting Corporation: A leading analyst of financial risk warns that the Chinese banking system has become the second most risky in the world after a big run-up in bad lending over the … Continue reading

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Professor William Silber’s book, “Volcker: The Triumph of Persistence,” is awarded the China Business News 2013 Financial Book of the Year

The following is an excerpt from China Business News: BEIJING, December 7, 2013 –China Business News (CBN),a leading business daily in China, announced Financial Books of the Year 2013 during CBN Annual Meeting held on December 7, 2013. The 24 … Continue reading

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