Risk at Stern: V-Lab
The Stern Volatility Institute (V-Lab) provides real time measurement, modeling and forecasting of financial volatility, correlations and risk for a wide spectrum of assets.
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Monthly Archives: June 2010
Recording of the Webinar “Operational Risk: How to Obtain Tangible Benefits from the Measurement Framework” Available
Professor Michael Pinedo and Professor Marcelo Cruz discuss developing an operational risk framework with a very strategic focus similar to those of market and credit risks. During the webinar, they stress estimating a capital number to make regulators happy is … Continue reading
Professor Ingo Walter draws parallels between the oil spill and financial crisis. Oil gushing into the Gulf of Mexico reminds us of the vulnerability confronting even the most sophisticated of production systems to extreme events. It’s unlikely that any upstream … Continue reading
Professor Michael Pinedo and Professor Marcelo Cruz will talk about advanced measurement techniques that the firms can use to integrate their operational risk frameworks more into the day-to-day of the businesses and also to operate closer to how market and … Continue reading