- MSRM Class of 2014 Capstone Group Featured on the NYU Stern Homepage!
- Video: Professors Viral Acharya and Ingo Walter Discuss the MSRM Program
- MSRM Class of 2015 Opens the Amsterdam Stock Exchange!
- Understanding the Russian Sanctions by Roy C. Smith and Ingo Walter
- Subsidizing Mortgage Debt Does More Harm Than Good by Prof. Stijn Van Nieuwerburgh
Tagsbankruptcy Basel III China corporate governance credit risk Dean Peter Henry Ed Altman Edward Altman emerging markets Eurozone Federal Reserve Financial Crisis fiscal cliff India Ingo Walter Kim Schoenholtz Lawrence White liquidity market risk Matthew Richardson Michael Spence MSRM MSRM Alumni Nouriel Roubini NYU Stern political risk Regulatory Risk Richard Levich Richard Sylla risk management Robert Engle Roy Smith sovereign risk Stephen Brown Stijn Van Nieuwerburgh Strategic Capstone stress testing structured finance Student Profile systemic risk Thomas Cooley Viral Acharya volatility William Silber Z-Score
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
NYU Stern Adjunct Professor Eric Dinallo talks with Bloomberg on Friday, May 21, 2010 about his contention that the system of having debt issuers pay for credit ratings needs to be changed. Dinallo also discusses the need for better oversight … Continue reading
NYU Stern’s Altman Sees High Yield Bond Correction (JNK, HYG), Plus Greek Contagion Risk (Spain and Portugal) Feeding Into Euro
Professor Edward Altman thinks a correction is near for high yield bonds. He also thinks it’s “even money” that Greece will default in 1.5 or 2 years and sees Greek contagion risk spilling into Spain, Portugal and other EU countries … Continue reading