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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Tagsbankruptcy Ed Altman Edward Altman emerging markets Eurozone Ingo Walter Lawrence White Matthew Richardson Michael Spence MSRM Nouriel Roubini NYU Stern Regulatory Risk Robert Engle sovereign risk Stijn Van Nieuwerburgh systemic risk Thomas Cooley Viral Acharya volatility
Monthly Archives: February 2011
Professor Ed Altman speaks with Tom Keene on Bloomberg Television’s “Surveillance Midday” about outlook for US and European debt markets. Watch video here
Professor Rob Engle says markets need incentives to solve liquidity issues. An advisory panel convened to investigate last year’s “flash crash” has recommended rule changes that would significantly alter US market structures and might push more orders back to public … Continue reading
Professor Ed Altman applies the Z-metric to European countries. Excerpt from Bloomberg: Holders of bonds from indebted European nations such as Greece will need to take losses of about 50 percent as their finances are restructured, according to Edward Altman, a … Continue reading
Professor Stijn Van Nieuwerburgh will describe the origins of the U.S. housing finance system, with a special emphasis on the role of the GSEs-Fannie Mae and Freddie Mac. Further, he will discuss how the GSEs became some of the most … Continue reading