- Nobel Laureate and Professor Robert Engle on VaR, Systemic Risk, and Liquidity
- “The ‘Greatest’ Carry Trade Ever? Understanding Eurozone Bank Risks” by Professor Viral Acharya
- Getting Serious About Sanctions-Busting Banks by Professors Ingo Walter and Roy Smith
- Are Major Banks Really Too Big to Jail?
- Risk Symposium Featured on NYU Stern Homepage
TagsAswath Damodaran bankruptcy Basel III China corporate governance credit risk Dean Peter Henry Dodd-Frank Ed Altman Edward Altman emerging markets Eurozone Federal Reserve Financial Crisis fiscal cliff India Ingo Walter Kim Schoenholtz Lawrence White liquidity Matthew Richardson Michael Spence MSRM 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 stress testing structured finance Student Profile systemic risk Thomas Cooley Thomas Philippon Viral Acharya volatility William Silber Z-Score
Monthly Archives: September 2011
A cleverly designed bond instrument can ensure the euro zone’s survival without a fiscal union. From the Wall Street Journal: The following is an open letter by the international Euro-nomics academics group (www.euro-nomics.com), composed of Markus Brunnermeier, Luis Garicano, Philip … Continue reading
The article highlights Professor Edward Altman’s Z-score for predicting corporate bankruptcies. If developed economies are heading for a nuclear winter – and at times it feels that way – the concept of defensiveness takes on a new urgency. But what … Continue reading
Class of 2012 of Master of Science in Risk Management Program for Executives (MSRM) opened the NYSE Euronext Exchange today by sounding the gong. Watch the video of the ceremony.
Professor Altman says the ECB must focus on fixing the Italian economy. The Greek mathematician Archimedes sure had the makings of a hedge fund manager, just that he was a little ahead of his time. For it was he who … Continue reading
Professor Thomas Cooley talks to Viv Davies about the debt crisis and why the Eurozone needs a credible institutional commitment and a strong fiscal authority. They discuss the role of the ECB, the banking system, ‘forced borrowing’ and the prospect … Continue reading
Professor Stijn Van Nieuwerburgh says the government’s efforts to boost housing are prolonging the inevitable by keeping home prices artificially high, while it is lower prices that are really necessary to revitalize the housing market. President Obama’s proposal to expand … Continue reading
Greece is stuck in a vicious cycle of insolvency, low competitiveness and ever-deepening depression. Exacerbated by a draconian fiscal austerity, its public debt is heading towards 200 per cent of gross domestic product. To escape, Greece must now begin an … Continue reading
On Monday, September 12, the Independent Commission on Banking, led by Sir John Vickers, released its final report on UK banking. Two of its key findings are that core banking operations must be ringfenced from the rest of bank’s other … Continue reading