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 2012
Complimentary webinar presented by Professor Marti G. Subrahmanyam, Charles E. Merrill Professor of Finance, Economics and International Business, NYU Stern School of Business. Thursday, March 22, 2012 at 11 a.m. U.S. Eastern Time Concerns have been raised, especially since the … Continue reading
Professor of Finance Stephen Brown discusses the importance of due diligence to mitigate operational risk in hedge funds. He concludes that operational due diligence is a source of alpha, and his research determines that “operational risk is more predictive of … Continue reading
Stijn Van Nieuwerburgh of NYU Stern, Ralph Koijen of the University of Chicago Booth School of Business and Motohiro Yogo of the Federal Reserve Bank of Minneapolis won Best Paper at the 2012 Utah Winter Finance Conference. Abstract: We develop … Continue reading
Professor Ingo Walter is interviewed in Crain’s New York Business on the dominance of the three main credit rating agencies: Standard & Poor’s Rating Services, Moody’s Investors Service, Inc. and Fitch Ratings Ltd. Newer rating agencies such as Kroll and … Continue reading