Monthly Archives: February 2012

Webinar: “Does the Tail Wag the Dog? The Effect of Credit Default Swaps on Credit Risk”

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

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Operational Due Diligence in Hedge Funds: A Source of Alpha?

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

Posted in Operational Risk | Tagged | 1 Comment

Stijn Van Nieuwerburgh and Coauthors Win Best Paper at the Utah Winter Finance Conference

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

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Taking on the Big Three: Professor Ingo Walter on Credit Rating Agencies

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

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