Tag Archives: NYU Stern

Professor Viral Acharya’s Research on Eurozone Stress Testing is Highlighted

The following is an excerpt from the Financial Times: Last week, 25 banks failed the asset quality review (AQR) conducted by the European Central Bank for 130 of the eurozone’s largest banks. In the stress test performed by the European … Continue reading

Posted in NYU Stern, Sovereign Risk, Systemic Risk | Tagged , , , , , , | Leave a comment

Nobel Laureate and Professor Robert Engle Discusses Recent Market Volatility

The following is an excerpt from Fox Business: “We’ve had about two weeks of spectacularly high volatility. However, when you think about it, it’s only high relative to the last two years. We haven’t seen this for two years. Before … Continue reading

Posted in Market Risk, NYU Stern | Tagged , , | Leave a comment

NYU Stern’s TRIUM Program is Ranked #1 by the Financial Times

The following is an excerpt from the Financial Times: For the first time in six years, a new challenger has topped the FT’s ranking of executive MBA programmes. The 2014 ranking of 100 programmes for working senior executives is headed … Continue reading

Posted in NYU Stern | Tagged , , | Leave a comment

Real Effects of the Sovereign Debt Crisis in Europe: Evidence from Syndicated Loans By Professor Viral Acharya

This paper shows that the sovereign debt crisis and the resulting credit crunch in the periphery of the Eurozone lead to negative real effects for borrowing firms. Using a hand matched sample of loan information from Dealscan and accounting information … Continue reading

Posted in Credit Risk, NYU Stern, Sovereign Risk | Tagged , , , , | Leave a comment

Professor Ed Altman’s Z-Score is Featured

The following is an excerpt from USA Today: Does it seem you’re the last to know when a company is in serious financial trouble and end up holding the worthless stock? There’s an early warning system all investors need to … Continue reading

Posted in Bankruptcy, NYU Stern | Tagged , , , | Leave a comment

MSRM Class of 2014 Alumnus Leads a Research Project on Risk Management in the Aid and Development Sector

A recent research project titled “Fleet Risk Management” led by MSRM Class of 2014 Alumnus and Managing Director at Clements Worldwide, Dante Disparte, focused on risk management in the aid and development sector. Some large fleet operators choose self-insured models … Continue reading

Posted in MS in Risk Management Program, NYU Stern | Tagged , , , | Leave a comment

“The End of Market Discipline? Investor Expectations of Implicit Government Guarantees” by Professor Viral Acharya

Professor Viral Acharya and his co-authors, Deniz Anginer of Virginia Tech and the World Bank and A. Joseph Warburton of Syracuse University, find that bondholders of major financial institutions have an expectation that the government will shield them from large … Continue reading

Posted in Credit Risk, Market Risk, NYU Stern, Systemic Risk | Tagged , , , | Leave a comment

Master of Science in Risk Management to Host Module at NYU Abu Dhabi

The NYU Stern Master of Science in Risk Management (MSRM) Class of 2015 will travel to NYU’s Abu Dhabi campus for the fourth module of the program. This will be the first MSRM module to take place at NYU Abu … Continue reading

Posted in MS in Risk Management Program, NYU Stern | Tagged , , | Leave a comment

MSRM Class of 2014 Capstone Group Featured on the NYU Stern Homepage!

How do you put together a high-powered team, with members from different companies, who have complementary expertise and can blue-sky an innovative plan designed to boost Africa’s emerging economy? A group of seven students in NYU Stern’s Master’s in Risk … Continue reading

Posted in MS in Risk Management Program, NYU Stern | Tagged , , , , | Leave a comment

Video: Professors Viral Acharya and Ingo Walter Discuss the MSRM Program

Posted in MS in Risk Management Program, NYU Stern | Tagged , , , , | Leave a comment