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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Tag Archives: Philipp Schnabl
Viral Acharya and Philipp Schnabl of NYU Stern and Gustavo Suarez of the Federal Reserve have a paper forthcoming in the Journal of Financial Economics. Abstract of “Securitization Without Risk Transfer” We analyze asset-backed commercial paper conduits, which experienced a … Continue reading →