Tag Archives: Rob Engle

NYU Stern Volatility Institute Launches at NYU Shanghai

NYU Shanghai is celebrating the launch of the Volatility Institute at NYU Shanghai. The Volatility Institute at NYU Shanghai, located at the NYU Shanghai Pudong Academic Building in the heart of Liujiazui, Shanghai’s financial center, aims to create opportunities for … Continue reading

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

Prof. and Nobel Laureate Rob Engle’s Volatility Lab is Promoted on FT

The following is an excerpt from a FT blog entry entitled “Computing the bill for European taxpayers, come the next crisis.” “Eric Dor of the IESEG School of Management in Paris, whose previous work includes A User’s Guide to Leaving the … Continue reading

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

Lehman Was Not Alone – Measuring Systemic Risk in the 2008 Crisis

The following is an op-ed posted on the “Institute for New Economic Thinking” by NYU Stern Professor and Nobel Laureate Rob Engle On September 15, 2008, Lehman Brothers filed for bankruptcy and ushered in the worst part of the recent … Continue reading

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

Professors Engle and Tuckman on The Office of Financial Research and Dr. Richard Berner

Dr. Richard Berner visited NYU Stern recently to discuss his new post as Director of the US Treasury’s Office of Financial Research (OFR), “the first federal agency devoted to quantifying threats to financial stability.” Berner addressed the NYU Stern community … Continue reading

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