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: Robert Engle
In a recent article on Reuters, Professor Robert Engle shared his perspective on the arrest of Navinder Singh Sarao, a UK trader who is though to be responsible for the 2010 “flash crash.” In this crash on May 6th, 2010, almost $1 … Continue reading
In a recent article on the International Business Times, NYU Stern Professor Robert Engle discussed banking stress tests and the NYU Stern Systemic Risk Rankings. Following the first round of the Federal Reserve’s annual stress tests last week- in which an unprecedented 31 … Continue reading
NYU Stern Professor and Nobel Laureate Robert Engle delivered the inaugural session of the Gallatin Lecture Series on Banking, the first of four lectures jointly hosted by NYU Stern and The Clearing House. His presentation, titled Prospects for Financial Stability, drew … Continue reading
Nobel Laureate and NYU Stern Professor Robert Engle spoke to MS in Risk Management students and alumni on his research and future global collaborations with the NYU Stern Volatility Institute. On November 7, MS in Risk Management Academic Director Ingo … Continue reading
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