Tag Archives: Robert Engle

Nobel Laureate and Professor Robert Engle on VaR, Systemic Risk, and Liquidity

Posted on July 17, 2014 by Krista Carver

The following is and excerpt from an interview with Professor Robert Engle and the CFA Institute: “I sat down with Nobel laureate Robert Engle in Tokyo last month to discuss an amazingly wide range of applications that he and industry … Continue reading →

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

Prof. Robert Engle is Interviewed About the Financial Services Industry

Posted on May 29, 2014 by Krista Carver

The following is an excerpt from the El Paso Times:  The nation’s giant banks and other large financial institutions have regained much of the financial cushion they lost during the financial crash of 2008-09, a Nobel Prize-winning economist told University … Continue reading →

Posted in Regulatory Risk, Sovereign Risk, Systemic Risk | Tagged , , , , | Leave a comment

Professors Robert Engle & Viral Acharya Warn that European Stress Test Risk Measures are Flawed

Posted on April 3, 2014 by Krista Carver

On the release of the US Fed’s latest bank stress tests, NYU Stern School of Business Nobel Laureate Robert Engle and Professor of Finance Viral Acharya warn that European regulators’ stress tests miscalculate the amount of systemic risk banks will … Continue reading →

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

Professor and Nobel Laureate Robert Engle Warns of Chinese Financial Risk

Posted on December 19, 2013 by Krista Carver

The following is an excerpt from the Australian Broadcasting Corporation: A leading analyst of financial risk warns that the Chinese banking system has become the second most risky in the world after a big run-up in bad lending over the … Continue reading →

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

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

Posted on October 28, 2013 by Alanna Valdez

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

Nobel Laureate Rob Engle on China’s Risk

Posted on June 27, 2013 by Alanna Valdez

NYU Stern Professor and Nobel Laureate Rob Engle was recently interviewed by the China Economic Review. In response to the question of China’s global financial stability, Engle responds:  “In Asia, risk is increasing, and has been increasing for a decade. … Continue reading →

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

Nobel Laureate Robert Engle on Global Financial Risk

Posted on June 21, 2013 by Alanna Valdez

NYU Stern Professor and Nobel Laureate Robert Engle was interviewed recently on CNBC’s Squawk Box. Excerpt from CNBC — “We thought that it would take about a trillion dollars to rescue the financial sector in the middle of the financial … Continue reading →

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

3 Hidden Risks to the Market

Posted on December 20, 2012 by Alanna Valdez

NYU Stern Professor and Nobel Laureate Robert Engle discussed on Fox Business’s Closing Bell with Liz Claman three hidden risks to the market that should require more attention. With all eyes on the fiscal cliff, Engle noted that the situation in … Continue reading →

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

The “World Looks Pretty Rosy from Australia’s Point of View” says Engle

Posted on December 17, 2012 by Alanna Valdez

NYU Stern Professor and Nobel Laureate Robert Engle spoke this past weekend at the 25th Australasian Finance and Banking Conference at the Australian School of Business at UNSW. In his keynote address, Engle discussed the current state of Australian banks, … Continue reading →

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

Europe More Dangerous Than Fiscal Cliff, Engle Says

Posted on December 10, 2012 by Alanna Valdez

Robert Engle, NYU Stern Professor and Nobel Laureate in Economics, discusses financial market volatility on Bloomberg TV. Engle argues that the situation in Europe could be more damaging to the US than the fiscal cliff. He speaks with Mark Crumpton on … Continue reading →

Posted in Regulatory Risk | Tagged , , | Leave a comment