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
Prof. Robert Engle Discusses Recent “Flash Crash” Arrest
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
Posted in Market Risk, Systemic Risk
Tagged flash crash, market risk, Robert Engle, systemic risk
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Prof. Robert Engle Discusses the NYU Stern Systemic Risk Rankings
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
Posted in Systemic Risk
Tagged bankruptcy, Federal Reserve, Financial Crisis, MSRM, NYU Stern, Robert Engle
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Nobel Laureate Robert Engle Delivers Inaugural “Gallatin Lecture Series on Banking”
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
Posted in Systemic Risk
Tagged bankruptcy, NYU Stern, Robert Engle, systemic risk, volatility
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MS in Risk Management Alumni Event Featured on the NYU Stern Homepage!
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
Posted in MS in Risk Management Program, NYU Stern
Tagged Ingo Walter, MSRM, MSRM Alumni, NYU Stern, Robert Engle
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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