-
Recent Posts
- The Human Element in Investment Decisions
- Professor Edward Altman’s Z-Score Measure is Featured
- MSRM Alumni Highlight: Dante Disparte Class of 2014, Founder and CEO of Risk Cooperative
- The Best Defense to Litigation Is a Good Bank Culture by Professors Ingo Walter and Roy Smith
- Professor Nouriel Roubini Shares his Predictions for the Economy in 2015
Archives
Categories
Pages
Tags
bankruptcy Basel III China corporate governance credit risk Dodd-Frank Ed Altman Edward Altman emerging markets Eurozone Federal Reserve Financial Crisis fiscal cliff India Ingo Walter Kim Schoenholtz Lawrence White liquidity market risk Matthew Richardson Michael Spence MSRM MSRM Alumni Nouriel Roubini NYU Stern political risk Regulatory Risk Richard Levich Richard Sylla risk management Robert Engle Roy Smith sovereign risk Stephen Brown Stijn Van Nieuwerburgh stress testing structured finance Student Profile systemic risk Thomas Cooley Viral Acharya volatility William Silber Z-Score Zur Shapira
Tag Archives: Robert Engle
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
Leave a comment
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
Nobel Laureate and Professor Robert Engle on VaR, Systemic Risk, and Liquidity
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 ARCH, liquidity, Robert Engle, systemic risk, VaR
Leave a comment
Prof. Robert Engle is Interviewed About the Financial Services Industry
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 economics, NYU Stern, Robert Engle, systemic risk, volatility
Leave a comment
Professors Robert Engle & Viral Acharya Warn that European Stress Test Risk Measures are Flawed
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 NYU Stern, Regulatory Risk, Robert Engle, stress testing, systemic risk, Viral Acharya
Leave a comment
Professor and Nobel Laureate Robert Engle Warns of Chinese Financial Risk
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 China, financial risk, Robert Engle, sovereign risk
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 France, FT, Rob Engle, Robert Engle, systemic risk, v-lab
Leave a comment
Nobel Laureate Rob Engle on China’s Risk
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
Nobel Laureate Robert Engle on Global Financial Risk
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 Robert Engle, systemic risk, volatility
Leave a comment
3 Hidden Risks to the Market
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 europe, fiscal cliff, Robert Engle, sovereign risk, systemic risk, volatility
Leave a comment