Tag Archives: Robert Engle

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

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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

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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

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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

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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

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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

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

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

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Europe More Dangerous Than Fiscal Cliff, Engle Says

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

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US Dept of the Treasury’s Financial Research Advisory Committee Gets a New Member

Nobel Laureate Robert Engle, Michael Armellino Professor of Management and Financial Services and Director of NYU Stern’s Volatility Institute, will serve as a member of the Financial Research Advisory Committee for the new Office of Financial Research (OFR) at the … Continue reading

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Robert Engle on CNBC Discusses Systemic Risk in the Global Economy

NYU Stern Professor Robert Engle, 2003 Nobel Laureate in Economics, discusses why Japan poses the biggest systemic risk to the global economy. Engle argues that the Fiscal Cliff is not the only problem for the US economy, but the looming … Continue reading

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