Tag Archives: systemic risk

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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Michael Spence: The Real Challenges to Growth

The following is an op-ed written by NYU Stern Professor and Nobel Laureate in Economics, Michael Spence, published in Project Syndicate: MILAN – Advanced economies’ experience since the 2008 financial crisis has spurred a rapidly evolving discussion of growth, employment, … 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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Lehman Was Not Alone – Measuring Systemic Risk in the 2008 Crisis

The following is an op-ed posted on the “Institute for New Economic Thinking” by NYU Stern Professor and Nobel Laureate Rob Engle On September 15, 2008, Lehman Brothers filed for bankruptcy and ushered in the worst part of the recent … 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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Global Economic Growth: An Interview with Michael Spence

NYU Stern Professor and Nobel Laureate Michael Spence was interviewed at this year’s World Economic Forum on the topic of global economic growth. Topics in conversation focused on productivity in developed countries, uneven growth in the developing world, the role … Continue reading

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What Will 2013 Bring? NYU Stern’s Michael Spence on Prospects for 2013

Nobel Laureate and NYU Stern Professor Michael Spence writes about the prospects for an improving world economy for 2013. Professor Spence, a Distinguished Fellow at the Council on Foreign Relations notes that: On the whole, the global economy, while not … 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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