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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Tagsbankruptcy Ed Altman Edward Altman emerging markets Eurozone Ingo Walter Lawrence White Matthew Richardson Michael Spence MSRM MSRM Alumni Nouriel Roubini NYU Stern Regulatory Risk Robert Engle sovereign risk Stijn Van Nieuwerburgh systemic risk Thomas Cooley Viral Acharya
Tag Archives: Viral Acharya
The use of accounting measures and disclosures in bank contracts and in regulation suggests that the quality of banks’ financial reporting is central to the efficacy of market discipline and non-market mechanisms in limiting bank debt and risk overhang in … Continue reading →
In an upcoming five day short course beginning June 1st 2015, MSRM Professors Ingo Walter, Edward Altman, Holger Mueller, Viral Acharya, and Stijn Van Nieuwerburgh will join NYU Stern Professors Aswath Damodaran, David Yermack and Baruch Lev to teach Contemporary Finance: Key Topics for Senior Executives and Board Members. Learn … Continue reading →
On March 2nd, MSRM Professor Viral Acharya spoke about the conflict between the Federal Reserve’s independence in making monetary policies and its expanding role as guardian of financial stability. The talk took place at a Brookings event as part of a … Continue reading →
Benchmarking the European Central Bank’s Asset Quality Review and Stress Test: A Tale of Two Leverage Ratios
The following is an excerpt from a recent paper written by NYU Stern Professor Viral Acharya and Sascha Steffen: In November 2014, the ECB published its asset quality review (AQR) and comprehensive assessment (ECB 2014), as well as capital shortfall … Continue reading →
The following is an excerpt from the Financial Times: Last week, 25 banks failed the asset quality review (AQR) conducted by the European Central Bank for 130 of the eurozone’s largest banks. In the stress test performed by the European … Continue reading →