Tag Archives: Viral Acharya

Video: Professors Viral Acharya and Ingo Walter Discuss the MSRM Program

Posted in MS in Risk Management Program, NYU Stern | Tagged , , , , | Leave a comment

“The ‘Greatest’ Carry Trade Ever? Understanding Eurozone Bank Risks” by Professor Viral Acharya

Professor Viral Acharya and his co-author, Sascha Steffen of ESMT European School of Management and Technology, show that eurozone bank risks during 2007-2013 can be understood as “carry trade” behavior. They find that banks used short-term unsecured funding in wholesale … Continue reading

Posted in Foreign Exchange Risk, NYU Stern, Systemic Risk | Tagged , , , , | Leave a comment

“Guaranteed to Fail” by NYU Stern Professors Makes American Banker’s Summer Reading List

Excerpt from American Banker: “This book alleges that Fannie Mae and Freddie Mac were run as the largest hedge fund on the planet. The four authors, all professors at the Leonard N. Stern School of Business at New York University, … Continue reading

Posted in MS in Risk Management Program, NYU Stern, Structured Finance, Systemic Risk | Tagged , , , , , | Leave a comment

Professor Viral Acharya Named Fellow of the European Corporate Governance Institute

Professor Viral Acharya was named a fellow of the European Corporate Governance Institute (ECGI). The ECGI announced the appointment of five new fellows, including Professor Acharya, at their 2014 General Assembly in Brussels on April 29. Professor Acharya was appointed … Continue reading

Posted in MS in Risk Management Program, NYU Stern | Tagged , , , | Leave a comment

RSVP Today to the Risk Management Symposium 2014

We cordially invite you to attend the second Annual Risk Management Symposium here at NYU Stern. Please join us and other senior business professionals for this opportunity to hear from a number of faculty members and practitioners who will share … Continue reading

Posted in MS in Risk Management Program, NYU Stern, Sovereign Risk | Tagged , , , , , , , , | 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 , , , , , | Leave a comment

Professor Viral Acharya’s Research on Stress-Testing European Banks is Cited

The following is an excerpt from the Financial Times entitled “Europe Should Say No to a Flawed Banking Union” by Wolfgang Münchau: There are two classes of compromise in political life. In the first, your ultimate aim is sweeping change, … Continue reading

Posted in Market Risk, NYU Stern, Sovereign Risk | Tagged , , , , | Leave a comment

Professor Viral Acharya on Fire-Sale Risk in Financial Markets

The following is an excerpt from Bloomberg Businessweek: Wall Street’s biggest firms are close to agreeing on a plan that would safeguard the financial markets from the crippling fire sales that engulfed Lehman Brothers Holdings Inc. and Bear Stearns Cos. … Continue reading

Posted in NYU Stern, Systemic Risk | Tagged , , , | Leave a comment

Professor Viral Acharya on China’s Debt Fueled Growth Slowdown

 

Posted in Market Risk, NYU Stern, Sovereign Risk | Tagged , , , | Leave a comment

Professor Viral Acharya’s Research on European Banks is Highlighted

The following is an excerpt from Bloomberg News: European banks have a capital shortfall of as much as 767 billion euros ($1 trillion) before the European Central Bank’s probe into the financial health of the region’s lenders, according to a … Continue reading

Posted in Credit Risk, NYU Stern, Sovereign Risk | Tagged , , , | Leave a comment