Professor Robert Engle shares Stern's V-Lab's findings on Deutsche Bank's level of risk
— October 3, 2016
Excerpt from The New York Times -- "Robert Engle, an economist at New York University who was awarded the Nobel Prize for his work on volatility and capital markets, has designed a model that ranks financial institutions in terms of their systemic risk. ... Since September, the bank’s risk, calculated on the basis of its leverage, has increased sharply relative to other comparable institutions, according to the NYU gauge. 'There is just a lot of risk for Deutsche Bank right now,' Mr. Engle said. 'We have been worried about European banks for quite a while.'"