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The role of Professor Robert Engle's systemic risk measurement, SRisk, in re-engineered models from the US Treasury's Office of Financial Research, is featured

Risk.net 192 x 144
Excerpt from Risk.net -- "SRisk, a systemic risk measure developed by Robert Engle, a Nobel Prize-winning economist at New York University, figures prominently in the FSVM [Financial System Vulnerabilities Monitor]. It is one of the measures used to track contagion, one of six risk categories covered by the monitor."

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