Authored by MSRM alumni, Samir Abrol, Benjamin Chesir and Nikhil Mehta "High Frequency Trading and US Stock Market Microstructure: A Study of Interactions between Complexities, Risks and Strategies Residing in U.S. Equity Market Microstructure" examines the conditions, complexities and risks of a fragmented market microstructure to contextualize the role of algorithmic and high frequency trading in the US equity markets.
Risk Intelligence News Center
May 5, 2016
April 25, 2016
Venture capitalist Daniel Shin (MSRM '13), who was recently named to the World Economic Forum’s Young Global Leaders program, reflects on the value of his MS in Risk Management degree from Stern.
April 14, 2016
Excerpt from Bloomberg: Nouriel Roubini, chairman at Roubini Global Economics and NYU Stern School of Business professor, discusses why the Federal Reserve is driving the strengthening yen, what he sees from the Bank of Japan and Japanese government to deal with the currency, and the prospect of global fiscal policy to boost growth. He speaks from the Ambrosetti Workshop in Cernobbio, Italy on "Bloomberg Surveillance."
March 22, 2016
Venture capitalist and thought leader on innovation, tech entrepreneurship and business, founding one of the most successful start-up accelerators in Korea and serving as the youngest board member of a public company in Korean history.
February 18, 2016
NYU Stern’s MS in Risk Management (MSRM) Program hosted the third Risk Roundtable Series on January 28. Approximately 65 attendees including Stern alumni and industry professionals gathered to hear from Stern Professor Tom Cooley and NYU Professor of Politics and Economics David Denoon, director of NYU’s Center on US-China Relations.
February 4, 2016
Excerpt from Project Syndicate: "Since the beginning of the year, the world economy has faced a new bout of severe financial market volatility, marked by sharply falling prices for equities and other risky assets. A variety of factors are at work: concerns about a hard landing for the Chinese economy; worries that growth in the United States is faltering at a time when the Fed has begun raising interest rates; fears of escalating Saudi-Iranian conflict; and signs – most notably plummeting oil and commodity prices – of severe weakness in global demand."
January 21, 2016
Excerpt: The Golub Capital Altman Index measures the actual revenue and EBITDA (earnings before interest, taxes, depreciation and amortization) growth of U.S.
Markets Finally Recognize Danger From Dysfunctional Risk Management in China by Professor Hersh Shefrin
January 12, 2016
The following is an excerpt from Forbes: "The two 7 percent declines in Chinese stocks last week, coupled with a dropping renminbi, are signalling danger. In turn, the S&P 500 dropped 5.7% for the week, giving rise to what NYU’s Volatility Lab characterizes as systemic events. These market movements are warning us about the risks associated with financial instability, risks that have psychological pitfalls at their root."
January 7, 2016
The following is an excerpt from Project Syndicate: In short, the distance between what Europe needs and what Europeans want is growing, and that gap could spell deep trouble in 2016. The eurozone and the EU are facing multiple threats, all of which call for a collective response. But what we are seeing is its member states increasingly adopting a national approach, thus undermining the possibility of Europe-wide solutions (the migration crisis is a tragic case in point).
December 18, 2015
Professor Nouriel Roubini discusses economic conditions surrounding an expected interest rate hike by the Federal Reserve via Bloomberg Business.