Derivatives and Volatility: The State of the Art (2017)

Fireside Chat with Petter Kolm (NYU Courrant)

What should the rules be for CryptoAssets? Accounting, Regulatory and Legislative PerspectivesFriday, September 17, 2021 11 AM – 3 PM EDTThemeCryptoAssets have received significant attention from the media, regulators, governments, investors, and financial institutions.  How should we account for them?  Should they be regulated?  If so, how and by whom?  Is legislation needed?  What cross-border…

"A Financial Risk Framework For Climate Change: Portfolio Construction, Stress Testing, and Risk Transfer"Friday, April 30, 2021The Second Annual Volatility and Risk Institute Conference, "A Financial Risk Framework For Climate Change: Portfolio Construction, Stress Testing, and Risk Transfer," took place via Zoom on Friday, April 30, 2021 from 9:00am to 3:00pm EDT. The full conference program…

A video recording of the conference is available here.------------An increasing number of financial experts caution that markets may not be accurately incorporating climate-change related risks into asset prices. This conference draws together investors, companies, researchers, and regulators to ask whether this is true and what can be done to better evaluate the costs of both physical and…

Our conference on “Cyber Resilience in the Time of COVID-19: Managing the Consequences of Risk Contagion.” was held virtually on Friday, April 24, 2020. The webinar consisted of two panels, a fireside chat, and an update from our Directors about our latest research. Additionally, we released pre-recorded videos of our conference paper sessions. A full program and videos of the session can be found…

The 11th Annual Volatility Institute Conference, hosted by NYU Stern School of Business, brings together leading academics, policymakers, and industry experts to explore the evolving landscape of financial markets under geopolitical uncertainty. Held on April 26, 2019, in New York City, the conference focuses on the theme “Financial Volatility in an Age of Geopolitical Risks.”The event features a…

The 10th Annual Volatility Institute Conference, hosted by NYU Stern School of Business, focused on the theme “A Financial Approach to Climate Risk”, bringing together leading scholars, policymakers, and industry practitioners to examine the financial implications of climate change. Held on April 27, 2018, in New York City, the conference explored how climate risk is increasingly shaping global…

The Derivatives and Volatility 2017: The State of the Art Conference, presented by the Volatility Institute in collaboration with the NASDAQ Derivatives Research Project, brought together leading academics and industry experts to examine the latest advancements in derivatives markets and volatility modeling. Held on April 27–28, 2017, in New York City, the conference served as a platform for…

The Commodities and Emerging Market Risks Conference, hosted by the Volatility Institute under the leadership of Robert F. Engle, brought together leading academics, policymakers, and financial practitioners to examine the complex dynamics of commodity markets and emerging economies. Held on April 29, 2016, in New York City, the conference focused on understanding how global financial systems are…

The Fixed Income Risk Measurement, Modeling and Management Conference, hosted by the Volatility Institute at NYU Stern School of Business, brought together leading experts to explore the evolving challenges of fixed income markets and interest rate dynamics. Held on April 24, 2015, in New York City, the conference focused on advancing the understanding of risk measurement and modeling in bond…