Volatility and Risk Institute

An interdisciplinary center for research on financial, geopolitical, cyber, and climate risks by scholars, practitioners, and policymakers

Our Leadership

Robert Engle portrait

Robert Engle

Co-Director
Michael Armellino Professor of Management and Financial Services

Robert Engle's Faculty Page
Richard Berner faculty portrait

Richard Berner

Co-Director 
Clinical Professor of Management Practice in Finance

Richard Berner's Faculty Page

OUR MISSION

The Volatility and Risk Institute is an interdisciplinary center for research and analysis of financial and nonfinancial risks. It serves as a designated hub to support risk-related research and collaboration among scholars, practitioners, and policymakers. It supports, promotes, and facilitates risk analysis, assessment, and measurement, and creates a bridge between faculty research and a specialized group of practitioners and market participants on the cutting-edge of real-world risk issues. Our focus on newly emerging forms of risk including climate risk, geopolitical risk, cyber risk as well as new topics in financial risk. 

 

Financial data on screen

Initiatives

Our research focuses on emerging forms of risk including climate risk, geopolitical risk, cyber risk as well as new topics in financial risk.

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Research

Publications and videos from our faculty on their latest research

Our latest research
Bryan Kelly at VI Conference (Crop)

Events

The Volatility and Risk Institute hosts several Quantitative Finance and Econometrics seminars (QFE), as well as an annual conferences

Our upcoming events
Screenshot of NYU VLab

V-Lab

The Volatility Laboratory (V-Lab) provides real time measurement, modeling and forecasting of financial volatility and correlations for a wide spectrum of assets.

View our daily analysis