Volatility and Risk Institute
An interdisciplinary center for research on financial, geopolitical, cyber, and climate risks by scholars, practitioners, and policymakers
VOLATILITY AND RISK INSTITUTE UPDATES
Viral Acharya and Bob Litterman named to Climate-related Financial Risk Advisory Committee (CFRAC)
VRI board members, Viral Acharya and Bob Litterman, were named to Climate-related Financial Risk Advisory Committee (CFRAC) established by US Department of the Treasury's Financial Stability Oversight Council. The CRFAC will provide "information and analysis on climate-related financial risks from a broad array of stakeholders."
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Judith Germano's panel on "Cyber Risk: Increasing Board and Executive Accountability" for the Women Leaders in Cybersecurity event series
Judith Germano (VRI Faculty Board) moderatred a panel on "Cyber Risk: Increasing Board and Executive Accountability" for the Women Leaders in Cybersecurity event series.
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Professor Berner at GARP's War and Sanctions Webcast
Richard Berner (VRI Co-Director) spoke at GARP's webcast on "War and Sanctions: What the Russia-Ukraine Conflict Means for Risk Managers". A recording of the webcast is now available.
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Watch Now: VRI Conference on "Macroeconomic Consequences and Implications of Decarbonization"
Did you miss our conference? Videos are now posted for the Volatility and Risk Institute's Third Annual Conference on "Macroeconomic Consequences and Implications of Decarbonization." A full program and links to videos can be found on our conference page.
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Russian Sanctions: Questions and Answers with Richard Berner, Stephen Cecchetti, and Kermit Schoenholtz
Richard Berner (VRI Co-Director) authored a joint article with Stephen Cecchetti and Kermit Schoenholtz exploring the implications of recent sanctions on Russia.
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Petter Kolm named ‘Quant of the Year’ by The Journal of Portfolio Management
Professor Petter Kolm (VRI Advisory Board) was named the 2021 'Quant of the Year' by The Journal of Portfolio Management. The award "recognizes a researcher’s history of outstanding contributions to the field of quantitative portfolio theory."
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VRI Authors Report with NYFed: Climate Stress Testing
Our research with Hyeyoon Jung of the Federal Reserve Bank of New York on "Climate Stress Testing" is now available as NYFed Staff Report. The research has been covered in Reuters and Bloomberg.
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OUR RESEARCH AND PROGRAMS
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
Our research focuses on emerging forms of risk including climate risk, geopolitical risk, cyber risk as well as new topics in financial risk.
Our latest research
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.
Events
The Volatility and Risk Institute hosts Quantitative Finance and Econometrics seminars (QFE) and conferences
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