Volatility and Risk Institute

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

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. To assess and analyze these risks, we are employing new data and analytical tools including those from data science and a wide range of machine learning technologies. Our Faculty Board is composed of members from the Tandon School of Engineering, the Courant Institute of Mathematical Sciences, the Wilf Family Department of Politics in the Faculty of Arts & Science, the Wagner Graduate School of Public Service, the School of Global Public Health, the Law School, and the Stern School of Business. Our focus is on newly emerging forms of risk including climate risk, geopolitical risk, cyber risk, more recently pandemic risk, as well as new topics in financial risk.

Volatility and Risk Institute Updates

White house briefing announcement

Phil Venables Appointed to President Biden’s Council of Advisors on Science and Technology

VRI Advisory Board member, Phil Venables, has been appointed to President Biden’s Council of Advisors on Science and Technology (PCAST). PCAST is responsible for making science, technology, and innovation policy recommendations to the the White House.

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Watch Now: Cryptoassets Virtual Conference

The Volatility and Risk Institute and the Vincent C. Ross Institute of Accounting Research co-hosted a virtual conference on Friday, September 17, 2021 on the topic, "What should the rules be for CryptoAssets? Accounting, Regulatory and Legislative Perspectives." The conference included two expert panels, a keynote with Professor David Yermack, and an interview with US Representative Bill Foster. A full program and videos are now avialable.

Watch the full conference
VRI Risk Podcast with Judith Germano

VRI Risk Podcast: Judith Germano on Ransomware Attacks and Building Cyber Resilience

The VRI Risk Podcast hosted by Richard Berner explores topics in risk with scholars, practitioners, and policymakers. In the first episode of the series, Richard Berner interviews Judith Germano, a nationally-recognized thought leader on cybersecurity governance, Distinguished Fellow at the NYU Center for Cybersecurity (CCS), and a VRI faculty board member. They discuss her analysis of the recent ransomware attacks and her vision for building

Subscribe to our podcast
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VLab Tutorials

We have created a series of tutorials to demonstrate how to use our research site, VLab. Rob Capellini, VLab, demonstrates how to navigate the site, the documentation pages, and how to request data. The VLab Tutorial series is an ongoing series of VLab with additional videos to be released shortly.

Watch on YouTube

OUR RESEARCH AND PROGRAMS

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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
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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
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Events

The Volatility and Risk Institute hosts Quantitative Finance and Econometrics seminars (QFE) and conferences

Our upcoming events

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