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
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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A Letter from Our Directors
We are deeply appreciative of your support for the Volatility and Risk Institute. Since last spring, there have been many positive developments for the VRI. The most dramatic is the demand for our research on climate risk, kicked off by our acclaimed climate risk conference.
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VRI Co-Directors featured on Chicago Fed's LaSalle St Podcast
Co-Directors Richard Berner and Robert Engle sat down with Alessandro Cocco on the Federal Reserve Bank of Chicago's LaSalle Street Podcast to discuss their research on climate risk.
Listen to the full episode
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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New Book From Gernot Wagner - Geoengineering: the Gamble
Professor Gernot Wagner (VRI Advisory Board) published a new book entitled, Geoengineering: the Gamble. The book explores risks, unknowns, and unknowables of geoengineering. It is out now in the UK and will be available in the US on November 5th.
More about Gernot's Book
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: 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
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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
Our upcoming eventsCONNECT WITH US
