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
Co-Director
Michael Armellino Professor of Management and Financial Services
Richard Berner
Co-Director
Clinical Professor of Management Practice in Finance
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 is on newly emerging forms of risk including climate risk, geopolitical risk, cyber risk as well as new topics in financial risk.
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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Events
The Volatility and Risk Institute hosts several Quantitative Finance and Econometrics seminars (QFE), as well as an annual conferences
Our upcoming events
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