About the Volatility and Risk Institute
History, staff contact, and location of the Volatility and Risk Institute
History of the Volatility and Risk Institute
NYU Stern’s Volatility and Risk Institute (VRI) is an expansion of the School’s celebrated Volatility Institute, founded in 2004. The VRI is Stern’s designated hub to promote and facilitate all risk-related external and internal engagement and research among scholars, practitioners, and policymakers. The VRI is co-led by Robert Engle, the Michael Armellino Professor of Management and Financial Services, director of the NYU Stern Volatility Institute, and 2003 Nobel Laureate in Economic Sciences, and Richard Berner, Executive-in-Residence and Clinical Professor of Management Practice in Finance at NYU Stern, and former Director of the Office of Financial Research.
NYU Stern is renowned for being in the vanguard of thought-leadership on financial institutions, financial crises, and financial policy, across its faculty, finance and economics departments, centers, and institutes, leading a robust dynamic of research, programming, and curricula. This has included the Volatility Institute and it’s Volatility Laboratory (V-Lab), which provides real-time measurement, modeling, and forecasting of volatility and correlations for a wide spectrum of financial assets, and SRISK, a powerful measure of the stability of the global financial system and its constituent countries and firms.
The VRI serves as a designated hub to support risk-related research and collaboration among the School’s and the University’s network of scholars, practitioners, and policymakers. It supports, promotes, and facilitates risk analysis, assessment, and measurement, and to promote collaboration between faculty research and practitioners on the cutting-edge of real-world risk issues.
NYU Stern is renowned for being in the vanguard of thought-leadership on financial institutions, financial crises, and financial policy, across its faculty, finance and economics departments, centers, and institutes, leading a robust dynamic of research, programming, and curricula. This has included the Volatility Institute and it’s Volatility Laboratory (V-Lab), which provides real-time measurement, modeling, and forecasting of volatility and correlations for a wide spectrum of financial assets, and SRISK, a powerful measure of the stability of the global financial system and its constituent countries and firms.
The VRI serves as a designated hub to support risk-related research and collaboration among the School’s and the University’s network of scholars, practitioners, and policymakers. It supports, promotes, and facilitates risk analysis, assessment, and measurement, and to promote collaboration between faculty research and practitioners on the cutting-edge of real-world risk issues.
VRI Staff
Robert Engle, Co-Director, 212-998-0710, 44 West 4th St., KMC 9-62
Richard Berner, Co-Director, 212-998-0886, 44 West 4th St., KMC 9-64
Rob Capellini, V-Lab Director, 212-998-4034, 44 West 4th St., KMC 9-171
Matt Hemphill, Assistant Director, 212-998-0702, 44 West 4th St., KMC 9-155
Matt Matysik, Assistant Director, part-time, 212-998-0826, 44 West 4th St., KMC 9-194D
Brian Reis, Data Analyst, 212-998-0331, 44 West 4th St., KMC 9-172
Questions? Contact us at vri@stern.nyu.edu.
Richard Berner, Co-Director, 212-998-0886, 44 West 4th St., KMC 9-64
Rob Capellini, V-Lab Director, 212-998-4034, 44 West 4th St., KMC 9-171
Matt Hemphill, Assistant Director, 212-998-0702, 44 West 4th St., KMC 9-155
Matt Matysik, Assistant Director, part-time, 212-998-0826, 44 West 4th St., KMC 9-194D
Brian Reis, Data Analyst, 212-998-0331, 44 West 4th St., KMC 9-172
Questions? Contact us at vri@stern.nyu.edu.
The Volatility Institute at NYU Shanghai (VINS)
The Volatility Institute at NYU Shanghai is a sister institute of the Volatility and Risk Institute at NYU Stern. Their research hub, VINSIGHT, focuses on Chinese financial markets and provides daily volatility analyses for major stock indices and stocks across different regions and industries.
The Society for Financial Econometrics (SoFiE)
The Volatility and Risk Institute is proud to be host institution for The Society for Financial Econometrics (SoFiE). SoFiE is a global network of academics and practitioners dedicated to sharing research and ideas in the fast-growing field of financial econometrics. SoFiE is committed to promoting and expanding research and education at the intersection of finance and econometrics.
YouTube
Subscribe to our YouTube channel to see our latest event videos and tutorials on using V-Lab
Location
The Volatility and Risk Institute is located at 44 West 4th Street, New York, NY, 10012