Faculty News

Professor Robert Engle and the Stern V-Lab's work on systemic risk measurement, SRISK, is referenced

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Excerpt from ThinkAdvisor -- "Analysts at the New York University Stern School of Business V-Lab have come up with an indicator, 'SRISK,' that shows how big of a capital hole a firm might face if a broad market index falls by 40% over the next six months."

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