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

1 Faculty News March 13, 2018 ![ThinkAdvisor logo ](/sites/default/files/styles/246w/public/assets/images/thinkadvisor-logo.jpg?itok=Bd2YxL1I)>

Excerpt from [ThinkAdvisor](https://www.thinkadvisor.com/2018/03/13/what-a-fed-economist-says-about-variable-annuities/?slreturn=20180214102743) -- "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."

[Read more](https://www.thinkadvisor.com/2018/03/13/what-a-fed-economist-says-about-variable-annuities/?slreturn=20180214102743)