# The role of Professor Robert Engle's systemic risk measurement, SRisk, in re-engineered models from the US Treasury's Office of Financial Research, is featured

1 Faculty News October 26, 2017 ![Risk.net logo](/sites/default/files/styles/246w/public/assets/images/risknet192x144.jpg?itok=EfWPnsZw)>

Excerpt from [Risk.net](https://www.risk.net/risk-management/5348281/us-treasurys-research-arm-revamps-systemic-risk-models) -- "SRisk, a systemic risk measure developed by [Robert Engle](http://www.stern.nyu.edu/faculty/bio/robert-engle), a Nobel Prize-winning economist at New York University, figures prominently in the FSVM \[Financial System Vulnerabilities Monitor\]. It is one of the measures used to track contagion, one of six risk categories covered by the monitor."

[Read more](https://www.risk.net/risk-management/5348281/us-treasurys-research-arm-revamps-systemic-risk-models)
