# Prof. Robert Engle and NYU Stern’s Systemic Risk Rankings

1 August 30, 2012 Bloomberg Businessweek ![](/sites/default/files/styles/246w/public/assets/images/con_030601.jpg?itok=GeJte3i1)>

Excerpt from [Bloomberg Businessweek](http://www.businessweek.com/articles/2012-08-30/the-fed-takes-a-crash-course-in-finance) -- "Using data gleaned from [Engle](http://www.stern.nyu.edu/faculty/bio/robert-engle)’s model, which compares the equity value of a bank to its liabilities, NYU Stern’s Volatility Laboratory publishes a weekly update showing which bank is contributing most to systemic risk."

[Read more](http://www.businessweek.com/articles/2012-08-30/the-fed-takes-a-crash-course-in-finance)