27 June 2013 - This is a First International Conference update

Monitoring Systemic Risk with V-LAB

Robert Engle, Nobel Prize in Economic Sciences (2003), Director of Volatility Institute At NYU Stern, introduces the Volatility Laboratory (V-LAB) which publishes daily estimates and forecasts of many risk measures for thousands of assets.  Moreover, he talks of the interesting events in recent weeks and draws implications about the effectiveness of risk measures to anticipate the financial crisis.

This talk was presented during the First International Conference on the Syrto Project.


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