Robert F. Engle

I'll present my research on "Climate Financial Risk: Portfolios And Stress Tests" at the @CQFInstitute ESG & Climate Risk in Quant Finance Conference on 9/29.

Free registration here: qiconference.com/september-2022/

Consistent with SRISK, short term risk for US banks is declining but long term risk is rising. nyti.ms/2trSTqj

Preparing for the Bernoulli Lecture with an evening in Annecy and golf in Chamonix under Mont Blanc

Korean equity market Kospi is stable at 10% vol on @NYUVlab. However, the options based vol index is now at 16%

Learn more at vlab.stern.nyu.edu x.com/NYU_Volatility…