NYU University Volatility & Risk Institute

The IGF and New York University (NYU) Volatility and Risk Institute collaborate and work closely on issues affecting: 

  • Global and regional financial stability 
  • Financial institutions 
  • Measuring systemic risk 

Nobel Laureate Professor Robert Engle is the Co- Director of the Volatility and Risk Institute at NYU, and IGF Senior Fellow. 

The IGF and the Volatility Institute at NYU are refining the methodology and techniques for measuring systemic risk of banks. NYU’s V-Lab at the Volatility Institute provides live weekly data on the systemic risk of banks around the world. This data includes major banks from the US, Europe, Asia and Australia.  

This live data is extremely valuable to the finance industry and policymakers, acting as early warnings that capture the financial risk of global, regional and national banking systems.

IGF regional research centres

The IGF undertakes research work hand in hand with major regional research centres located in major universities in the Asia-Pacific region:

  • Risk Management Institute - National University of Singapore 
  • China Centre for Financial Research - Tsinghua University 
  • School of Management- Fudan University 
  • Institute of Economics and Finance - Chinese University of Hong Kong 
  • Shanghai Advanced Institute of Finance - Jiao Tong University

IGF collaborators

The IGF has strong and valuable collaborative relationship with international organisations, the finance industry, central banks and regulators.

Our relationships include: 

  • Asian Development Bank
  • Australian Securities Exchange
  • Bank of England
  • Bank for International Settlements
  • BlackRock
  • Federal Reserve Bank of New York
  • Financial Services Institute of Australasia (Finsia)
  • KPMG
  • PwC
  • Reserve Bank of Australia
  • World Bank

IGF Associate Researchers

Ross Buckley
Scientia Professor

Law & Justice, School of Private & Commercial Lawn

Professor Wei Chen
Professor

School of Accounting, Auditing and Taxation

AGSM Fellow Oleg Chuprinin
AGSM Fellow

School of Banking and Finance

Associate Professor Kristle Romero Cortes
Associate Professor

A Team Leader for Interconectedness and Global Systemic Risk 

 

Professor of Economics & ARC Future Fellow Gabriele Gratton
Professor of Economics & ARC Future Fellow
Professor Richard Holden
Professor
  • Director, Economics of Education Knowledge Hub @UNSWBusiness
  • Co-Director, UNSW New Economic Policy Initiative
  • President, Academy of the Social Sciences in Australia
Associate Lecturer Yeejin Jang
Associate Lecturer

A Team Leader for Global Financial Stability

Professor Alexandre Jeanneret
Professor

School of Banking and Finance

Associate Professor Mark Humphery-Jenner
Associate Professor

A Team Leader for Global Governance 

Associate Professor Henry Lam, Industrial Engineering and Operations Research, Columbia University
Associate Professor

A Team Leader of Systemic Risk in Insurance

Dr Han Li, Associate Professor Economics, University of Melbourne
Associate Professor

A Team Leader of Systemic Risk in Insurance

Scientia Professor of Finance Ronald Masulis
Scientia Professor of Finance
Professor Elise Payzan
Professor

A Team Leader for Global Prosperity 

Associate Professor Konark Saxena
Associate Professor

A Team Leader for Global Financial Stability 

Associate Professor Rik Sen
Associate Professor

School of Banking and FInance

Associate Dean (Equity, Inclusion and Diversity) Elvira Sojli
Associate Dean (Equity, Inclusion and Diversity)

School of Banking and Finance

Professor Qihe Tang
Professor

Team Leader of Systemic Risk in Insurance  

Associate Professor Wing Wah Tham
Associate Professor

School of Banking and Finance

Lecturer Cara Vansteenkiste
Lecturer

School of Banking and Finance

Scientia Associate Professor of Tax Law Yan Xu
Scientia Associate Professor of Tax Law

IGF Senior Fellows