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 finance industry & regulators

The IGF has strong and valuable relationships within the finance industry and regulators.  These collaborative relationships have produced several joint publications, policy events and engagements.

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

Associate Professor
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Program Director, Master of Financial Planning
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Associate Professor Henry Lam, Industrial Engineering and Operations Research, Columbia University
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Dr Han Li, Associate Professor Economics, University of Melbourne
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Scientia Professor of Finance
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Scientia Fellow (Level D)
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Professor Peter Pham, Finance Discipline, University of Sydney Business School
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Associate Dean (Equity, Inclusion and Diversity)
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IGF Senior Fellows