Bridge over ocean
9 November 2018 Research Foundation

Systemic Risk

  1. Robert F. Engle

Is the financial system going to erupt again or not?” Engle asks. He addresses that question and discusses the monitoring tools available to measure systemic risk, including those on the Volatility Laboratory (V-Lab) website. Much of his emphasis is on the systemic risk, or SRISK, metric, which seeks to answer the question of how much capital a financial institution would need to raise to function normally in the event of another financial crisis. He concludes, “I think we’ve some things to worry about. I’ll leave you with that.”

A session from the 2008 Financial Crisis: A Ten-Year Review conference held on 8-9 November 2018 in New York. 

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