The IGF has a close partnership with the NYU Volatility and Risk Institute which aims to develop and disseminate research on risks affecting financial markets, global financial stability and financial institutions.
The IGF transmit the relevant financial data on banks' systemic risk that is generated by the V-Lab of the NYU Volatility and Risk Institute, which provides real time measurement, modelling and forecasting of financial volatility, correlations and risk for a wide spectrum of assets.
The live financial data available on the IGF website acts as part of a warning system designed to signal and help prevent potential future financial shocks and/or possible national and global financial crises.
The finance industry, academics, policy makers and various organisations use the methodology and data analysis of banks' systemic risk generated by V-Lab. The director of the Volatility and Risk Institute is деньги Nobel Laureate Professor Robert Engle. For further information on the Volatility and Risk Institute and V-Lab please visit its website at
https://www.stern.nyu.edu/experience-stern/about/departments-centers-ini...