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The Seventh Annual NYU Stern Volatility Institute Conference brought together academics, practitioners and regulators to discuss the latest research and ideas on "Fixed Income Risk: Measurement, Modeling and Management."  Hosted by Nobel Laureate Professor Robert Engle, this year’s conference was sponsored by Stern’s Volatility Institute, BlackRock, Deutsche Bank, The Alfred P. Sloan Foundation, Society for Financial Econometrics (SoFiE), the Michael Armellino Foundation, Beyondbond, the Institute of Global Finance – University of New South Wales, and the AIG-NYU Collaborative Research Initiative.
 
Conference highlights included:

• Nobel Laureate Professor Robert Engle, director of Stern's Volatility Institute, shared an update from V-lab
• Keynote remarks from James Hamilton, professor of economics at the University of California-San Diego, on “Robust Bond Risk Premia”
• Luncheon speaker Peter Hooper, managing director, chief economist for Deutsche Bank Securities and co-head of the Deutsche Bank Global Economics team, answered the question, “Is the US Economy Vulnerable to a Volatility Shock?”
• Research presentations from academics and practitioners from NYU Stern, Banque de France, Federal Reserve Bank of New York, Federal Reserve Bank of San Francisco, Georgetown University, National University of Singapore, University of Chicago and University of Pennsylvania
• A panel discussion on the “Fixed Income Risk Outlook,” featuring Mustafa Chowdhury of Voya Investment Management, Paul Harrison of BlackRock, Inc., Charles Himmelberg of Goldman Sachs and Professor Kim Schoenholtz of NYU Stern, and moderated by Stern Professor Matthew Richardson 

Read the full conference program, access presentation slides and papers, and see additional photos from the event on Stern’s Volatility Institute website.