Honorary Lectures

  • Lecture, “How Much SRISK is Too Much?”, Johannesburg, South Africa, February 2018
  • Keynote, “A Financial Approach to Climate Risk” FT Climate Finance Summit, New York, NY, February 2018
  • Lecture, “How Much SRISK is Too Much?” Macro Financial Modeling Winter 2018 Meeting, New York, NY, January 2018
  • Lecture, “Large Dynamic Covariance Matrices” 28th EC2 on Time-varying Parameter Models, Amsterdam, Netherlands, December 2017
  • Lecture, “How Much SRISK is Too Much?” Royal Danish Academy, Copenhagen, Denmark, December 2017
  • Seminar, “A Financial Approach to Environmental Risk and Climate Change,” Global Risk Institute, New York, NY, December 2017
  • Keynote Speaker, “How Much SRISK is Too Much?” Hong Kong Polytechnic University, November 2017
  • Lecture, “How Much SRISK is Too Much?” Zhejiang University, Hangzhou, China, November 2017
  • Keynote Speaker, “How Much SRISK is Too Much?” Volatility Institute Shanghai (VINS) Conference, Shanghai, China, November 2017
  • Keynote Speaker, “How Much SRISK is Too Much?” Inter-American Development Bank, Washington, DC, October 2017
  • Panelist, “Evidence-based policy making: challenges and opportunities,” Central European University, Budapest, Hungary, October 2017
  • Seminar, “How Much SRISK is Too Much?” Central European University, Budapest, Hungary, October 2017
  • Keynote Speaker, “How Much SRISK is Too Much?” Slovak Economic Association Meeting (SEAM 2017), Košice, Slovakia, September 2017
  • Dinner Speaker, 2017 NBER-NSF Time Series Conference, Kellogg School of Management, Evanston, IL, September 2017
  • Keynote Video Presentation, “How Much SRISK is Too Much?” IFABS Asia 2017 Conference, Ningbo, China, August 2017
  • Lecutre, “How Much SRISK is Too Much,” SoFiE Conference, NYU Stern, New York, NY, June 2017
  • Lecture, “Systemic Risk with Endogenous Cycles,” Bernoulli Lecture at the EPFL, HEC Lausanne, Switzerland, June 2017
  • Lecture, “Large Dynamic Covariance Matrices,” Big Data in Dynamic Predictive Econometric Modeling, University of Pennsylvania, Philadelphia, PA, May 2017
  • Lecture, "Structural GARCH: The Volatility-Leverage Connection," Princeton University, Princeton, NJ, May 2017
  • Lecture, “What's New In V-Lab,” Volatility Institute Conference, NYU, New York, NY, April 2017
  • Keynote Speaker, “Systemic Risk with Endogenous Cycles,” Conference on Banks, Systemic Risk, Measurement and Mitigation, La Sapienza, Rome, Italy, March 2017
  • Keynote Speaker, “Prospects of Global Financial Stability,” Western Economic Association International 13th International Conference, Santiago, Chile, January 2017
  • Keynote Speaker, “Prospects of Global Financial Stability,” Tsinghua University, Beijing, China, November 2016
  • Keynote Speaker, “Prospects of Global Financial Stability,” Beihang University, Beijing, China, November 2016
  • Keynote Speaker, “Prospects of Global Financial Stability,” Nankai University, Tianjin, China, November 2016
  • Keynote Speaker, “Prospects of Global Financial Stability,” Volatility Institute Shanghai (VINS) Conference, Shanghai, China, November 2016
  • Keynote Speaker, “ FMA International and CBOE’s Conference on Derivatives and Volatility, Chicago, IL, November 2016
  • Keynote Speaker, “Dynamic Conditional Beta,” Random Processes and Time Series: Theory and Applications a Conference in Honor of Murray Rosenblatt, UCSD, San Diego, CA, October 2016
  • Keynote Speaker, “Prospects of Global Financial Stability,” UBS Equity Derivatives Conference, New York, NY, October 2016
  • Lecture, “Prospects of Global Financial Stability,” Sy Syms School of Business Seminar, Yeshiva University, New York, NY, September 2016
  • Lecture, “Structural GARCH: The Volatility-Leverage Connection,” New Developments in Measuring and Forecasting Financial Volatility Conference, Duke University, Durham, NC, September 2016
  • Keynote Speaker, “Stressing Australasian Financials,” Asian Development Bank’s International Conference on Financial Cycles, Systemic Risk, Interconnectedness, and Policy Options for Resilience, Sydney, Australia, September 2016
  • Keynote Speaker, “Prospects of Global Financial Stability,” SAP Central Bank Executive Summit, Heidelberg, Germany, July 2016
  • Keynote Speaker, “Prospects of Global Financial Stability,” RiskMathics Risk Mamangement & Trading Conference, Mexico City, June 2016
  • Lecture, “A New Look at Liquidity,” The Kyle Conference: Market Mechanisms & Their Impact, College Park, MD, April 2016
  • Lecture, “A New Look at Liquidity,” Q Group Spring Seminar, Washington, DC, April 2016
  • Keynote Speaker, “Dynamic Conditional Beta and Global Financial Instability”, Thailand Econometric Society Conference, Chiang Mai, Thailand, January 2016
  • Keynote Speaker, “Looking Forward To The Risks of 2016,” Volatility Institute Shanghai (VINS) Conference, Shanghai, China, November 2015
  • Lecture, “Dynamic Conditional Beta and Global Financial Instability,” ICDM Conference, Atlantic City, NJ, November 2015
  • Lecture, “Monitoring Systemic Risk with V-Lab,” Global Risk Institute Conference, Toronto, Canada, November 2015
  • Lecture, “Prospects for Global Financial Stability,” University of Vienna, Recipient, Oskar-Morgenstern Medal Award, Vienna, Austria, October 2015
  • Lecture, “Long Run Risk Management:  Scenario Generation for the Term Structure,” Stevanovich Center, Chicago, October 2015
  • Lecture, “Prospects for Global Financial Stability,” Inter-American Bank, Washington DC, October 2015
  • Lecture, “Prospects for Global Financial Stability,” Cleveland Federal Reserve Bank, Cleveland, October 2015
  • Lecture, “Latest Results on Systemic Risk Modeling, MFO Oberwolfach Workshop, Germany, September 2015
  • Lecture, “Measuring Systemic Risk with Dynamic Conditional Beta, Brooklyn College, Systemic Risk Hub, May 2015
  • Lecture, “Measuring Systemic Risk with Dynamic Conditional Beta, Columbia University, May 2015
  • Lecture, “The Outlook for Financial Stability In Europe,” Rome, February 2015
  • Lecture, “Prospects for Global Financial Stability,” Gallatin/TCH Seminar, February 2015
  • Lecture, “Latest Results in Systemic Risk,” WEAI, Wellington New Zealand, January 2015
  • Lecture, “Structural GARCH,” EC2 conference, Barcelona, December 2014
  • Lecture, “Forecasting Illiquidity,” Market Microstructure, Paris, December 2014
  • Lecture, “Dynamic Conditional Beta: Some New Results,” French Econometrics Conference, December 2014
  • Lecture, “Monitoring Systemic Risk with V-Lab, SAIF Shanghai, November 2014
  • Speaker at launch of Volatility Institute Shanghai (VINS), November 2014
  • Lecture, “Prospects for Global Financial Stability,” University of Macau, November 2014
  • Lecture, “Prospects for Global Financial Stability,” Hong Kong Polytechnic University, November 2014
  • Invited Workshop Panelist, “The Economic and Financial Risks of a Changing Climate,” Resources for the Future (RFF)/American Association for the Advancement of Science (AAAS), New York, NY, November 2014
  • Keynote Speaker, “US and China in a Shifting Global Economic Order: A Finance Perspective at TCFA's 20th Anniversary,” The Chinese Finance Association (TCFA) 20th Annual Conference, November 2014
  • Lecture, Lecture in Honor of 100th Anniversary of TC Liu’s Birth, Cornell University, Ithaca, NY, October 2014
  • Lecture,  Honorary Patronage Award, Trinity College, University Philosophical Society, Dublin, Ireland, September 2014
  • Lecture, “Monitoring Systemic Risk: Data, Models and Metrics” at Isaac Newton Institute for Mathematical Sciences, Cambridge, UK, September 2014
  • Keynote speaker at Banque de France, ACPR,  and SoFiE joint sponsored conference on Systemic Risk and Financial Regulation in Paris, “ Structural GARCH: The Volatility-Leverage Connection,” July 2014
  • Keynote speaker at 1st International Conference on Sovereign Bond Markets conference in Tokyo, “The Global Outlook on Systemic Risk,” June 2014
  • Lecture, ISEO Summer School – Italy, June 2014
  • Lecture, “Nobel Laureate Robert Engle: A Financial Approach to Environmental Risk,” Resources For the Future – Washington, DC, March, 2014
  • Keynote speaker at Risk Minds Conference – Amsterdam, December 2013
  • Keynote speaker at the 26th Australasian Finance and Banking Conference, Australia, December 2013
  • Keynote speaker at Federal Reserve Conference on Capital Adequacy, November 2013
  • Keynote speaker at “Recent Advances in Commodity Markets” conference, London, November 2013
  • Keynote speaker at IV International Meeting “Chile Towards Development” as guest (with Nouriel Roubini (New York University); Jeffrey Sachs (Columbia University); Michael Boskin (Stanford University); Laurence Kotlikoff (Boston University); and Barry Eichengreen (University of California – Berkeley)) of Treasury Minister Felipe Larraín, October 2013
  • Keynote speaker at the Macro Financial Modeling and Macroeconomic Fragility Conference, “Structural GARCH: The Volatility-Leverage Connection”, Boston, October 2013
  • Keynote speaker at The Institute for New Economic Thinking and China’s Tsinghua University conference, “The Good Life: The Challenges of Progress in China,” Shenzhen, September 2013
  • Keynote speaker at the First International Conference SYRTO Project, “Monitoring Systemic Risk with V-Lab”, Brescia, June 2013
  • Keynote speaker at The NYU Stern Global Alumni Conference & the NYU Stern China Policy Summit, Shanghai, June 2013
  • Keynote speaker at 30th International French Finance Association Conference, Lyon, May 2013
  • Panel speaker at the Bloomberg Washington Summit, “The Investor Confidence Game”, Washington, DC, April 2013
  • Keynote speaker at WEAI 10th Biennial Pacific Rim Conference, Tokyo, March 2013
  • Keynote speaker at World Economic Forum, Davos, January 2013
  • Host at breakfast for central bankers in Davos, January 2013
  • Keynote Speaker, 25th Australasian Finance and Banking Conference, "Regional Financial Stability: Systemic Risk, Liquidity Risk, and Governance", Sydney, December 2012
  • Keynote speaker on “Global Financial Stability and Systemic Risk Today” at Luigi Solari Conference, University of Geneva, November 2012
  • Keynote speaker on “European Systemic Risk” at 4th French Econometrics Conference, ENSAI, Rennes, November 2012
  • Presentation titled, “Volatility and Systemic Risk” at Bendheim Center Princeton Lectures in Finance, Princeton, October 2012
  • Keynote speaker at Conference on Systemic Risk and Data Issues– DC, October 2012
  • Keynote speaker on “Systemic Risk Today: Measurement and Regulation” at G20 Conference on Financial Systemic Risk– Istanbul, September 2012
  • Presentation titled, “How Does Systemic Risk Look Today” at PRIMIA Global Risk Conference– New York City, May 2012
  • Presentation titled, “When and How to Play Defense: Strategies for Volatile Markets” at Common Fund Conference– Orlando, March 2012
  • Presentation titled, "Volatility, Correlation and Tails for Systemic Risk Management" at Risk Minds Conference – Geneva, December 2011
  • Presentation titled, "Volatility, Regulation and Systemic Risks" at International Forum on Financial Risk – Toronto, October 2011
  • Speaker, European Colloquia – Italy, September 2011
  • Presentations titled, "Financial Institutions Systemic Risk and Innovation" and "Volatility Correlations and Tails", at RBA/BIS Conference - Australia, June 2011
  • Columbia University’s 17th Annual Workshop on Financial Engineering: Quantitative Trading and Asset Management (presentation on NYU’s Systemic Risk Rankings) – Columbia University, November 2010
  • Luncheon Address titled “Counterparty Risk and Dodd-Frank” at the NYU-DTCC Conference titled “Managing Counterparty and Systemic Risk Under Dodd-Frank” – New York University, November, 2010
  • Plenary Address titled “Volatility – Where Are We Going?” and Workshop titled “Global Financial Stability and Long Run Risks”, at the South African Statistical Association (SASA) Conference – South Africa, November 2010
  • Keynote Speech on “NYU Stern Systemic Risk Ranking” at the 13th Conference of the European Central Bank (ECB) – Center for Financial Studies (CFS) Research Network on “Macro-Prudential Regulation as an Approach to Contain Systemic Risk: Economic Foundations, Diagnostic Tools and Policy Instruments” – Frankfurt, September 2010
  • Scientific Seminar on Financial Econometrics - Tinbergen Institute, Amsterdam, September 2010
  • Keynote Address titled "Global Financial Stability and Long Term Risk" for the Global Derivatives 2010 Conference – Paris, France, May 2010
  • Eötvös Loránd University – Budapest, December 2009
  • Hungarian National Bank – Budapest, December 2009
  • Nobels Colloquia in Trieste – Italy, December 2009
  • Derivatives 2009: Looking Towards the Future – NYU Salomon Center, November 2009
  • Global Summit for the World Economic Forum – Dubai, November 2009
  • Nobel Chair for Taiwan National Central University - Taipei, November 2009
  • Taiwan Stock Exchange – Taipei, November 2009
  • Science and Innovation Week – Mexico, September 2009
  • New Economics School – Moscow, August 2009
  • Asociación de Economistas de América Latina y el Caribe - Cuba, March 2009
  • Stanford Institute for Economic Policy Research (SIEPR), February Associates Meeting: "What is Happening to Financial Market Volatility and Why?" (PDF slides, Power Point presentation, links to video [scroll down]) – February, 2009
  • Speaker/Participant at the World Economic Forum – Davos, January 2009
  • International Peace Foundation: "Bridges – Dialogues Towards a Culture of Peace" – Bangkok, December 2008
  • Lecture on "High Dimension Dynamic Correlations" at HIS joint with OeNB - Vienna, December 2008
  • Speaker/Participant at Nobels Colloquia - Trieste, December 2008
  • Conference on Multivariate and Extremes - Oxford University, November 2008
  • NY Quantitative Finance Seminar - November 2008
  • Conference at Bendhiem - October 2008
  • New York Academy of Sciences Conference - Mexico, September 2008
  • NBER/NSF Aarhus University - September 2008
  • Research Seminar, University of Savoie – France, March 2008
  • Speaker/Participant at Nobels Colloquia in Trieste - December 2007
  • Lecture on "High Dimension Dynamic Correlations" at HIS joint with OeNB - Vienna, December 2007
  • Keynote speaker at ISEO European Colloquia and Pioneer Investment - Vienna
  • Panel Discussant on Volatility TOPIC: The Fed’s role & the impact of financial turmoil on the real economy with Tom Cooley and Mickey Levy, Chief Economist of Bank of America - November 2007
  • Public Lecture at Universidad Carlos III - Madrid, Spain. October 30, 2007
  • Master Lecture at Foundation Rafael Del Pino – Madrid, Spain, October 29, 2007
  • Keynote Speaker at the Multivariate Volatility Models Conference - Faro, Portugal, October 26, 2007
  • Keynote Address and Official Opening Remarks for the FMA 2007 Annual Meeting - Orlando, Florida, October 17, 2007
  • Lecture titled "Vector Multiplicative Error Models: Representation and Inference" at the Princeton Conference on Likelihood Methods – Princeton, NJ, October 2007
  • Keynote Speaker for the Journal of Investment Management Conference Series - Boston, MA., September 2007
  • Invited talk "DECO: Dynamic Equicorrelation Models for Large Correlation Matrices" at the 2007 European meeting of the Econometric Society - Budapest, Hungary, August 2007
  • Keynote Speaker for the Conference 2007 International Symposium on Financial Engineering and Risk Management (FERM2007) - Beijing 11-12, June 2007
  • Speaker Address titled "Volatility, Downside Risk, Portfolio Models, and VAR" - Distinguished Lecture Series at KAIST Graduate School of Finance - Seoul, South Korea
  • Lecture on "Global Financial Volatility" at the Chancellor’s Distinguished Lecture Series at University of California – Riverside, May 2007
  • Speaker at the Inaugural Rady School Finance Conference - May 2007
  • Public Lecture at University of Technology - Sydney, Australia, April 12, 2007
  • Speaker Address titled "Global Financial Volatility", European Central Bank – Frankfurt, Feb. 5, 2007
  • Speaker Address titled "Global Financial Volatility", Swiss National Bank – Zurich, Feb. 2, 2007
  • Lecture on "Anticipating Correlations", Manchester Business School – Manchester, UK., Jan. 31, 2007
  • Lecture on "Execution Risk", Morgan Stanley Conference – London School of Economics, London, Jan. 30, 2007
  • Panel Presenter at the World Economic Forum – Davos, Switzerland, January 2007
  • Lecture at the Econometrics Conference at Yale University - New Haven, Connecticut, Dec. 2, 2006
  • Keynote speech at Ukrainian National University – Kiev, Ukraine, Oct. 13, 2006
  • Lecture on "Measuring and Modeling Execution Cost and Risk", Time Series Conference – Montreal, Quebec, Sept. 29, 2006
  • Lecture at the University of Florence, Sept. 15, 2006
  • Lecture on "Global Financial Volatility", Lindau Foundation – Germany, Aug. 16, 2006
  • Speaker at the International Symposium on Forecasting – Santander, Spain, June 12, 2006
  • Speaker at INSEAD - Paris, France, June 9, 2006
  • Lecture at Hautes Etudes Commerciales - Université de Lausanne, June 8, 2006
  • Lecture on "Execution Risk" - Paris Microstructure, June 6, 2006
  • Edmund R. Mechalik Distinguished Lecture in the Mathematical Sciences, "Global Volatility: It’s Measurement, Interpretation, and Causes" - University of Pittsburgh, April 7-9, 2006
  • Speaker: "Downside Risk and its Implications for Financial Management", Q-Group Conference – Institute for Quantitative Research in Finance, West Palm Beach, Florida, March 31-April 3, 2006
  • Speaker: "Financial Volatility – Causes, Consequences, and Global Patterns", Midwest Economics Association – Chicago, March 24-25, 2006
  • Will Mann Richardson Lectureship - Austin College, March 3-5, 2006
  • Lecture and Workshop on "Execution Risk" - University of Toronto, Feb. 17-19, 2006
  • Host, Monday Quantitative Finance & Econometrics Seminars: Stern School of Business – NYU. On-going
  • Keynote speaker "Allied Social Science Association’s Annual Convention, KUU Conference, American Economic Association - Boston, MA., January 6-8, 2006
  • Public Lectures at Chongquing University, Wuhan University, Huanzang University, National Taiwan University, TABF Inauguration, NBER Trio Conference, Tokyo University - December 2005
  • "A Brief History of Time", Economics Roundtable for University of California - San Diego, August 2005
  • Keynote Speaker: "Underlying Dynamics of Credit Correlations", Risk Magazine Quant Congress - New York, NY, November 8, 2005
  • Hedge Fund Lecture Principal Speaker on "Measuring Downside Risk": IXIS - NYU Banking Conference Series on Hedge Funds - September 2005
  • Stern Honors Society Lecture, Stern School of Business – New York University, November 3, 2005
  • Opening Address: "The Spline GARCH Model for Unconditional Volatility and its Global Macroeconomic Causes", Statistical and Applied Mathematical Sciences Institute Conference - Duke University, North Carolina, September 2005
  • "Downside Risk – Econometric Models and Financial Implications", ASTIN – AFIR Conference - Zurich, Switzerland, September 2005
  • Key Note Speaker, International Conference on Finance - University of Copenhagen, Denmark, September 2005
  • Chair Speaker, Econometrics Society World Congress - London, England, August 2005
  • "MBS and Credit Derivatives – The Recent Development", 13th annual PBFAE Conference - Rutgers University, New Brunswick, June 10, 2006
  • Lecture: Changing Structures in International and Financial Market ant the Effects on Financial Decision Making - Venice, Italy, June 2 & 3, 2005
  • Lecture on "Frontiers in Time Series Analysis", Journal of Applied Econometrics Annual Conference, Sardinia, Italy - May 29-31, 2005
  • Financial Econometrics Conference - University of Montreal, May 19th, 2005
  • Induction Ceremony Key Note Speaker, Penncrest High school - May 18th, 2005
  • Keynote Speaker, Morgan Stanley Equity Market Microstructure Research Conference - May 12th-13th, 2005
  • Paper presentation on Microstructure, National Bureau of Economic - Cambridge, MA., May 6, 2005
  • "Stern Scholar in the Parlor", Hosted by Leonard Stern, Stern School of Business - April 20th, 2005
  • "Statistics Day", University of Maryland Conference on Statistics - April 15th, 2005
  • Federal Reserve System’s Fourth Annual Community Affairs Research - Federal Reserve Bank of New York, April 8th, 2005
  • Lecture: Citigroup Conference - April 6th, 2005
  • "Dean’s Roundtable Luncheon", Stern Executive Board, Stern School of Business – NYU, April 5th, 2005
  • Presentation on "Testing and Valuing Dynamic Correlations for Asset Allocation", Research Conference for Corporate Associates. Stern School of Business – NYU, April 2005
  • Public Lecture: Budapest Collegiums, "Downside Risk: Implications for Financial Management", European Cultural Foundation - March 23, 2005
  • Lecture on "Downside Risk: Implications for Financial Management", the Czech National Bank, Czech Economic Society and CERGE-EI - March 17, 2005
  • Lecture: "A Simple GARCH Approach to Default Correlations", International Association of Financial Engineers - New York, NY., March 2, 2005
  • "Cutting Edge Innovations and Derivatives", Credit Suisse First Boston First Annual Meeting, March 2005
  • Joint lunch of the AEA/AFA Annual Meeting - Philadelphia, 2004
  • Econometric Institute/Princeton University Press lecture series - Erasmus University, 2003
  • Nobel Lecture - Stockholm, 2003
  • Fields Lecture - University of Toronto, 2001
  • Conference Honoree and Keynote Address, "International Conference on Modeling and Forecasting Financial Volatility" - Perth, Australia, 2001
  • Lecture Series, Finnish Statistical Association Meeting - Vassa, Finland, 2001
  • Journal of Applied Econometrics Lecture Series - Cambridge, England, 2001
  • Lecture Series, Academica Sinica - Taiwan, 2000
  • A.W. Phillips Lecture, Australasian Meetings of the Econometric Society - Melbourne, 1997
  • Fisher Schultz Lecture, European Meeting of the Econometric Society - Istanbul 1996
  • Frank Paish Lecture, Annual Meeting of the Royal Economic Society - Swansea 1996
  • Pareto Lecture, Annual Meeting of ASSET - Istanbul, 1995