|US Top 10 SRISK||SRISK%||LRMES||LVG|
|JPMorgan Chase & Co||18.1||50.36||11.25|
|Bank of America Corp||16.3||47.63||12.43|
|Prudential Financial Inc||9.9||64.78||18.54|
|Goldman Sachs Group Inc/The||4.3||42.78||10.54|
|Capital One Financial Corp||3.0||84.10||6.53|
|Lincoln National Corp||3.0||61.35||17.26|
|Hartford Financial Services Group Inc/The||2.7||57.20||15.18|
|Sector||Average||% Down/Up Illiq|
The Volatility Laboratory (V-Lab) provides real time measurement, modeling and forecasting of financial volatility, correlations and risk for a wide spectrum of assets. V-Lab blends together both classic models as well as some of the latest advances proposed in the financial econometrics literature. The aim of the website is to provide real time evidence on market dynamics for researchers, regulators, and practitioners.
The V-Lab is currently running 28897 analyses on 6052 datasets producing a total of 63762 series each day!
Monitoring Risk with V-Lab: Professor Rob Engle's video lecture on using V-Lab to monitor risk at the Becker Friedman Institute
An Introduction to Financial Volatility: Professor Rob Engle's video lectures on the Financial Times
V-Lab Related Documents
What's in V-Lab?
|Asset Class||Number of Assets|
|Credit Default Swaps||292|