The IGF has a close partnership with the NYU Volatility Institute which aims to develop and disseminate research on risks affecting financial markets, global financial stability and financial institutions.
The IGF is currently uploading some of the data on banks' systemic risk that is generated by the V-Lab of the NYU Volatility Institute, which provides real time measurement, modelling and forecasting of financial volatility, correlations and risk for a wide spectrum of assets. 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 Institute is the Nobel Laureate Professor Robert Engle. For further information on the Volatility Institute and V-Lab please visit its website on http://vlab.stern.nyu.edu/