Publications Library

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Title Author Themes Date

Cyber Risk Correlations in the GRAFT Framework

Lois Tullo Risk Management Best Practice 2018/05/23

Conflicted Advice About Portfolio Diversification

Sally Shen and John A. Turner Risk Management Best Practice 2018/05/23

Risks and Rewards of Financial Innovation

Alex LaPlante & Charlotte Watson Technology Innovations 2018/05/02

Systemic Cyber Preparedness

Mark Caplan Cyber security and Fraud 2018/05/02

Collateral Rule

Agostino Capponi Systemic Risk 2018/04/18

The Case of Open Banking

Markos Zachariadis & Pinar Ozcan Regulatory Compliance and Financial Stability 2018/04/18

National Approach to Cyber Intrusion

Alston Perianayagam, Richard Nesbitt, Mark Caplan Cyber security and Fraud 2018/04/10

Robust Hedging in Incomplete Markets

Sally Shen, Antoon Pelsser, Peter Schotman Regulatory Compliance and Financial Stability 2018/03/22

GRAFT: Pension Case Study

Lois Tullo Risk Management Best Practice 2018/03/22

Risk Governance: Evolution in Best Practices for Boards

Sheila Judd Risk Management Best Practice 2018/03/22

An Overview of FinTech in Canada

Charlotte Watson & Alex LaPlante Technology Innovations 2018/03/09

What Makes a Good Risk Manager?

Mark Hughes Risk Management Best Practice 2018/03/08

Post-Quantum Key Exchange for the Internet and the Open Quantum Safe Project

Douglas Stebila and Michele Mosca Cyber security and Fraud / Technology Innovations 2018/02/16

Strategic interactions & uncertainty in decisions to curb greenhouse gas emissions

Margaret Insley, Tracey Snoddon and Peter Forsyth, Climate Change and Environmental Risks 2018/02/15

2017-2018 Risk Outlook Survey Results

Global Risk Institute Systemic Risk 2018/01/31

Characteristics of Fixed Income Holdings of U.S. and Canadian Institutions in Low Interest Rate Periods

Chandrasekhar Krishnamurti Macro-economic Risk 2018/01/22

The Secret Life of Culture: Unveiling Culture Risk in the Age of Machine Learning

Mike Durland and Mark Caplan Risk Management Best Practice / Technology Innovations 2018/01/19

GRAFT CASE STUDY: GOVERNMENT OF CANADA

Lois Tullo Risk Management Best Practice 2017/12/06

A Resource Estimation Framework for Quantum Attacks Against Cryptographic Functions – Part 2 (RSA and ECC)

Michele Mosca & Vlad Gheorghiu Cyber security and Fraud / Technology Innovations 2017/11/08

A New Initiative from Global Risk Institute in Financial Services: National Pension Hub for Pension Knowledge & Research

Anca Drexler Pension Industry 2017/11/01

A Global Risks and Trends Framework (GRAFT) : Overview

Lois Tullo Risk Management Best Practice 2017/10/16

Confronting Deep and Persistent Climate Uncertainty

Gernot Wagner and Richard J. Zeckhauser Climate Change and Environmental Risks 2017/10/02

The Challenges of Implementing IFRS 9 – Part 2

Terrance Charles & Brian O’Donnell Regulatory Compliance and Financial Stability 2017/09/07

Bail-ins and Bail-outs: Incentives, Connectivity, and Systemic Stability

Benjamin Bernard, Agostino Capponi, & Joseph E. Stiglitz Systemic Risk 2017/09/06

President Trump’s Paris Pullout: What it means for financial institutions

Alex LaPlante Climate Change and Environmental Risks 2017/08/02

Mind the Gap: Addressing Gender Imbalances in Leadership (and a Case for Paternity Leave)

Sheila Judd Risk Management Best Practice 2017/07/25

A Parsimonious Parametric Model for Generating Margin Requirements for Futures

Carol Alexander, Andreas Kaeck, & Anannit Sumawong Regulatory Compliance and Financial Stability 2017/07/21

A Comparison of Survey and Incentivized-Based Risk Attitude Elicitation

Jim Engle-Warnick, Diego Pulido, & Marine de Montaignac Risk Management Best Practice 2017/07/10

Cyber Risk & Security

Josh Yavor & Brian O'Donnell Cyber security and Fraud 2017/07/04

CAT Bond – Premium Spreads

Mary Hardy and Fan Yang Climate Change and Environmental Risks 2017/06/19

Breaking Bad Data & Solving for AML

Abhishek Mehta & Eliud Polanco Technology Innovations 2017/06/06

Climate Change and Long-Run Discount Rates: Evidence from Real Estate

Stefano Giglio, Matteo Maggiori, Johannes Stroebel, and Andreas Weber Climate Change and Environmental Risks 2017/05/23

A Resource Estimation Framework for Quantum Attacks Against Cryptographic Functions

Michele Mosca & Vlad Gheorghiu Cyber security and Fraud / Technology Innovations 2017/05/11

Incentives Behind Clearinghouse Default Waterfalls

Agostino Capponi Systemic Risk 2017/05/11

Managing Carbon Risk: A Look at Environmentally Conscious Indices

Alex LaPlante, Charlotte Watson Climate Change and Environmental Risks 2017/05/05

Analysis of the SRISK Measure and Its Application to the Canadian Banking and Insurance Industries

Thomas F. Coleman, Alex LaPlante, Alexey Rubtsov Systemic Risk 2017/05/02

Shadow Banking: Non-bank Credit Intermediation Heightens Risks for the Global Financial System

Sheila Judd Regulatory Compliance and Financial Stability 2017/04/19

The Challenges of Implementing IFRS 9-Impairment

Terrance Charles, Alexander Shipilov, and Brian O’Donnell Regulatory Compliance and Financial Stability 2017/03/28

New Approaches to Performance Evaluation

Campbell R. Harvey, Brian O'Donnell Risk Management Best Practice 2017/03/23

Equity Holding Preferences of U.S. based Insurance Companies in Low Interest Rate Periods

C. Krishnamurti, N. Papagiorgiou, F. Radmehr Macro-economic Risk 2017/03/22

AI Frontiers: Where We are Today and the Risks and Benefits of An AI Enabled Future

Mike Durland & Matthew Killi Technology Innovations 2017/03/07

An Improved Application of the Variable Annuity

Stephen A. Eadie FCIA, FSA Risk Management Best Practice 2017/02/28

Illiquidity Premia in the Equity Option Market

Peter Christoffersen, Ruslan Goyenko, Kris Jacobs, and Mehdi Karoui Risk Management Best Practice 2017/02/21

President Trump’s Administration: The Impact on Financial Services and Regulation

Richard Nesbitt Macro-economic Risk 2017/02/08

Regulating Dark Trading: Order Flow Segmentation and Market Quality

Carole Comerton-Forde, Katya Malinova, and Andreas Park Regulatory Compliance and Financial Stability 2017/01/23

How Natural Language Processing is Reshaping the World of Finance

Alex LaPlante and Thomas F. Coleman Technology Innovations 2017/01/15

A Methodology for Quantum Risk Assessment

Dr. Michele Mosca and John Mulholland Cyber security and Fraud / Technology Innovations 2017/01/05

Summary of Key Risks in 2017

Brian O'Donnell and Alex LaPlante Risk Management Best Practice 2016/12/09

Enterprise Risk Management Roadmap: GRI Program Overview

Risk Management Best Practice 2016/11/30

Market Liquidity: One door closes, another one opens?

Saurabh Rastogi Regulatory Compliance and Financial Stability 2016/11/28

Using the Hadoop Ecosystem to meet Basel 239 Requirements

Lowell Bryan and Abhishek Mehta Regulatory Compliance and Financial Stability 2016/11/14

A Target GDP Approach to Risk and Return in Climate Change Policy

Margaret Insley & Peter A. Forsyth Climate Change and Environmental Risks 2016/11/14

Are target date funds dinosaurs? Failure to adapt can lead to extinction.

Peter A. Forsyth,Yuying Li, and Kenneth R. Vetzal Pension Industry 2016/11/14

Digital Banking Manifesto: The End of Banks?

Alex Lipton, David Shrier, and Alex Pentland Technology Innovations 2016/11/14

Pension Fund Asset Allocation and Liability Discount Rates

Aleksandar Andonov, Rob Bauer, & K. J. Martijn Cremers Pension Industry / Systemic Risk 2016/11/07

Systemic Risk Survey

Agostino Capponi Systemic Risk 2016/10/25

Risk Management in the Middle East

Frank Massey Risk Management Best Practice 2016/10/25

Finding the Optimal Pension Plan for Canadians: A DV/DC Hybrid

Robert Brown and Stephen Eadie Pension Industry 2016/10/17

Low rate ever higher debt

Brian O'Donnell and Richard Nesbitt Regulatory Compliance and Financial Stability 2016/10/03

Quantum Computing – An introduction

Brian O'Donnell Technology Innovations 2016/09/22

Managing risk in a risky world

Cyber security and Fraud 2016/09/22

Optimal Delta Hedging for Options

John Hull and Alan White Risk Management Best Practice 2016/09/21

Quantum Computing and Cyber-security

Michele Mosca Cyber security and Fraud / Technology Innovations 2016/09/05

Defined Benefit Plans Are Disappearing

Peter A. Forsyth Regulatory Compliance and Financial Stability 2016/08/15

Variable Annuities: Fees too high or too low?

Peter Forsyth Regulatory Compliance and Financial Stability 2016/08/15

Not too big to fail!

Brian O'Donnell Regulatory Compliance and Financial Stability 2016/08/11

Canadian fintech innovation: ATB Financial leads blockchain innovation

Chami Akmeemana Technology Innovations 2016/07/26

Why technology is not enough to fend off a cyber attack

Chami Akmeemana and Guy Pearce Cyber security and Fraud 2016/07/26

Construction of Mortality Indexes

Wai-Sum Chan, Johnny Siu-Hang Li, Jackie Li, Chong It Tan, and Uditha Balasooriya Regulatory Compliance and Financial Stability 2016/07/19

Mitigating Longevity Basis Risk With A Reinsurance Mechanism

K.Q. Zhou and J.S.-H. Li Evolution of Capital Markets 2016/07/19

Climate Change: Why Financial Institutions should take note

Thomas F. Coleman and Alex LaPlante Climate Change and Environmental Risks 2016/07/12

Say Hello To “Basel IV”

Brian O'Donnell and Richard Nesbitt Regulatory Compliance and Financial Stability 2016/07/05

Cyber Risk and Security in Canada

Brian O'Donnell and Richard Nesbitt Cyber security and Fraud 2016/06/28

An efficient machine learning approach

Wei Xu2, Yuehuan Chen, Conrad Coleman, and Thomas F. Coleman Technology Innovations 2016/06/20

Blockchain, Cryptoeconomics, and the Disintermediation of Trust

Technology Innovations 2016/06/09

Investment Behaviour in the Laboratory

Diego Pulido Marine de Montaignact and Jim Engle-Warnic Risk Management Best Practice 2015/11/16

Funding Value Adjustments and Fair Value

John Hull and Alan White Regulatory Compliance and Financial Stability 2015/11/15

Enterprise Risk Management: How do we govern it?

Michael Stramaglia & Rahim Hirji Risk Management Best Practice 2015/06/13

Short Rate Joint Measure Models

John Hull, Alexander Sokol, and Alan White Regulatory Compliance and Financial Stability 2014/02/15