RESEARCH

We emphasize and encourage links between academic researchers and practitioners at financial institutions to bring theoretical techniques to bear on real-world issues.

Title

Author

Theme

Publication Date

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

 

Sheila Judd Regulatory Compliance and Financial Stability April 19, 2017
The Challenges of Implementing IFRS 9-Impairment  

 

Terrance Charles, Alexander Shipilov, and Brian O’Donnell Regulatory Compliance and Financial Stability March 28, 2017
New Approaches to Performance Evaluation Campbell R. Harvey and Brian O'Donnell Risk Management Practices  

 

March 23, 2017
Equity Holding Preferences of U.S. based Insurance Insurance Companies C. Krishnamurti, N. Papagiorgiou, and F. Radmehr Macroeconomic Risk  

 

March 22, 2017
AI Frontiers: Where We are Today and the Risks and Benefits of an AI Enabled Future Mike Durland & Matthew Killi Technology Disruption and Innovations  

 

March 7, 2017
An Improved Application of the Variable Annuity Stephen A. Eadie Risk Management Practices  

 

February 28, 2017
Illiquidity Premia in the Equity Options Market Christoffersen, P., R. Goyenko, K. Jacobs, and M. Karoui Risk Management Practices  

 

February 21, 2017
President Trump’s Administration: The Impact on Financial Services and Regulation Richard Nesbitt Macroeconomic Risk  

 

February 8, 2017
Regulating Dark Trading: Order Flow Segmentation and Market Quality Carole Comerton-Forde, Katya Malinova, and Andreas Park Regulatory Compliance and Financial Stability  

 

January 23, 2017
Teaching Computers to Understand Human Language: How Natural Language Processing is Reshaping the World of Finance Alex LaPlante and Tom Coleman Technology Disruption and Innovations  

 

January 15, 2017
A Methodology for Quantum Risk Assessment Michele Mosca and John Mulholland Technology Disruption and Innovations  

 

January 5, 2017
Summary of Key Risks in 2017 Brian O'Donnell and Alex LaPlante Risk Management Practices  

 

December 9, 2016
Market Liquidity: One door closes, another one opens? Saurabh Rastogi Regulatory Compliance and Financial Stability  

 

November 28, 2016
Investment Behaviour in the Laboratory Diego Pulido Marine de Montaignact and Jim Engle-Warnic Risk Management Practices  

 

November 16, 2016
Valuing Derivatives: Funding Value Adjustment and Fair Value Hull, J., and A. White Risk Management Practices  

 

November 15, 2016
A Target GDP Approach to Risk and Return in Climate Change Policy Margaret Insley & Peter A. Forsyth Climate Change and Environmental Risk  

 

November 14, 2016
Using the Hadoop Ecosystem to Meet Basel 239 Requirements Lowell Bryan and Abhishek Mehta Regulatory Compliance and Financial Stability  

 

November 14, 2016
Are Target Data Funds Dinosaurs? Failure to Adapt Can Lead to Extinction Peter Forsyth, Yuying Li, and Kenneth R. Vetzal Risk Management Practices  

 

November 14, 2016
Digital Banking Manifesto: The End of Banks? Alex Lipton, David Shrier and Alex Pentland Technology Disruption and Innovations  

 

November 14, 2016
Pension Fund Asset Allocation and Liability Discount Rates Aleksander Andonov, Rob Bauer, & K.J. Martijn Cremers Risk Management Practices  

 

November 7, 2016
Systemic Risk Survey - Systemic Risk, Policies, and Data Needs Agostino Capponi Systemic Risk  

 

October 25, 2016
Finding the Optimal Pension Plan for Canadian: A DV/DC Hybrid Robert Brown & Stephen Eadie Risk Management Practices  

 

October 17, 2016
Low Rates and Ever Higher Debt Brian O'Donnell & Richard Nesbitt Regulatory Compliance and Financial Stability  

 

October 3, 2016
Quantum Computing: An Introduction Brian O'Donnell Technology Disruption and Innovations  

 

September 22, 2016
Optimal Delta Hedging for Options Hull, J., and A. White Risk Management Practices  

 

September 21, 2016
A Quantum of Prevention for Our Cyber-Security (Quantum Computing: A New Threat to Cybersecurity) Michele Mosca Technology Disruption and Innovations  

 

September 5, 2016
Defined Benefit Plan Are Disappearing: Are variable annuities the answer? Peter Forsyth Regulatory Compliance and Financial Stability  

 

August 15, 2016
Variable Annuities: Fees too high or too low? Peter Forsyth Regulatory Compliance and Financial Stability  

 

August 15, 2016
Not Too Big to Fail! Brian O'Donnell Regulatory Compliance and Financial Stability  

 

August 11, 2016
Canada’s ATB Financial successfully leads practical, customer-centric blockchain innovation with Germany’s ReiseBank and Ripple Chami Akmeemana Technology Disruption and Innovations  

 

July 26, 2016
Why Technology Is Not Enough to Fend Off a Cyber Attack Chami Akmeemana and Guy Pearce Cyber Security and Fraud  

 

July 26, 2016
Who Eats the Leftover? Mitigating Longevity Basis Risk with a Reinsurance Mechanism Zhou, K.Q. and J.S.-H.Li Risk Management Practices  

 

July 19, 2016
Construction of Mortality Indexes Tan, C.I., Li, J, Li, J.S.H., Chan, W.S. and Balasooriya, U Risk Management Practices  

 

July 19, 2016
Climate Change: Why Financial Institutions Should Take Note Tom Coleman and Alex LaPlante Climate Change and Environmental Risk  

 

July 12, 2016
Say Hello to "Basel IV" Brian O'Donnell and Richard Nesbitt Regulatory Compliance and Financial Stability  

 

July 5, 2016
An Efficient Machine Learning Approach Wei Xu, Yuehuan Chen, Conrad Coleman & Tom Coleman Technology Disruption and Innovations  

 

June 20, 2016
Blockchain, Cryptoeconomics, and the Disintermediation of Trust Chami Akmeemana and Evan Stubbs Technology Disruption and Innovations  

 

June 9, 2016
Cyber Risk and Security In Canada Brian O'Donnell & Richard Nesbitt Cyber Security and Fraud  

 

June 1, 2016
Short Rate Joint Measure Models Hull, J., Sokol, A., and A. White Risk Management Practices  

 

February 1, 2014