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

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
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
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