The Global Risk Institute is the premier organization that defines thought leadership in risk management for the financial industry globally. It brings together leaders from industry, academia, and government to draw actionable insights on emerging risks globally.
As a leader for risk management professionals in the finance sector, Global Risk Institute focuses on investigating and exploring the most critical issues facing global institutions today.
Technological advances are challenging the way the finance sector operates. We study to these innovations and equip you with knowledge to help mitigate the threats, identify the trends and capitalize on new opportunities.
GRI is engaged in expanding financial sectors understanding of climate-related risks and costs.
GRI is working with our members to help in improving processes, governance and offering strategies to cope regulatory changes.
GRI members have access to presentations, workshops and forums presented by leading experts.
GRI executive team is regularly invited to give special presentations to business and Risk Management divisions.
Global Risk Institute’s annual conference is focused on bringing together risk management professionals in a collaborative environment featuring interactive discussions and case studies by world leading experts.
Global Risk Institute has several programs underway to improve the skills of risk managers, from students graduating from University to C-Suite executives to board members.
21 August 2019
Recent headlines about cyber-attacks and massive data breaches are revealing the fragility of the digital infrastructure and the impossibility of assuring the integrity of computer systems, even for organizations such as financial institutions that maintain the most mature cyber security programs.
21 August 2019
A recent surge of interest in Machine Learning (ML) tools within the financial services industry has exposed many challenges of ML applications in financial modelling
10 July 2019
The balance between risk and return has been at the center of portfolio construction methodologies. Although the asset allocation literature has primarily focused on a firm’s individual risk, the Global 2007-2009 financial crisis highlighted the importance of accounting for systemic events, i.e., extreme forms of risk that can have severe consequences on the financial system.
