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**NEW** Research Library for Global Risk Institute Members

AUGUST 27, 2015


GRI works with researchers around the world to develop insight into financial risks faced by our members. We are pleased to introduce a new online Research Library which will allow GRI members to access all of our sponsored research papers.

The research library includes internationally recognized and award-winning papers:

Valuing Derivatives: Funding Value Adjustments and Fair Valueby renowned derivatives authorities, John Hull and Alan White

Parametric mortality indexes: From index construction to hedging strategies, winner of 2014 SCOR Actuarial Award

A new approach to assessing model risk in high dimensions, winner of 2014 PRMIA Frontiers in Risk Management Award

This library will be continuously updated as our research projects develop. The library features papers from our current research streams, including:

Low for Long: Impacts of a prolonged period of low interest rates

Risk sharing challenges in insurance and pensions

Risk management and market liquidity

Systemic risk

Extreme risk measures and model risk