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Research Report

Governmental Responses and Firm Performance During the Pandemic: An Integrated Assessment

Governmental Responses and Firm Performance During the Pandemic: An Integrated Assessment Edina Berlinger, Department of Finance, Corvinus University of Budapest, Hungary Dieter Gramlich, Baden-Wuerttemberg Cooperative State University Heidenheim (DHBW), Germany Thomas Walker, John Molson School of Business, Concordia University, Montreal, Canada Yunfei Zhao, John Molson School of Business, Concordia University Montreal, Canada Download the full paper -... View Article

Research Report

Financial Innovation Series: Artificial Intelligence and Machine Learning: A Model Risk Management Perspective

FINANCIAL INNOVATION SERIES: Artificial Intelligence and Machine Learning: A Model Risk Management Perspective Alexey Rubtsov, PhD, Senior Research Associate, Global Risk Institute Download the full Report - PDF Version INTRODUCTION The last decade has witnessed a large-scale adoption of Artificial Intelligence and Machine Learning (AI/ML)  models in the financial sector. Although there are many benefits... View Article

Research Report

Gamma and Vega Hedging Using Deep Distributional Reinforcement Learning

Gamma and Vega Hedging Using Deep Distributional Reinforcement Learning John Hull, Senior Fellow, GRI and Professor, Joseph L. Rotman, School of Management, University of Toronto Jay Cao, Jacky Chen, Soroush Farghadani, Zissis Poulos, Zeyu Wang, and Jun Yuan Joseph L. Rotman, School of Management, University of Toronto Download the full Report - PDF Version OVERVIEW:... View Article

Research Report

Building Climate Resilience in Canada’s Pension Funds

Building Climate Resilience in Canada's Pension Funds K. Monohan, Smart Prosperity Institute A. Islam, Smart Prosperity Institute Download the full paper - PDF Version

Article

A 2022 Primer for Crypto-Trading

A 2022 Primer for Crypto-Trading Andreas Park, Research Director, Rotman FinHub, University of Toronto Download the full paper - PDF Version

Research Report

Canada’s Pension System and Aging Population: 2021 Census Insights

Canada’s Pension System and Aging Population: 2021 Census Insights Bruce Choy, Managing Director, Global Risk Institute Sally Shen, Research Associate, Global Risk Institute Download the full paper - PDF Version

Research Report

The Top Three Trends Shaping the 2022 Proxy Season

The Top Three Trends Shaping the 2022 Proxy Season Alyson Slater, Senior Director, Sustainable Finance, GRI Yibo Bu, Climate Research Analyst, GRI Download the full Report - PDF Version ABOUT THIS ARTICLE: Proxy season casts a spotlight on key issues of growing importance to investors, and shareholder resolutions are a tool that continues to be... View Article

Research Report

Five Futures of Currency: Fiat vs Credit, CBDC, Stablecoins, and Crypto

Five Futures of Currency: Fiat vs Credit, CBDC, Stablecoins, and Crypto Lois Tullo, Executive in Residence, Global Risk Institute Download the full Report - PDF Version EXECUTIVE SUMMARY What will the future of currency be in ten years? When looking forward towards a complex and volatile future influenced by changing technological, geopolitical, societal, economic, and... View Article

Research Report

ISSB and SEC Put the Squeeze on Canada’s Climate Reporting Plans

ISSB and SEC Put the Squeeze on Canada's Climate Reporting Plans Alyson Slater, Senior Director, Sustainable Finance, GRI Alexandria Fisher, Manager, Sustainable Finance, GRI Download the full Report - PDF Version ABOUT THIS REPORT: After two decades of multiple voluntary sustainability reporting frameworks gaining footholds in the market, the move toward global, mandatory, standardized reporting... View Article

Research Report

Unwinding Pandemic Stimulus: The Bank of Canada’s Narrow Path to Successful Policy Normalization

Unwinding Pandemic Stimulus: The Bank of Canada’s Narrow Path to Successful Policy Normalization James K. Stewart, Executive in Residence, Global Risk Institute Hugh O'Reilly, Executive in Residence, Global Risk Institute Victoria Guo, Director, Research, Global Risk Institute Download the Executive Summary - PDF Version Download the Executive Summary - PDF Version