Publications

Global Risk Institute is a preeminent source of ideas on the management of emerging risks and trends for financial services organizations

Publication Library


Research Report

Pension Fund Asset Allocation and Liability Discount Rates

This article explores the state of public defined programs across the United States, where the methodology for selecting a discount rate for the program’s liability is having significant implications for asset allocation and risk management.

Research Report

Systemic Risk Survey

Systemic Risk, Policies, & Data Needs. This research survey on Systemic Risk was funded by Global Risk Institute & lead by Agostino Capponi, PhD of Columbia University.

Presentation / Video

Risk Management in the Middle East

Risk Management in the Middle East Presentation by Frank MasseyFrank Massey, Vice President and Head of Risk Management with Riyad Bank, speaks on the Opportunities and Challenges of Managing Risk as an Expatriate. Gain insights and lessons learned from a Canadian expatriate in building a risk management department from ground zero. Find out what you can do... View Article

Research Report

Finding the Optimal Pension Plan for Canadians: A DV/DC Hybrid

This paper attempts to find a new retirement income model that minimises the risks for both sponsors and workers and maintains most of the strengths of both DB and DC pensions.

White Paper

Low rate ever higher debt

The explosion of debt levels world-wide, fueled by extremely low interest rates, may be the biggest and most immediate risk facing the financial sector.

White Paper

Quantum Computing – An introduction

Computing capacity continues to expand and transform the world we live in. With computing capacity doubling every two years, as we cram more transistors onto microprocessors. And what is the result?

Research Report

Optimal Delta Hedging for Options

Delta hedging is an important way in which traders manage the risk in a portfolio of options. This article discusses those options.

Research Report

Quantum Computing and Cyber-security

Emerging quantum computing technologies threaten to undermine even the most sophisticated cybersecurity systems installed by businesses and governments

White Paper

Defined Benefit Plans Are Disappearing

Are variables the answer? In an effort to de-risk, many private companies and public institutions are moving to defined contribution (DC) plans.

White Paper

Variable Annuities: Fees too high or too low?

To illustrate the basic idea of how a Variable Annuity can mitigate this risk, we examine a very simple product: a Guaranteed Minimum Withdrawal Benefit (GMWB).