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Research

We emphasize and encourage links between academic researchers and practitioners at financial institutions to bring theoretical techniques to bear on real-world issues.

Macroeconomic Risk

Macroeconomics looks at the relationship and behaviour of the industries and government as opposed to that of individual companies; the macroeconomic risk is concerned with identifying trends, political influences and market volatility that may predict the impact these may have on financial markets and the economy.

There are a few different types of Macroeconomic Risk that affect the financial sector from economic risks that affect stocks, economic and political risks that affect governments including unemployment, inflation, prices, export/import, and market factors that can influence investment, assets and company evaluations.


White Paper

Equity Holding Preferences of U.S. based Insurance Companies in Low Interest Rate Periods

22 March 2017  |  Macro-economic Risk

Equity Holding Preferences of U.S. based Insurance Companies in Low Interest Rate Periods Related Project: Optimal and Actual Asset Allocation Decisions in Protracted Low Interest Rate Periods Author: C. Krishnamurti, N. Papagiorgiou, F. Radmehr Professor Chandrasekhar Krishnamurti is the lead research contributor for the Global Risk Institute on Optimal and Actual Asset Allocation Decisions in Protracted… View Article

Collaboration

Optimal and Actual Asset Allocation Decisions in Protracted Low Interest Rate Periods

13 June 2016  |  Macro-ecomonic Risk

Optimal and Actual Asset Allocation Decisions in Protracted Low Interest Rate Periods The project conducts an empirical study of the aggregate asset allocation decisions of Canadian, UK and US life insurance companies and pension funds. The project addresses three questions: 1. When making asset allocation decisions, do institutional investors react to changing economic conditions, including… View Article

Collaboration

Low for Long

13 June 2016  |  Macro-ecomonic Risk

Low for Long This research analyses the response of pension funds to the prolonged low-interest rate environment. This was achieved by; Looking at what different pensions have actually done since 2008; Determining what the response should have been based on strategic asset allocation models that acknowledge possible changes in the interest rate regime; Examining the… View Article

ADDRESS

Global Risk Institute in Financial Services
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Toronto, ON M5J 2H7

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GENERAL INFORMATION