Organization profile

About Us

The centre for financial risk investigates uncertainty in capital markets. Our researchers examine the spectrum of financial risks faced at all levels of the economy. The centre promotes greater stability and good decision-making by businesses, individuals, government and regulators.

Fingerprint The fingerprint is based on mining the text of the scientific documents related to the associated persons. Based on that an index of weighted terms is created, which defines the key subjects of research unit

Recurrent Events Mathematics
Insurance Mathematics
Estimator Mathematics
Model Mathematics
Covariates Mathematics
Panel Data Mathematics
Copula Models Mathematics
Statistical Inference Mathematics

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Projects 2017 2020

Research Output 1988 2018

Assessing basis risk for longevity transactions – Phase 2

Li, K. K. J., Tickle, L., Tan, C. I. & Li, J. S-H. 2018 (Accepted/In press) In : British Actuarial Journal.

Research output: Contribution to journalArticle

Bubble Detection and Sector Trading in Real Time

Milunovich, G., Shi, S. & Tan, D. 2018 (Accepted/In press) In : Quantitative Finance.

Research output: Contribution to journalArticle

Financial crises and the extreme bounds of predictors

Inekwe, J. 2018 In : Empirical Economics. 21 p.

Research output: Contribution to journalArticle

Financial Crisis
financial crisis
Predictors
Extremes
gross domestic product

Prizes

honors and awards
honors and awards