The Risklab Toronto is part of the international network of RiskLabs sponsored by Algorithmics to conduct university-industry research initiatives in the mathematical sciences for risk management. We provide the financial industry with a unique opportunity for addressing the sector's critical need for cutting edge research as well as for highly qualified personnel. Through industry sponsored projects, faculty, postdoctoral fellows and graduate students can now develop interactions with practitioners from financial institutions in a way which may not be possible through more traditional academic programs.
Latest Events: PRMIA Risk Management Training Course(2008 Spring Session (more))
Latest News: The
Latest Research: Review of CDOs Pricing Models. (View W.P.).
A Dependence Structure for the Pricing of CDOs. (View Presentation).
Valuation of Collateralized Fund Obligation.
PRMIA-RIskLab seminar: "The
Relationship between Economic, Regulatory, and Prudential Capital" by Alistair Milne,
(Homepage: http://www.cass.city.ac.uk/faculty/a.milne/index.html). Friday May 19th. (12pm-1pm) at Library, Fields Institute.
Last update: 5/11/05