CFR Research Projects

CFR Research Projects

Project Name Staff Members
Real Estate Cycles and Bank Systemic Risk
The MySuper Default Option: Assessing Portfolio Diversification, Suitability for Contributors (CIFR - SUP005)
The Cost of Living Longer: Projecting the Effects of Prospective Mortality Improvements on Economic Support Ratios for a Selection of OECD Countries (2013) $18,500.
  • Leonie Tickle, (Department of Applied Finance & Actuarial Studies)
  • Nick Parr, (Department of Marketing & Management)
  • Jacki Li (Nanyang Technological University)
Modeling climate impacted risk with generalized additive models with location, scale and shape
  • Professor Stefan Trueck, Co-Director Centre for Financial Risk, Department of Applied Finance and Actuarial Studies
  • David Pitt, Department of Applied Finance and Actuarial Studies
  • John McAnernay, Climate Futures
  • Tony Coleman, Lonergan Edwards and Associates Ltd
Elements of Risk Governance and Culture (CIFR - E039)
Early-Warning Systems and Managing Systemic Risks using Real-Time Financial and Business Conditions Indicators (CIFR - E034)
G-expectation and its applications to non-linear risk management (ARC Discovery Project 130103517)
Risk Measures and Management in Finance and Actuarial Science Under Regime-Switching Models (ARC Discovery Project 130103517)
A Bayesian nonparametric approach for corporate default risk analysis (Institute of Actuaries of Australia Grant)
Endgame: managing superannuation in later life (ARC Discovery Project Grant 2012-2014)
Risk management with real-time financial and business conditions indicators (ARC Discovery Project 2012-2014)
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