The Centre for Financial Risk
What we do
The Centre for Financial Risk brings together the Faculty's researchers on uncertainty in capital markets. It has two strands. One strand investigates the nature and management of financial risks faced by institutions, including banks and insurance companies, using techniques from statistics and actuarial science. It is directed by Professor Ken Siu.
The other strand investigates the nature and management of financial risks faced by households and by the economy as a whole, using techniques from economics and econometrics. It is directed by Professor Stefan Trueck.
The co-directors promote research into financial risk, and the exchange of ideas and techniques between academics and practitioners.
Main areas of research
- The dependencies between risks and their implications for financial institutions and regulators
- Risk management for superannuation and financial plans
- Currency risk and the role of central banks
- How business cycle risks impact on asset returns
- Risks associated with climate change
- Managing risks to electricity supplies
- Survival analysis for medical costs and insurance companies
Collaborate with us
We collaborate with industry and government to ensure our research is relevant and in tune with modern needs whilst offering optimal value to our partners in terms of thought leadership and visionary analysis.
One of the organisations that we're currently working with for example, is The Commonwealth Bank of Australia.