Discovery Projects - Grant ID: DP0559879

Funding Activity

Website
http://dataportal.arc.gov.au/NCGP/Web/Grant/Grant/DP0559879

Funding Status
Closed

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Funded Activity Summary

A New Integrated Approach to Managing Risk in Financial Markets. Managing financial risks more safely, efficiently, and over longer time horizons is of particular importance in Australia, where - through superannuation - nearly everyone is exposed to the ups and downs of the financial markets. To name a specific example, the project will provide the technology to manage the risk of long-term return guarantees for superannuation funds. More generally, results of the project will allow regulatory authorities to accurately judge the risk profile of financial institutions, insurance companies and funds. The new generation of quantitative financial methods will benefit both Australian financial institutions and sectors of Australia's IT industry developing innovative risk management software.

Funded Activity Details

Start Date: 10-02-2005

End Date: 30-08-2008

Funding Scheme: Discovery Projects

Funding Amount: $265,000.00

Funder: Australian Research Council

Research Topics

ANZSRC Field of Research (FoR)

Stochastic Analysis And Modelling | Finance | Banking, Finance and Investment | Risk Theory

ANZSRC Socio-Economic Objective (SEO)

Finance and investment services | Microeconomic issues not elsewhere classified | Computer software and services not elsewhere classified |

Other Keywords

Banking, Finance and Investment | Computer software and services not elsewhere classified | Finance | Finance and investment services | Microeconomic issues not elsewhere classified | Risk Theory | Stochastic Analysis And Modelling

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