Discovery Projects - Grant ID: DP0773965

Funding Activity

Website
http://dataportal.arc.gov.au/NCGP/Web/Grant/Grant/DP0773965

Funding Status
Closed

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Funded Activity Summary

The Modelling and Assessment of Credit Default Risk. This project will deliver an enhanced set of methodologies for the quantification and management of credit default risk. These outcomes will benefit researchers both in academia and in Australian financial institutions as research into credit risk has been active in recent years, due to the impending adoption by financial institutions of the Basel II accord on risk assessment. The outcomes will provide a strong academic methodology applied to credit default risk by Australian financial institutions and the Australian financial regulator. This research has the potential to enhance the competitivemess of Australia's financial sector.

Funded Activity Details

Start Date: 01-02-2007

End Date: 31-01-2011

Funding Scheme: Discovery Projects

Funding Amount: $450,000.00

Funder: Australian Research Council

Research Topics

ANZSRC Field of Research (FoR)

Stochastic Analysis And Modelling | Finance | Financial Econometrics | Banking, Finance and Investment

ANZSRC Socio-Economic Objective (SEO)

Finance and investment services |

Other Keywords

Banking, Finance and Investment | Finance | Finance and investment services | Financial Econometrics | Stochastic Analysis And Modelling

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