McMaster University
University of Toronto

In the decade that followed the 2008 financial crisis, systemic risk emerged as a central topic of research in quantitative finance. Broadly defined as the risk of a threat to the stability or integrity of the financial system, systemic risk is not just a concern for governments and regulators, but affects virtually every business. Banks and large financial institutions have a clear interest in assessing their own systemic risk and those of their counterparties. Equally important, insurance companies, pension plans and other long-term investors are exposed not only to crashes in asset prices, but also to the more lasting consequences of crises, such as prolonged periods of low interest rates. Other industrial sectors with keen interest in systemic risk are financial technology companies that both drive and are exposed to disruptive innovations.
Our lab builds on the recognized expertise of the investigators and their network of collaborators and facilitate the interaction between the types of industrial sectors described above and researchers in systemic risk. Through industry-led projects, internships, focus programs, workshops, conferences, mini-courses, summer schools and industrial problem solving workshops, the lab will equip its industry partners with state-of-the-art theoretical models and analytical techniques, while at the same time obtaining access to data and practical understanding of the problems of interest.
Lab Team
Ian Buckley
Canadian Securities Transition Office
Alvaro Cartea
University of Oxford
Nils Detering
University of California, Santa Barbara
Zachary Feinstein
Washington University in St. Louis
Mark Flood
University of Maryland
Grzegorz Halaj
Bank of Canada
Alexander Lipton
SilaMoney & MIT
Thilo Meyer-Brandis
Ludwig Maximillians University Munich
Dan Rosen
d1g1t
Postdocs and Graduate Trainees
Yizhou Cai
Masters Candidate, University of Toronto
Steven Campbell
PhD Candidate, University of Toronto
Hassan Chehaitli
PhD Candidate, McMaster University
Yicheng Chen
PhD Candidate, McMaster University
Anthony Coache
PhD Candidate, University of Toronto
Xin (Brian) Ning
PhD Candidate, University of Toronto
Weijie Pang
Postdoctoral Fellow, McMaster University