A New Integrated Approach to Managing Risk in Financial Markets

管理金融市场风险的新综合方法

• 批准号: DP0559879
• 负责人: Prof Eckhard Platen
• 金额: $ 18.39万
• 依托单位: University of Technology Sydney
• 依托单位国家: 澳大利亚
• 项目类别: Discovery Projects
• 财政年份: 2005
• 资助国家: 澳大利亚
• 起止时间: 2005-02-10 至 2008-08-30
• 项目状态: 已结题
• 来源: https://dataportal.arc.gov.au/RGS/Web/Grants/DP0559879
• 关键词: New; Integrated; Approach; Managing; Risk

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.

在澳大利亚，更安全、更有效、更长远地管理金融风险尤为重要，因为通过退休金，几乎每个人都面临着金融市场的起起伏伏。举个具体的例子，该项目将提供管理养老金基金长期回报保证风险的技术。更广泛地说，该项目的结果将使监管当局能够准确判断金融机构、保险公司和基金的风险状况。新一代量化金融方法将有利于澳大利亚金融机构和澳大利亚IT行业开发创新风险管理软件的部门。