There is a wide range of interests within the Risk related area at Warwick ranging from Environmental Finance and the financial implications of Climate Change to Individual decision making in the face of uncertainty and operational risk in Financial Markets.
Specific projects underway include:-
- Assessing the Policy response to extreme events and the use of Extreme Value Theory
- Robust policy design and the use of H infinty methods
- Decision making in the face of uncertainty as opposed to risk
- The evolution of asset price bubbles
- Environmental Finance- the use of markets to manage pollution and the impact of extreme climate conditions on financial markets
- The use of Energy Derivatives
- Operational Risk in Financial Markets
- The computation of Capital requirements to meet regulatory limits
- Basle II
- Theoretical issues in the measurement of Risk
- Portfolio design with quantile constraints
- Quantile based risk measures and causality
- The management of jointrRisks and the Use of Copulae
A well established centre- The Risk Initiative and Statistical Consultancy Unit (RISCU) exists within the Statistics Department at Warwick.
