This project develops and assesses risk measures and risk forecasting. It assesses why customary measures failed in the financial crisis and develops new and better techniques.
The project is unique in terms of the scope and range of methods to applied and tested. The project findings will be of value to investors, institutions and regulators alike.
Research methods used in this project include:
This project has become ongoing work which grew out of a previously ARC funded project "New methods for modelling and forecasting risk".
This project commenced January 2011 and is ongoing.
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