Research projects - Request for proposals

  • Institution Montreal Institute of Structured Products and Derivatives
  • Event Type Call for Paper
  • Date March 25, 2013 - June 29, 2013
  • Location Montreal
  • Details

    The IFSID is launching her second call for tender to solicit research projects in the fields of risk management, market regulation, clearing and financial innovation. The list of the 2012 selected projects as well as relevant information about the IFSID can be viewed at www.ifsid.ca. The total amount earmarked for the 2013 call is 300,000 CAD$. Funded proposals should be completed within 12 to 18 months. Acceptance of the funding implies: • providing the IFSID with a short paper summarizing the research question, methodology and (possibly preliminary) results, • delegating at least one member of the research team to come to Montreal to present the findings during a seminar (this second condition might be waived for small-size projects). Preference will be given to researchers who commit to collaborating with Montreal-based partners including financial institutions, local regulatory authorities, and/or the Montreal derivatives exchange. Additional financing and office space will be provided for researchers choosing to work in Montreal. TOPICS: The following is a non-exhaustive list of topics that are of interest to the IFSID. • Structured products on non-standard risks: Design, marketability and pricing of instruments written on non-standard risks such as strategic commodity volatility, and macroeconomic quantity risk (e.g. output). • Accounting standards for derivatives: IFRS norms, regulation/accounting interplay, CVA. • Liquidity and credit risks for OTC derivatives: Robust pricing, collateral management, Basel III compliance. • Financial innovation: Welfare effects, market completeness. • Operational risk: Risk management of a trading desk, compensation schemes and incentives for derivative traders. Researchers with a keen interest to apply should send their research proposal (maximum 5 pages) along with their vitae to ifsid@hec.ca. Only electronic submissions will be considered. Deadline for submission is June 30, 2013.

  • Submission Deadline06-30-2013
  • Registration Deadline06-30-2013
  • Website http://www.ifsid.ca
  • Contact Pascal François
  • Email ifsid@hec.ca

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