Partnership
The NUS Risk Management Institute (RMI) was established in 2006 as a research institute at NUS dedicated to the area of financial risk management. The establishment of RMI was supported by the Monetary Authority of Singapore (MAS) under its program on Risk Management and Financial Innovation. The RMI aims to be a world-class center in risk management through research, education and training.
RMI strives to become a locally, regionally and globally recognized knowledge center in financial risk management where scholars, regulators and industry professionals gather to advance cutting edge knowledge that has immediate relevance to the financial system.
RMI strives to become a locally, regionally and globally recognized knowledge center in financial risk management where scholars, regulators and industry professionals gather to advance cutting edge knowledge that has immediate relevance to the financial system.
Financial engineering (FE) is an interdisciplinary field that involves economics, finance, mathematics, operations research and computer science. The FE Lab in the College of Business at City University of Hong Kong is founded and led by Prof. Jeff Hong, a Chair Professor at CityU, a former Visiting Senior Financial Economist at the Shanghai Stock Exchange, and a former Visiting Professor of the NUS Business School at the National University of Singapore and the School of Management at Fudan University. The lab conducts research on designing efficient quantitative and computational methods to solve problems in financial investment and risk management, and applying quantitative and computational methods in understanding the behaviors of investors and financial markets.
The research work that conducted by the FE lab in the past includes risk measurement and management for derivative portfolios, computing Greek letters for exotic securities, portfolio selection with ambiguous downside risk measures or marginal risk measures, causal relationships between Chinese markets and world markets etc. Many of the research works have been published by top academic journals, including Operations Research and Management Science, and have won prestigious international research awards, including the 2012 INFORMS Simulation Society Outstanding Publication Award, 2009 IIE Transactions Best Paper Award, Second Prize of the 2007 INFORMS JFIG Paper Competition, and the 2011 IIE Prisker Doctoral Dissertation Award, 3rd Prize.
The research work that conducted by the FE lab in the past includes risk measurement and management for derivative portfolios, computing Greek letters for exotic securities, portfolio selection with ambiguous downside risk measures or marginal risk measures, causal relationships between Chinese markets and world markets etc. Many of the research works have been published by top academic journals, including Operations Research and Management Science, and have won prestigious international research awards, including the 2012 INFORMS Simulation Society Outstanding Publication Award, 2009 IIE Transactions Best Paper Award, Second Prize of the 2007 INFORMS JFIG Paper Competition, and the 2011 IIE Prisker Doctoral Dissertation Award, 3rd Prize.
