Predictive Modelling and Big Data Analytics for Risk Management

We will be working on developing new analytical tools as well as models for accurate risk monitoring and subsequently for prediction. Grounded on the advances in data science (big data, alternative data) and financial technology, the target applications of the research project will cover industry-wide practices pertaining to the credit risk, systemic (cyber) risk, and global market risk that financial institutions are heavily exposed, particularly in the era of COVID-19 pandemic. Aligned with the conditions and expectations of the regularity framework, the project flow will aim at reassessing and designing robust stress-stability tests, bringing novel insights to cope with disaster-type extreme financial risk.