Welcome to Waterloo Research Institute in Insurance, Securities and Quantitative Finance (WatRISQ)

WatRISQ Vision:

To be a world-class centre in financial risk management, bringing together a strong research team of specialists in actuarial science, computer science, econometrics, finance and statistics.

WatRISQ Mission:

To promote excellence in the science and practice of risk management through teaching, research and outreach activities.


  1. Apr. 19, 2018Joint Seminar presented by WatRISQ, University of Waterloo and IEOR, Columbia University, "Machine Learning & Sentiment Analysis in Finance for Statistical Arbitrage" by Dr. Arun Verma

    Joint Seminar presented by WatRISQ, University of Waterloo and IEOR, Columbia University "Machine Learning & Sentiment Analysis in Finance for Statistical Arbitrage" presented by Dr. Arun Verma, Quantitative Research, Bloomberg

  2. Apr. 2, 2018Joint Seminar presented by WatRISQ, University of Waterloo and IEOR, Columbia University, "Applying Asset Pricing Theory to Calibrate the Price of Climate Risk" by Bob Litterman and Kent Daniel

    "Applying Asset Pricing Theory to Calibrate the Price of Climate Risk" by Bob Litterman, Kepos Capital LP and Kent Daniel, Columbia University

    Climate change is fundamentally a problem of risk management.  Appropriate pricing of greenhouse gas emissions requires trade-offs between consumption today and unknown damages in the distant future.  In this paper we explore this trade-off using insights from the asset pricing literature.   A representative agent is assumed to optimally mitigate emissions as uncertainty is gradually resolved over time.   This framework allows an innovative

  3. Feb. 22, 2018Joint Seminar presented by WatRISQ, University of Waterloo and IEOR, Columbia University, "New Ideas for Credit Portfolio Management" by Dr. David Li

    "New Ideas for Credit Portfolio Management" by Dr. David Li, Shanghai Advanced Institute of Finance and Columbia University

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