Supporting Role and Request Conceptual Modeling with Ontology- Based Reasoning

This project involves creating a comprehensive method for developing and maintaining a Meta-model for the representation of Role and Request Modeling (R2M) constructs based on the notion of ontologies. R2M provides clear definitions and semantics for the constructs of conceptual models as well as a set of rules for guiding the modeling process. Currently, there are some challenges in evolving and maintaining R2M such as ensuring the consistency of any new rule with the set of existing rules and ensuring that a model conforms all R2M rules.

Network Analysis of the Ontario Technology StartUp Innovation Ecosystem

This research is primarily a network analysis with an emphasis on determining geographic and business activity concentrations of connections of the Ontario Technology Start-Up Innovation Ecosystem. It will use cross-border and local investment transaction histories and any available network information (via LinkedIn, C100, Digital Puck, etc.) to create the core social graph. This data may be augmented with a targeted survey or network mapping experiment (i.e. please invite the most important person that you are connected to complete this survey). 

Calibration of a first passage model for CVA applications

Regulatory change, driven in part by the recent credit crisis, has created demand for banks to undertake a highly intensive risk calculation known as Credit Valuation Adjustment (CVA). CVA is essentially the price of an insurance contract covering the bank’s losses in the event that one of its trading counterparties defaults. QuIC, the sponsor of the proposed research project, is in the business of selling similar types of high-volume calculations to large investment banks.

Organizational Risk Appetite/Tolerances

Organizations face increasing pressure to articulate organizational risk appetite/tolerances but are not adequately equipped to do so. To remedy this problem, this project addresses how an organization should determine and express its risk appetite and tolerances. It employs qualitative research methods to integrate diverse theory, practice and policy literatures with the partner organization serving as a case study.

Silver recovery from scrap materials: the security and longevity of raw scrap, and the development of a sustainable business model

Approximately one fifth of all silver produced in North America comes from recycled sources. A large percentage of this is recovered from medical x-rays. Essential Silver Incorporated (ESI) is a silver recycling business based in British Columbia. The company proposes to purchase and streamline a number of silver recycling businesses across North America using x-rays as their primary input. In order to do this, ESI must have a clear understanding of the quantity of x-ray material available and any fluctuations in supply that might occur.

Commercial Mortgage Backed Security Sensitivity Analysis

This work can serve as the foundation of relative value strategies and portfolio sensitivity analysis. This project research on building a strategy for analyzing the sensitivity of mortgage backed securities (MBS) pool pricing to changes in financial market and underlying security characteristics, such as the property value of the underlying real estate. There is a large database including real estate property location, real estate price indices by region and property type, as well as mortgage security pool information.

Governance of Outsourcing – Industry Best Practices

 

The research focuses on governance in outsourcing relationships While the outsourcing industry grows at double digit rates, satisfaction with outsourcing arrangements could certainly be improved. Often the source of dissatisfaction, governance is a broad term that includes formal issues such as contracts and service level agreements, as well as informal issues such as relationship management and trust. The intention of this research study is to provide participants with a set of best and emerging practices in outsourcing governance.

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