Global Dynamic Financial CGE Model

This project aims to develop a dynamic financial computable general equilibrium model (CGE) with interaction between real and financial side of the world economy. It seeks to understand how monetary policy changes such as interest rate changes, QE measures, and exchange rate changes affect the real economy by applying the financial dynamic CGE model. This project collaborates with the partner organization--the Infinite-Sum Modeling Inc.—to build a CGE-FDI database and to develop the financial CGE model. 

Comparing the value of country foods with other food provisioning systems in Indigenous communities in the Northwest Territories.

How can we describe and value harvesting, processing and sharing (costs as well as benefits) country foods in economic, nutritional, environmental and socio-cultural terms? How can we compare the value of country food with food that comes from other provisioning systems (e.g. imported/market-based foods and local food production)?

Assessing statistical bias in credit markets, an application to SMEs

This research project aims to evaluate whether members of minority groups or women face higher barriers to access credit in the small and medium-sized enterprises credit market. The intern will analyze loan-level data provided by the business partner to evaluate whether these biases are detectable in the portfolio of SME loans of the business partner. Discrimination in credit allocation prevents efficient credit allocation, besides being demeaning for the individual subject to discrimination.

Trade promotion forecasting and optimization

This project addresses two specific challenges related to promotional planning in the consumer-packaged goods sector. The first output will be to develop and evaluate models that statistically predict the impact of Unilever promotions on category and product share across different retailers. This effort will lead to the creation of trade promotion optimization techniques that enables planning of promotional activities.

New economic strategies for the design, analysis, and evaluation of international projects and development of teaching materials

The objective of the research is to provide international development agencies and non-governmental organizations (NGOs) with decision making and evaluation tools that are practical and, at the same time, are based on sound academic foundations. These tools are specific to a sector, such as nutrition, and a country, such as Guatemala. The resulting documents will assist analysts in design of international development projects as well as their assessment, monitoring, and evaluation.

Credit Portfolio Management and Stress Testing Models Research & Development

Consistent with industry norms, ATB Financial conducts both mandatory and discretionary stress tests of the whole institution and of its credit portfolio. This project aims to contribute to the refinement of the in-house expertise on methodologies employed to measure credits risk and the overall level of risk of the institution. These activities normally requires management to provide an estimate for ATB’s financial performance, capital and liquidity position conditional on a set of predefined scenarios.

Default Rates and Recovery rates on the portfolio of loans for the sectors Retail Financial Service and Independent Business and Agriculture Financial Services (IB&Ag) in the Alberta Business Environment, an Application of the Logistic Lasso Regression

International Financial Reporting Standards (IFRS) for loss allowances are changing, and financial institutions are proactively adapting existing methodologies and developing new ones to remain compliant. The main ingredient in the myriad of evaluations that banks are required to perform for compliance is risk assessment. The first goal of this research project is to review best practice risk models, with a special focus on modeling the evolution of default probabilities and potential losses given a default.

Development of a theoretical and a practical model for assessing the socio-economic feasibility of small-growing businesses

The objective of the research is to provide international development agencies and non-governmental organizations (NGOs) with decision making and evaluation tools that are practical and, at the same time, are based on sound academic foundations. These tools are specific to a sector, such as nutrition, and a country, such as Guatemala. The resulting documents will assist analysts in the design of international development projects as well as in their assessment, monitoring, and evaluation.

Identification, cost-benefit analysis, and evaluation of international development projects

The objective of the research is to provide international development agencies and non-governmental organizations (NGOs) with decision making and evaluation tools that are practical and, at the same time, are based on sound academic foundations. These tools are specific to a sector, such as nutrition, and a country, such as Guatemala. The resulting documents will assist analysts in design of international development projects as well as their assessment, monitoring, and evaluation.

Default Rates and Recovery rate on Commercial loans in the Alberta Business Environment

International Financial Reporting Standards (IFRS) for loss allowances are changing, and financial institutions are proactively adapting existing methodologies and developing new ones to remain compliant. The main ingredient in the myriad of evaluations that banks are required to perform for compliance is risk assessment. The first goal of this research project is to review best practice risk models, with a special focus on modeling the evolution of default probabilities and potential losses given a default.

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