Modelling and Computation of Credit Risk and Credit Derivatives

For the past 10 years, the credit derivative markets have experienced unprecedented growth. Combined with this expansion, credit risk modelling has become quite a challenging task for many financial institutions. The Royal Bank of Canada has substantial trading exposure in credit derivatives and is looking to further its modelling research and management process.

Faculty Supervisor:

Dr. Huaxiong Huang

Student:

Shuqing Liang

Partner:

RBC Financial Group

Discipline:

Mathematics

Sector:

Finance, insurance and business

University:

York University

Program:

Accelerate

Related projects

Discover more projects across a range of sectors and discipline — from AI to cleantech to social innovation.

View all
Current openings

Find the perfect opportunity to put your academic skills and knowledge into practice!

Find Projects

Mitacs Partners

The strong support from governments across Canada, international partners, universities, colleges, companies, and community organizations has enabled Mitacs to focus on the core idea that talent and partnerships power innovation — and innovation creates a better future.

Government
Academic
Industry
Innovation
International

International

Load More

International

Load More

Join a thriving innovation ecosystem.

Subscribe to our newsletter now!

Subscribe