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Rotman Risk Management project

An opportunity to gain real-world experience during the program

The applied Risk Management project is a chance for students to tackle a real issue that is relevant and of interest to financial institutions. During a two-month period halfway through the program, project placements take students out of the classroom and into industry, allowing them to work in-house with practicing risk management professionals.

The applied Risk Management Project is a chance for students to tackle a real issue that is relevant and of interest to financial institutions.

During the two-month project, which takes place halfway through the program, you will be taken out of the classroom and into industry where you will work alongside practicing risk management professionals.


"The Risk Management Project was an unforgettable experience. It gave me a chance to learn directly form industry professionals and to develop my own solution to a real-world research challenge."

- Agnes Chang, MFRM '17, Investment Associate, Alternative Investments, Capital Markets, Ontario Teachers' Pension Plan Board


How the Risk Management Project works

Rotman faculty work with the MFRM Advisory Board and our wider network of industry contacts to secure a range of project opportunities from a variety of different organizations.
The project suggestions come from industry and focus on topics that are relevant to them. These suggestions are refined through discussion with faculty to ensure the best possible learning outcome for you as the student and the best possible results for the industry sponsor.

Every student is guaranteed a project. Typically projects are conducted in teams of two.

At the end of the project you will present your findings to your classmates, faculty and industry sponsors.


"I was fortunate enough to land my job right after finishing the Rotman Risk Management project. One of my first projects was similar to an assignment I had completed in the MFRM program. It is just one example of how MFRM keeps you relevant to what goes on in the real world."

-Ava Athari, MFRM '17,Senior Tax Staff, International Tax Services - Transfer Pricing, Ernst & Young LLP (Canada)


Project sponsors

The following organizations supported projects, both in Canada and internationally:

Logos of MFRM project sponsors

 

Project titles, Class of 2017

  • Alternative Long Duration Assets (ALDA)
  • Bank Trades: Risk Factors & Exposure
  • Capital Issuance Capacity following a Stress Event
  • Comprehensive Capital Analysis & Review (CCAR)
  • Choosing a Balance Sheet
  • Credit Risk Scorecards
  • Extending Interest Rate Models
  • Forecasting Model
  • FRTB: Exceptions to Market Risk Models
  • Integrated Stress Solution Tool
  • Interest Rate Risk in the Banking Book
  • Liquidity Metrics
  • Liquidity Risk & Leverage
  • Margin on Derivatives not cleared through CCPs
  • Mutual Fund Liquidity Risk
  • Negative Interest Rate Policy
  • Predictive Power of Equity & Interest Rate Volatility
  • Real Estate Secured Lending (RESL) Risk Factors
  • Retail & Commercial Deposits in an Economic Downturn
  • Risk & Potential Role of Digitalization in Bond Markets
  • Risk Frontier
  • Risk with Retail Credit Card Customers

Project titles, Class of 2018

  • Allocation of capital to transactions under SIMM
  • An investigation of negative interest rate swap spreads
  • Application of behavioral science in risk management
  • Assessment of loan portfolio value using dynamic credit ratings and recovery rates
  • Assumptions for liquidity stress testing
  • Automation of a corporate bond intelligence report generating process for issuers and investors
  • Back-testing of counterparty credit risk models
  • Business plan for an automatic news summary and informing system
  • Consistency of credit decisions across different products
  • Cost-effective risk mitigation
  • Counterparty credit risk and CVA modelling
  • Data validation and compliance monitoring for regulatory compliance management
  • De-risking defined benefit plans
  • Design of macroeconomic stress tests
  • Development of a credit VaR model
  • Development of a system for the analysis of market shocks
  • Development of an internal risk dashboard
  • Forecasting return from commercial real estate investments
  • Impact of regulatory changes on the asset allocation and product offerings of insurance companies
  • Implementing and testing a breakeven volatility model
  • Infrastructure asset cash flow risk modelling
  • Interest rate risk in the banking book
  • Interest rate sensitivity of farmland investments
  • Jumps, liquidity and volatility around macro announcements using high frequency data
  • Measures of the effectiveness of portfolio diversification
  • Retail credit PD estimation
  • Robo-advising when clients have specific requirements and risk preferences 
  • Stress scenarios for credit risk
  • Stress scenarios for NAFTA and liquidity risk 
 

Good Derivatives: Richard Sandor

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