RiskLab is an inter-university research institute, concentrating on precompetitive, applied research in the general area of (integrated) risk management for finance and insurance. The laboratory, founded in 1994 as a virtual research cooperation, was reorganized in 1999 and is now physically located in ETH's main building. RiskLab is presently co-sponsored by the Swiss Federal Institute of Technology (ETHZ) in Zurich, the Credit Suisse Group, the Swiss Reinsurance Company and UBS AG. Various members of the Department of Mathematics at the ETHZ and the Swiss Banking Institute at the University of Zurich are informally linked to RiskLab. The research carried out at RiskLab combines academic, methodological research with a strong input from and interaction with the industry partners. Besides the research director and two postdocs, several additional researchers and guests are often appointed to RiskLab on the basis of specific projects between industry and academia. RiskLab is open for further institutional partners.
The aims of RiskLab are:
The budget of RiskLab consists of a yearly grant towards the appointment of two post-doctoral research fellows plus infrastructure, IT support and rooms from ETHZ as well as a substantial budget towards the support of project oriented, applied research from the finance industry partners (Credit Suisse Group, Swiss Reinsurance Company and UBS AG).
For administrative matters, RiskLab is a competence centre of the Department of Mathematics at the ETHZ.
RiskLab concentrates on precompetitive, applied research in the general area of (integrated) risk management for finance and insurance. It combines academic, methodological research with a strong input from and interaction with the industry partners. The research results are freely available; technical reports and papers are published on RiskLab's web site, papers are also submitted to refereed international journals.
Lists of current research projects and proposals and past research projects are available online.
|Created and supported by Uwe Schmock
until September 2003. Please send comments and suggestions to Jörg Osterrieder/
Last update: June 1, 2005