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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.

Experience the world of risk management first hand

A key component of the Master of Financial Risk Management program is the two-month project. This project is an opportunity for students to put into practice some of the skills and knowledge they have gained during the first few months at Rotman. The topics for the unique projects are provided by industry sponsors and members of the MFRM Advisory Board. Faculty mentors provide oversight and ensure that students receive the guidance they need throughout the two months, in addition the support provided by the sponsoring organization.

At the end of the project students present their findings to fellow students, faculty and industry sponsors.

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

Rotman Master of Finance Speaker Series

Faculty - Susan Christoffersen - Industry Connections

Susan is a Vice-Dean and an Associate Professor of Finance at Rotman

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