Risk and Macro Finance is the acclaimed research focal area of the University of Amsterdam's Faculty of Economics and Business.
Economics and Business at the University of Amsterdam has defined Risk and Macro Finance as a key research theme (“research focal area”), seen as a convergence and integration of methodologies to develop a more insightful view of recessions, financial crises and systemic risk. Such cross-disciplinary research is much-needed to adequately respond to some of the most fundamental economic problems of our times: (i) endogenous risk creation and interconnectedness of financial markets and institutions; (ii) the relation between government finances and the financial sector; (iii) the financing of long term guarantees in insurance and pensions; and (iv) the regulation of the broader financial sector. The initiative is the first of its kind in Europe. It pursues top-quality academic research, but also aims at facilitating policy and practice. The initiative is broadly supported by the Amsterdam Business School and the Amsterdam School of Economics.
Robust return risk measures, Bellini, Fabio, Roger J. A. Laeven, and Emanuela Rosazza Gianin, Mathematics and Financial Economics 12, 5-32, 2018.
Bank Capital Regulation in a Zero Interest Environment, Robin Döttling, January 2018.
For further information, please contact: Prof. Roger J. A. Laeven