European Financial Management Association
Award
The GARP Risk Management Research Award is
an annual award for the outstanding paper in the field of financial
risk management presented at the European Financial Management
Association (EFMA) Annual Meeting. The Award recognizes the paper
that has the most potential to advance our understanding of
financial risk management through innovative approaches for solving
complex risk-related problems in financial markets as well as
opening new areas of inquiry about fundamental risk-related
issues.
The winner(s) of the GARP Risk Management
Research Award are selected by the GARP Award Review Committee and
the US $2,500 cash prize.
We invite all papers from the broad field of
risk management including but not limited to the following areas:
Market risk; Credit risk; Interest rate risk; Capital adequacy;
Operational risk; Enterprise risk; Regulatory and compliance
issues; Valuation and pricing methods for financial products;
Modeling risk factors; Other topics related to financial risk
management.
Awarded authors are invited to present their
paper at a GARP event or chapter meeting. The awarded papers also
appear in the SSRN Financial Economics Network (FEN), GARP Risk
Management Abstracts and GARP's Research Paper Series. Award
winners retain the property rights over the papers.
If interested, please check the GARP website
frequently for updates, or contact
chris.donohue@garp.com.
Best Dissertation in Financial Risk Management
Award
GARP awards the Best Dissertation in
Financial Risk Management each year at the Annual Meeting of the
Financial Management Association (FMA).
The GARP Selection Committee awards the Best
Dissertation in Financial Risk Management to the work that offers
unique approaches and insights into significant risk management
problems, are of particular relevance to current financial risk
management issues and needs globally, and seeks to connect theory
with practice.
Topics of particular interest include: Risk
management in emerging markets; Energy risk management; Enterprise
risk management; Credit portfolio risk optimization; Solvency and
risk management for financial institutions, including life and
casualty insurers, pension plans; Liquidity risk management;
Empirical pricing models in thinly traded markets; Modeling credit,
market and enterprise-wide risks; Computational algorithms for
pricing and hedging of financial risks.
The award to the winner is $3,000. Winning
authors are invited to present their work at a GARP workshop,
convention or chapter meeting.
If interested, please check the GARP website
frequently for updates, or contact
chris.donohue@garp.com.