Enabling risk management with decentralized exchange-traded derivatives
ERREP - ESG Rating for Real Estate Portfolios
The challenge of this project is to extend ESG ratings from portfolios with liquid assets to illiquid assets. In the case of illiquid assets such as real estate the assets can't easily be replaced and a dynamic adjustment strategy is required. To this end, we intend to develop benchmarks with which real estate can ...
Data Driven Financial Risk and Regulatory Reporting (DaDFiR3)
DaDFiR3 pursues the vision of a system for automated regulatory financial reporting that uses financial contract-level data combined with market data to automatically produce the analyses required for internal and external oversight. Content and objective We will deploy an ICT infrastructure that provides a ...
Development of Customizable ESG-compliant Financial Products for Swiss Asset Owners and Managers
Development of forward-looking ESG-compliant methods for systematic strategies on equities, corporate bonds, sovereign bonds, responsible shorting, and option overlays.
Prognostic Scoring of Innovations in Green-Tech patent clusters using Natural Language Processing