Welcome

The Valuation and Risk (VAR) research initiative brings together the Irish universities of University College Dublin (UCD), Dublin City University (DCU) and Maynooth University (MU), with Irish industry to create breakthrough research in financial studies.

VAR (Valuation AND Risk) is a research initiative developed as part of the Financial Mathematics and Computation Cluster (FMC). Established in 2009, the FMC Strategic Research Cluster, funded by Science Foundation Ireland, aims to underpin the future development of and employment growth in the international financial services sector in Ireland.

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Valuation and Risk

Valuation and Risk

This work package investigates factor modelling, the structure of European Security market returns, and the connectivity between various risk measures. Read more
Valuation

Valuation

In this research strand, we establish optimal timing approaches that are flexible enough to value different investment elements. Read more
Risk

Risk

Operational risk is the quantification and control of risks including internal controls, human factors, systems and external events. Read more

Latest Events and News

The Second issue of the Michael J. Brennan Irish Finance Working Paper Series

September 2018 saw the publication of the second issue of the Michael J. Brennan Irish Finance Working Paper Series.

24 September, 2018 Read More

Professor John J. McConnell Honorary Doctorate

Congratulations to Professor John J. McConnell who received an Honorary Doctorate at the recent UCD College of Business graduation ceremony.

04 September, 2018 Read More

Conference on Fintech and financial risk management: evolution or revolution?

A joint academic-practitioner conference on the theme Fintech and financial risk management: evolution or revolution? will be held in at the Institute of Bankers, Dublin

23 August, 2018 Read More

Participating Institutions And Sponsors

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