Director’s Welcome

Welcome to the website of the VAR research programme.

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

In 2017, the VAR programme was created as part of the Financial Mathematics Computation Cluster (FMC), an SFI-funded research spoke dedicated to the development of the Financial Services in Ireland. The VAR research programme, working in conjunction with industry partners, has recognised the need to develop greater knowledge and skills for Asset Valuation, Risk Modelling and Risk Management. Through responding to industry needs and continuing the ethos of our parent centre, FMC, we are bringing universities and industry together to create breakthrough research in finance.

The research cluster forges complementary expertise in financial mathematics, financial economics and computer science to create a multi-disciplinary research centre with the critical mass to be globally competitive. I hope you find our website informative. It displays details on our team members, our collaborators, our publications and outreach activities as well as engagement with industry. If you have any questions about our activities or would like to work with the cluster please do not hesitate to contact us at


Professor John Cotter, Director, FMC2

Participating Institutions And Sponsors