The Center for Risk Management at Lausanne (CRML) based at HEC Lausanne within UNIL focuses on risk management and quantitative methods in asset management.
The missions of the Center are to create and disseminate knowledge on the systemic risks that may impact our world and economy and the sustainable solutions that we identify to mitigate their impacts.
sustainability
ESG Investing
CRML is currently running a major project focused on ESG Investing. Sponsored by Unil and Banque Cantonale Vaudoise, the objective is to investigate the impact of incorporating the ESG dimension on institutional portfolio. As such, the project covers all major asset classes.
Equity Markets
We investigate various portfolio construction techniques to include ESG criteria and assess their sustainability profile.
Bond markets
Corporate bonds are among the asset classes where ESG considerations can be included. We evaluate the impact of screening methods for building ESG portfolios.
Real Estate
The asset class is lagging equities and bonds in terms of sustainability. We start by constructing ESG scores for indirect real estate portfolios.
systemic risks
Providing measures
The subprime crisis of 2007 brought the worldwide financial system to the brink of breakdown. Famous rating agencies that should have sent early warning signals failed to do so and therefore proved to be poor monitors of financial markets risks.
Because of the economic hardship a breakdown of financial markets represents, it is of highest importance that objective measures of risk are constructed and made available to the public at large as to avoid future market breakdown.
Systemic Risk in Europe (in billion euros)
what's new
Latest news from CRML
real estate
The Building Stock of Swiss REIVs
Dig into the results of the market report.
Real estate
PRESS scores
The third edition of our Public Real Estate Sustainability Switzerland scores is now available.
immobilier
Comment mesurer les émissions de gaz à effet de serre ?
Real estate
How to measure greenhouse gas emissions in real estate?
esg investing
Real Estate
The second edition of our survey on sustainability in Swiss indirect real estate investment vehicles is now available.
esg investing
Fixed Income
We investigate how ESG screening impacts passive corporate bond portfolios.
About us
The Center for Risk Management at Lausanne (CRML) based at HEC Lausanne within UNIL focuses on risk management and quantitative methods.