Welcome

World economy systemic risks and sustainable solutions to mitigate their impact

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.

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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.

Coming soon

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.

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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.