Risk Management in Internet Finance Industry
Grant Data
Project Title
Risk Management in Internet Finance Industry
Principal Investigator
Professor Chen, Peng Chu
(Principal Investigator (PI))
Co-Investigator(s)
Professor Huang Guo Quan
(Co-Investigator)
Duration
36
Start Date
2019-09-26
Completion Date
2022-09-25
Amount
658440
Conference Title
Risk Management in Internet Finance Industry
Keywords
Default Clustering, Internet Finance, P2P Lending, Risk Management, Stackelberg Game
Discipline
Production and ManufacturingOperations Research
Panel
Engineering (E)
HKU Project Code
17207119
Grant Type
General Research Fund (GRF)
Funding Year
2019
Status
Completed
Objectives
1) Propose a tractable model that leads to the optimal risk management strategies which balance the trade-offs between the growth and risk; 2) Establish a tractable model that examines the default clustering phenomenon observed in the Chinese P2P lending industry; 3) etermine the policy related factors: the optimal size of an internet finance industry, the value of information sharing and sources of default clustering; 4) Provide guidances for policymaking and evaluate the effectiveness of the existing measures imposed by the Chinese authority.