Aonghus Kealy
Communications and Media Relations Officer
akealy@wlu.ca
(519) 884-0710 ext. 3684
Lori Chalmers Morrison
Director: Integrated Communications
lchalmersmorrison@wlu.ca
(519) 884-0710 ext. 3067
Deirdre Healey
Director: Communications & Issues Management
dhealey@wlu.ca
(519) 884-0710 ext. 3070
Brantford Campus:
Beth Gurney
Associate Director: Communications & Public Affairs
bgurney@wlu.ca
(519) 884-0710 ext. 5753
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I received my MMath (2004) and PhD (2008) from the Department of Statistics and Actuarial Science at the University of Waterloo. Prior to joining Laurier, I was an assistant professor in the Department of Applied Mathematics at the University of Western Ontario from 2008 until 2012.
I am...
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I received my MMath (2004) and PhD (2008) from the Department of Statistics and Actuarial Science at the University of Waterloo. Prior to joining Laurier, I was an assistant professor in the Department of Applied Mathematics at the University of Western Ontario from 2008 until 2012.
I am interested in applied probability and statistics, especially their application to problems faced in the financial industry and with a particular emphasis on problems faced by risk management professionals and financial regulators. For instance, I am currently interested the appropriate treatment of correlation in models used by ratings agencies and banks, efficient calculation of risk measures for large loan portfolios and issues related to the design of contingent capital securities (e.g. CoCo bonds, non-viability contingent capital, bail-in debt, etc.).
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