Robert Annabel, CEPAR PhD candidate in the School of Risk and Actuarial Studies at the UNSW Business School, is one of four recipients of the 2023 Brian Gray Scholarship, jointly funded by the Australian Prudential Regulation Authority (APRA) and the Reserve Bank of Australia (RBA).
The scholarship, valued at $15,000, supports final year Honours and PhD students in finance, economics, actuarial science, econometrics, statistics or related disciplines.
Under this Scholarship program, the recipients will devote a substantial amount of time to an agreed research topic and present their findings to APRA and the RBA upon completion of their research.
Robert Annabel's research interests include corporate governance, industrial organisation, and risk management.
Under the co-supervision of CEPAR Chief Investigator Professor Hazel Bateman, Professor Arghya Ghosh, Associate Professor Scott Donald and Adjunct Associate Professor Anthony Asher, Robert Annabel is developing improved methods for inferring the corporate objective (e.g., profit maximisation, social responsibility, stakeholder value maximisation, etc) that institutional investors (e.g. pension funds, banks, insurance companies) encourage at publicly listed companies based on changes in company-level climate-change-related actions and outcomes (e.g. emissions, mitigation and adaptation).
Robert Annabel is a recipient of the prestigious Ryoichi Sasakawa Young Leaders Fellowship Fund (Sylff) scholarship. He also has three years industry experience in actuarial consulting related to capital markets, banking and general insurance and over five years tutoring experience in a variety of courses, including actuarial theory and practice, probability and statistics, life insurance modelling, portfolio management and derivatives valuation, and game theory.