Chayawat Ornthanalai, University of Toronto

Research

financial stability liquidity risk derivatives market crash risk market volatility Risk Management Derivatives Securities Financial Markets

Latest funding

The Market for Trading Financial Risks: Theory, Evidence, and Its Impact on Modern Economy
SSHRC · 2025 · Co-investigator
$61,870
Ultra-Short-Term Financial Securities and the Vulnerability of Financial Markets
SSHRC · 2024 · Principal investigator
$23,160
Market liquidity risk and the vulnerability of financial markets
SSHRC · 2016 · Principal investigator
$125,380

All 3 grants and awards

The Market for Trading Financial Risks: Theory, Evidence, and Its Impact on Modern Economy

Co-investigatorSSHRC2025Insight Grants

Principal investigators: Khapko, Mariana

Keywords: options trading; risk management; retail traders; market stability

$61,870

Ultra-Short-Term Financial Securities and the Vulnerability of Financial Markets

Principal investigatorSSHRC2024Partnership Engage Grants

Principal investigators: Ornthanalai, Chayawat

Keywords: Risk Management; Financial Stability; Derivatives Securities; Financial Markets

$23,160

Market liquidity risk and the vulnerability of financial markets

Principal investigatorSSHRC2016Insight Grants

Principal investigators: Ornthanalai, Chayawat

Keywords: liquidity risk; derivatives market; financial stability; crash risk; market volatility

$125,380

From CIHR, NSERC and SSHRC funding decisions: CIHR since 2008, NSERC since 1991 and SSHRC since 1998, including their latest published competition results.

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Applying for

Mention their SSHRC grant from 2024

Subject: Prospective PhD student: financial stability Dear Professor Ornthanalai, My name is [your name], and I am a [your current degree or role] at [your institution]. I am applying for a PhD position starting in [term and year]. Your research on financial stability connects closely to my own work on [your research topic]. [One or two sentences on what you did and what you learned.] I also saw your SSHRC-funded project "Ultra-Short-Term Financial Securities and the Vulnerability of Financial Markets" (2024), and I would be glad to contribute to work in that direction. Are you accepting new PhD students for [term and year]? I have attached my CV and transcripts, and I would be glad to talk at a time that suits you. Thank you for your time. Kind regards, [your name]