ISSN:
 1752-8887 (Print)
 1752-8895 (Online)
 
 Published since:
 October 2007
 
 An official publication of



 
 
 
 
 
 
 
 
Indexed in Cabell’s Economic and Finance Directory


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Forthcoming Content

Just a selection of the peer-reviewed articles, case studies and research scheduled for publication in Volume 5 - consisting of four quarterly 100-page issues - includes:
  • The lack of shock absorbers in transmission channels: How financial markets outgrow infrastructure
    Hugo Banzinger, Chief Risk Officer, Deutsche Bank
  • Value optimisation in a regulatory constrained regime: A new look at risk vs. return optimisation
    Bogie Ozdemir, VP, Sun Life Financial Group, Peter Miu, DeGroote School of Business, McMaster University and Michael Giesinger, Associate Director, Wholesale Credit Risk Group, Barclays
  • Market BuVaR: A countercyclical risk metric
    Max Wong, Head of VaR Model Testing, RBS Global Banking & Markets
  • The Crash-NIG copula model: Risk measurement and management of credit portfolios
    Anna Schloesser, VP, Risklab - a company of Allianz Global Investors, Rudi Zagst, Head, Institute for Mathematical Finance, Technische Universitaet Muenchen
  • A value-at-risk approach to commercial real estate portfolio stress testing at US community banks
    John Hall, University of Arkansas, David Kern, Arkansas State University, Tim Yeager, Arkansas Bankers Association Chair in Banking, University of Arkansas, Tom King, Chief, Monetary and Financial Stability Section, Federal Reserve Board of Governors and Kevin Lee, California State University
  • The calculation of portfolio unexpected loss in credit and operational risk
    Michael Samuels, QMetric
  • Stress testing in community banks
    Brian W. Jones, SVP and Chief Lending Officer, Newfield National Bank
  • A framework for generating empirically consistent transition probability matrices
    Kete Chalermkraivuth, Financial Engineering & Decision Support Leader, GE Global Research
  •  Risk minimising investment strategies: Embedding portfolio optimisation into a dynamic insurance framework
    Ursula Theiler, President, Risk Training
Special issue on counterparty risk
  • Calculation of exposure and CVA for central counterparties
    Andrew Abrahams, Managing Director, Head of Quantitative Research & Firm-Wide Model Oversight, JPMorgan Chase
  • General wrong-way risk and stress calibration of exposure
    Michael Pykhtin, Division of Banking Supervision and Regulation, Federal Reserve Board
  • The systemic risks of OTC derivatives central clearing
    David Murphy, Head of Risk, ISDA
  • Issues in counterparty credit risk modelling
    Klaus Boeker, Director and Head of Risk Models & Analytics, Deutsche Pfandbriefbank
  • The fallacy of moving OTC derivatives market to CCPs
    Manmohan Singh, Senior Economist, IMF
  • Global identification standards for counterparties and other financial market participants
    Allan Grody, President, Financial InterGroup
  • The network topology of the interbank market and the implications for systemic risk
    Serafín Martínez Jaramillo, Senior Financial Researcher, Risk Analysis of the Financial System, Banco de México
  • Data: The basis for systemic risk analysis
    Dilip Krishna, Director, Enterprise Risk Management and Capital Markets, NCR Teradata
Special issue on risk governance
  • The new model of governance and risk management for financial institutions
    John Bugalla, Managing Principal, ermINSIGHTS, James Kallman, Professor of Finance, St. Edward’s University, Steve Lindo, Director of Treasury Management and Mortgage Risk, Fifth Third Bank and Kristina Narvaez, President and CEO, ERM Strategies
  • Data quality in banking: Regulatory requirements and best practices
    Michele Bonollo, Head of IT, Risk Management, Banca Popolare and Massimiliano Neri, Associate Director, Moody's Analytics
  • Governance of risk taking at financial institutions
    Amelia Ho, Audit Director
  • Risk and the shareholder
    Robert A.G. Monks, Co-founder, Institutional Shareholder Services
  • Transferring knowledge of risk management to the Board of Directors and executives
    Eduardo Rodriguez, Principal IQAnalytics, EDC Canada and John S. Edwards, Aston Business School, Aston University
  • ICGN Corporate Risk Oversight Guidelines: The role of the Board and Institutional Shareholders
    Erik Breen, Head of Responsible Investing, Robeco, Andrew Clearfield, President, Investment Initiatives and Karol Klimczak, Kozminski Center for Corporate Governance
  • Corporate governance regulation
    Yevgeniya Timofeyeva, Financial Risk Management Advisor, KPMG
  • Governance of strategic risks in systemically important banks
    Pat McConnell, Visiting Lecturer, Trinity College Dublin
 
 
If you would like to submit an article for publication in the journal please email the Publisher.