Journal of Risk Management in Financial Institutions

2007 - 2025

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Volume 16, issue 4, 2023

Special Issue of the `Journal of Risk Management in Financial Institutions` pp. 325-325

Gregory Hopper

Blockchain technology as a potential risk source and a risk mitigator: US reflections and outlook pp. 326-336

Mark Cianci, Xochitl Strohbehn and John King

Understanding and managing blockchain protocol risks pp. 337-353

Alex Nathan, Dimosthenis Kaponis and Saul Lustgarten

Risks inherent within various models of decentralised crypto networks: `A framework for an objective discussion about the level of decentralisation in crypto networks and risks to true decentralisation` pp. 354-382

Julien Lüssem, Abdel Aziz, Antonio Frías and Ugur Koyluoglu

How can run risk in digital asset markets be reduced? pp. 383-394

Greg Hopper

Risk of digital assets: Developments in regulation and implementation pp. 395-408

Udo Milkau

Sovereign credit default swaps: Managing risks when the fiscal house rumbles pp. 409-426

Indra Rajaratnam

Frontloading ESG risks and benefits into the capital charge to incentivise green financing pp. 427-448

Bogie Ozdemir

Volume 16, issue 3, 2023

Editorial pp. 208-209

Julie Kerry

Stress testing bank insolvency risk by systemic equity market shock: An expected shortfall approach pp. 211-227

Hank Z. Yang

Good intentions in risk management and the LDI crisis pp. 228-236

Martin Walker

A bottom-up, reduced form credit risk model approach for the determination of collateralised loan obligation capital pp. 237-255

Robert Jarrow and Donald R. Van Deventer

Counterparty credit risk: Lessons from recent events pp. 256-272

Andreas Ita

Optimising board oversight of compliance as a risk governance instrument pp. 273-281

Ilona Niemi

Green swans and pink washing: Promoting a strong culture of environmental and social responsibility in financial institutions pp. 282-292

Matthew Connell

A review of corporate governance in the Saudi Arabian insurance sector pp. 293-303

Shanar Shafi Alsuyayfi, Rasidah Mohd Said, Roslan Ja'Afar and Ali Albada

Central bank capital management pp. 304-315

Paul Wessels and Dirk Broeders

`The Principles of Banking, 2nd Edition` by Krzysztof Jajuga pp. 316-317

Krzysztof Jajuga

Volume 16, issue 2, 2023

Editorial pp. 100-101

Julie Kerry

Pricing of climate transition risks across different financial markets pp. 102-115

Dirk Broeders, Bernd Schouten, Isabelle Tiems and Niek Verhoeven

The impact of climate risk on the insurance industry: Recent developments and emerging risk mitigation approaches pp. 116-123

Sonjai Kumar and Purnima Rao

The marginal impact of predicted climate risk scenarios on portfolio credit risk stress testing pp. 124-137

Jonas De Oliveira Campino

Approaches for quantifying the financial impacts of reputational damage from climate change pp. 138-157

Michael Grimwade

ESG information integration into portfolio optimisation pp. 158-179

Haoming Cao and Tony S. Wirjanto

The estimation of Value-at-Risk using a non-parametric approach pp. 180-188

Amir Olfat and Farzad Eskandari

Estimating Value-at-Risk and expected shortfall of metal commodities: Application of GARCH-EVT method pp. 189-199

Maaz Khan, Mrestyal Khan and Muhammad Irfan

Volume 16, issue 1, 2023

Editorial pp. 4-5

Eduardo Canabarro

Determining environmental and social risk rating in a multilateral development bank pp. 6-12

Cristiane Ronza and Stefanie Brackmann

Should investors rely on central bank asset purchases to backstop markets? pp. 13-20

Colin Ellis

Failure of strategic risk management in a life insurance company in India pp. 21-33

Sonjai Kumar and Purnima Rao

What can we learn about repurchase programmes and systemic risk? Evidence from US banks during financial turmoil pp. 34-51

Foued Hamouda

A coherent economic framework to model correlations between PD, LGD and EaD, and its applications in EaD modelling and IFRS-9 pp. 52-78

Peter Miu and Bogie Ozdemir

Assessing risks in international investments using hesitant fuzzy linguistic term sets pp. 79-91

Ayfer Basar

Volume 15, issue 4, 2022

Editorial pp. 312-313

Julie Kerry

From modelling to forecasting bank profitability: Evidence from euro area banks pp. 314-337

Marco Belloni, Mariusz Jarmuzek and Dionysios Mylonas

CRR III implementation: Impact on capital requirements, performance and business models of European banks pp. 338-361

Martin Neisen and Hermann Schulte-Mattler

Bounded rationality in bank credit decisions for SME lending: Evidence from bankers in Malaysia pp. 362-390

Nigel Kollin-Ondolos, Jasman Tuyon, Rozita Uji Mohammed and Zamri Ahmad

Nexus between liquidity risk and credit risk: Evidence from the South Asian region pp. 391-405

Ajab Khan and Mustafa K. Yilmaz

Analysing climate risk in the banking sector: To what extent should the onus be on banks to fund the ‘green deal’ while focusing on their own climate change and ESG risk profile? pp. 406-417

Richard Bennett

Oversight and risk management of payments schemes pp. 418-428

Piet M. Mallekoote and Suren K. Balraadjsing

Cybersecurity skills of company directors — ASX 100 pp. 429-436

Nigel Phair and Hooman Alavizadeh

Volume 15, issue 3, 2022

The inflation narrative pp. 216-219

Tom Grondin

A strategy road map for small and medium-sized banks from a Canadian perspective: Transformation from start-up to mid-size and beyond pp. 220-244

Bogie Ozdemir

Systemic risk analysis and SIFI detection: Mechanisms and measurement pp. 245-259

Luca Riccetti

The generation of synthetic data for risk modelling pp. 260-269

James Hurst, Kirill Mayorov and Joseph Francois Tagne Tatsinkou

Best practices in combating fraud in financial institutions pp. 270-277

John Mahony

Climate change risk: Demands and expectations imposed on banks pp. 278-300

Udo Milkau

`Where Next for Operational Risk? A Guide for Risk Managers and Accountants` by Dr Tom Butler pp. 301-304

Tom Butler

Volume 15, issue 2, 2022

Editorial pp. 112-113

Klaus Böcker

The strategic risks facing start-ups in the financial sector pp. 114-141

Patrick Mcconnell

Satisfying exclusions in portfolio construction: The ESG case pp. 142-154

Amel Bentata and Laurent Nguyen

Outsourcing insurance in the time of COVID-19: The cyber risk dilemma pp. 155-160

Hala Naseeb and Abdelmoneim Metwally

Banks’ concurrent risks during the COVID-19 pandemic: A road map for risk officers and risk management pp. 161-170

Ahmed A. Diab, Abdelmoneim Metwally, Abdulkarim M. Alzakari and Aisha Fazal

Impact of COVID-19 on commercial banking risk management practice: Survey evidence recommendations for practitioners pp. 171-183

Jamal M. Shamieh

Managing the COVID-19 pandemic: Preliminary evidence from global banks pp. 184-192

Paolo Agnese, Paolo Capuano and Alberto Romolini

Building bridges: From the probability of a country crisis to a country risk assessment pp. 193-205

Alexandre H.O. Siqueira

Volume 15, issue 1, 2021

Editorial pp. 4-5

Dr. Luis Seco and Alik Sokolov

Is ESG investing contributing to transitioning to a sustainable economy or to the greatest misallocations of capital and a missed opportunity? pp. 6-12

Madelyn Antoncic

How can climate risk stress testing be implemented? pp. 13-25

Greg Hopper

Quantifying climate risk uncertainty in competitive business environments pp. 26-37

Jorge R. Sobehart

Managing climate change risks: The role of governance and scenario analysis pp. 38-50

Laurent Clerc

How to improve the ESG profile of portfolios while keeping a similar risk-adjusted return pp. 51-71

Antoine Kopp, Dominic Barber, Rémy Cottet and Gabriele Susinno

ESG rating as input for a sustainability capital buffer pp. 72-84

Martin Neisen, Benjamin Bruhn and Dieter Lienland

Climate change risk: The next frontier in banking risk management pp. 85-92

Hanna Sarraf

Winning a seat at the ESG table pp. 93-104

Jonny Frank, Jim Barolak and Germari Pieterse