Journal of Risk Management in Financial Institutions

2007 - 2026

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Volume 17, issue 4, 2024

Editorial pp. 336-337

Simon Hall

Commercial real estate exposure and bank counterparty risk pp. 338-356

Paul Kupiec

Silicon Valley Bank: What can be learned from its collapse pp. 357-369

Steve Lindo

Model risk management in stress testing: The road up to here pp. 370-382

Eduardo Canabarro

Dear CRO: Behavioural risk management is the new thing for you pp. 383-394

Wieke Scholten and Alexandra Chesterfield

Operational resilience implementation: Challenges and opportunities for UK building societies pp. 395-408

Adewale A. Ademowo

Are ESG scores driven by financial information? Evidence from European banks pp. 409-425

Luana Serino, Alessia Spignese and Francesco Campanella

Assessing stochastic dominance of downside and upside financial risk profiles using the block maxima method in extreme value theory pp. 426-438

Simon Li

Volume 17, issue 3, 2024

Editorial: Facing the polycrisis pp. 236-237

Julie Kerry

Bank liquidity risk management through stable and volatile markets: The role of the asset-liability committee and lessons learned for the balance sheet governance operating model pp. 238-248

Moorad Choudhry, Claire Trythall and Diyama Abu Laban

Silicon Valley Bank case study: The role of the CRO in managing risk programmes to prevent bank failures pp. 249-257

Steven Haynes

The blind spot in residential mortgages: Increasing default option value in the face of declining house prices pp. 258-285

Bogie Ozdemir

An innovative approach for optimising CCP default management through agent-based modelling pp. 286-293

Richard Wise, Tao Chen and Dingqiu Zhu

Navigating the storm: The intersection of geopolitical and financial crime risks pp. 294-302

Rosamund De Sybel

Climate risk and financial stability: Assessing non-performing loans in Chinese banks pp. 303-315

Hatem Brik

Nature-related financial risks and central bank risk management pp. 316-331

Olaf Barning, Dirk Broeders, Marleen De Jonge, Isabelle Tiems, Niek Verhoeven and Catharine Van Wijmen

Volume 17, issue 2, 2024

Learning to embrace risk: The board's most important Duty of Care pp. 124-129

David R. Koenig

Safeguarding financial resilience through digital trust and responsible innovation pp. 130-141

Ingrid Vasiliu-Feltes

Dynamic board capabilities: Developing board practices that impact corporate renewal and performance pp. 142-160

Liselotte Engstam, Henrik Forzelius, Mats Magnusson, Fernanda Torre and Ludo Van Der Heyden

The rise of sustainability oversight committees as part of modern board governance and oversight: Practical considerations pp. 161-167

David Suetens

Risk appetite: A crucial consideration for effective board risk oversight pp. 168-182

Christopher E. Mandel and Soubhagya Parija

Enterprise risk management in the insurance industry: Trends and future directions pp. 183-196

Sonjai Kumar, Purnima Rao and Munim Barai

Insuring deposits, ensuring stability: A critical evaluation of six decades of deposit insurance in the Indian banking sector pp. 197-212

Varda Sardana and Shubham Singhania

The relevance of the country and sector effect in global equity returns around COVID-19 and developed and emerging markets pp. 213-230

Francis Boateng-Frimpong, Amel Bentata and Rémy Cottet

Volume 17, issue 1, 2023

Special issue: The Value of New Data and Technology to Risk Management Practitioners pp. 4-6

Thomas C. Wilson and Christian S. Pedersen

Opinion pieces: On data and models: Is more always better? pp. 7-12

Thomas C. Wilson

Trusted and open corporate data: Why adoption of the LEI/vLEI is key to enhancing risk management practices in the face of rapid digital transformation pp. 13-21

Stephan Wolf

Leveraging financial personality for inclusive credit scoring amidst global uncertainty pp. 22-42

Diederick Van Thiel, John Goedee and Roger Leenders

Lost in noise? Some thoughts on the use of machine learning in financial market risk measurement pp. 43-52

Peter Quell

On the wicked problem of quantifying and managing non-financial risks and the role of digital technology in providing solutions pp. 53-70

Tom Butler and Robert Brooks

The potential impacts of the digital revolution on the operational risk profiles of banks pp. 71-88

Michael Grimwade

A generalised latent Poisson factor modelling approach for default correlations in credit portfolios pp. 89-105

Mohamed Saidane

The mediating role of firm risk: The case of the insurance sector in Saudi Arabia pp. 106-116

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

`Handbook of business and climate change` by Anant K. Sundaram and Robert G. Hansen pp. 117-118

Krzysztof Jajuga

`Non-financial risk management: Emerging stronger after Covid-19` by Thomas Kaiser pp. 119-120

Krzysztof Jajuga

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