Journal of Risk Management in Financial Institutions

2007 - 2025

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Volume 14, issue 4, 2021

Editorial pp. 320-320

Julie Kerry

Fixed-Income ETFs: A liquidity illusion? pp. 321-344

Anando Maitra and Stephen Satchell

COVID-19 government support reinforces zombification pp. 345-354

John Lorié and Iulian Ciobica

Shifting paradigms: Regionalisation and the post-COVID-19 risk matrix pp. 355-366

Guillaume Barthe-Dejean

CECL and IFRS9 expected credit loss estimation in uncertain economic environments pp. 367-380

Jorge R. Sobehart

Digital transformation in treasury, risk and finance: COVID-19 to accelerate establishment of smart analytical centres in these departments pp. 381-394

Johan Von Solms, Josef Langerman and Carl Marnewick

Achieving operational resilience in the financial industry: Insights from complex adaptive systems theory and implications for risk management pp. 395-407

Tom Butler and Robert Brooks

Operational resilience as a new concept and extension of operational risk management pp. 408-425

Udo Milkau

Assessing the impact of hurricane frequency and intensity on mortgage delinquency pp. 426-442

Clifford V. Rossi

`The Moorad Choudhry Anthology: Past, Present and Future Principles of Banking and Finance` by Moorad Choudhry pp. 443-444

Krzysztof Jajuga

Volume 14, issue 3, 2021

The Global Core Indicators: A sustainability risk management and reporting framework pp. 224-228

Madelyn Antoncic

Predicting sovereign credit ratings for portfolio stress testing pp. 229-241

Jonas De Oliveira Campino, Federico Galizia, Daniela Serrano and Frank Sperling

Developing practical mitigations for reputational risks: A case study from the UK insurance sector pp. 242-255

Matthew Connell

Eliminating the negative impacts of the Basel IV output floor by adjusting a bank’s business model pp. 256-267

Martin Neisen and Hermann Schulte-Mattler

Evolution of risk management from risk compliance to strategic risk management Part II: The changing paradigm for the risk executive and Boards of the Canadian banking and insurance sectors pp. 268-286

Bogie Ozdemir

Explainable artificial intelligence: A global fast approach pp. 287-300

Daniel Mayenberger

The culture of risk governance in financial institutions pp. 301-313

Paolo Agnese and Paolo Capuano

Volume 14, issue 2, 2021

Managing the risk of climate change pp. 112-114

Til Schuermann

A spotlight on boards’ response to the new risk environment: How boards are changing the way they think about risk in strategic decision making pp. 115-120

Celia Huber, Michael May and Olivia White

Climate change uncertainty and central bank risk management pp. 121-130

Dirk Broeders and Marleen Schlooz

Financial institutions and developing countries’ debt cancellations: How to get rid of moral hazard? pp. 131-147

Michel-Henry Bouchet

Did prudent risk management practices or weak customer demand reduce PPP lending by the largest banks? pp. 148-160

Paul Kupiec

How should risk professionals think about the rise in corporate indebtedness? pp. 161-172

Colin Ellis

A test of the inherent predictiveness of the RU, a new metric to express all forms of operational risk in banks pp. 173-194

Peter Hughes and Mahmoud Marzouk

Time-varying autoregressive distributed lag model with changing volatility for stress test pp. 195-208

Leilei Zhou and Wei Zhu

The Fundamental Review of Trading Book: New standard approach and risk management impacts pp. 209-219

Pasqualina Porretta and Paolo Agnese

Volume 14, issue 1, 2020

Editorial pp. 4-6

Dr. Thomas C. Wilson and Dr. Christian S. Pedersen

Banking system stress testing and COVID-19: A first summary appraisal pp. 7-24

Jerome Henry

Adjusting loss forecasts for the impacts of government assistance and loan forbearance during the COVID-19 recession pp. 25-32

Joseph L. Breeden

Managing bank risk through the crisis perspective from Malaysia pp. 33-39

Jeroen Thijs and David Bobker

COVID-19 triggers great nonfinancial risk crisis: Nonfinancial risk management best practices in Canada pp. 40-58

Lois Tullo

The impact of the COVID-19 pandemic on medical and travel insurance pricing and fraud risks: An exploratory study pp. 59-71

Hala Naseeb, Ahmed A. Diab and Abdelmoneim Metwally

COVID-19: Risk-adjusted portfolio returns of emerging and developed equity markets pp. 72-83

Maretno Agus Harjoto, Fabrizio Rossi, Robert Lee and Clemens Kownatzki

European banks and risk management: Did the 2008 financial crisis have any impact? pp. 84-95

Joseph Falzon and Jennifer Vella

Financial institutions’ funding cost: Do capital and risk-taking matter? pp. 96-106

Fernando Moreira

Volume 13, issue 4, 2020

Editorial pp. 288-289

Julie Kerry

A paradigm shift in the board room: Incorporating sustainability into corporate governance and strategic decision-making using big data and artificial intelligence pp. 290-294

Madelyn Antoncic

Revisiting conduct risk management in the COVID-19 era with updated DOJ criteria pp. 295-307

Jonny Frank and Laura Greenman

Is an oligopolistic banking system more resilient and at what cost? A study of the competitiveness of the Canadian banking structure pp. 308-337

Bogie Ozdemir and Michael Giesinger

DiStress: A distributional approach to bank solvency simulations pp. 338-348

Will Kerry

The Asset-Liability Committee: Ensuring effective balance sheet risk management during a market-wide stress event pp. 349-356

Moorad Choudhry

Developments in relation to risk management for European investment funds pp. 357-373

Henning Schwabe and Mohamed Ed-Diaz

Volume 13, issue 3, 2020

Risk anticipation in a pandemic world pp. 200-201

Roger G. Chen

Effectively managing risks in an ESG portfolio pp. 202-211

Andre Bertolotti

Risk governance framework and the three lines of defence construct: A challenged self-assessment process through an activity-based approach pp. 212-223

Bradford Hu and Aslihan Denizkurdu

CRD V/CRR II: A comprehensive synopsis of the first European step towards implementing Basel IV (Part II) pp. 224-241

Martin Neisen and Hermann Schulte-Mattler

In the eye of the beholder: Regulatory versus industry risk perception pp. 242-254

Meghan E. Burns, Dror Y. Kenett and Jonathan S. Sokobin

Modifying model risk management practice in the era of AI/ML pp. 255-265

Liming Brotcke

On the definition of risk pp. 266-278

Filipe Lemos

Volume 13, issue 2, 2020

Machine learning and finance pp. 104-105

John Hull

Uncovering hidden signals for sustainable investing using Big Data: Artificial intelligence, machine learning and natural language processing pp. 106-113

Madelyn Antoncic

CRD V/CRR II: A comprehensive synopsis of the first European step towards implementing Basel IV (Part I) pp. 114-125

Martin Neisen and Hermann Schulte-Mattler

Are stress tests beauty contests? (and what we can do about it) pp. 126-134

Mario Quagliariello

Using the market value of equity to signal banking sector vulnerabilities pp. 135-144

Will Kerry

How can supervisors and banks promote a culture of strong governance and ethical behaviour? pp. 145-154

Stefan Walter and Florian Narring

Addressing cyber risk in financial institutions and in the financial system pp. 155-162

Allan D. Grody

Enhancing banks’ strategic decision-making: Building on behavioural strategy — Application to Pillar 2 regulation pp. 163-181

Naji Freiha

Sustainable profitability in volatile cyclical markets pp. 182-189

Hanna Sarraf

Volume 13, issue 1, 2019

Editorial pp. 4-5

Klaus Böcker and Philipp Schröder

Thinking about theory and practice: What it means to reach effective risk management decisions in banking pp. 6-15

Christian Hugo Hoffmann

The evolution of model risk management processes pp. 16-23

Maurizio Garro

A smarter model risk management discipline will follow from building smarter models: An abbreviated guide for designing the next generation of smart models pp. 24-34

Jon R. Hill

Using formal verification to develop higher assurance, more maintainable financial software pp. 35-46

Manfred Kerber, Colin Rowat and Neels Vosloo

Effective and efficient model risk management pp. 47-58

Matthew Dodgson

Exchange traded fund risk management and resiliency pp. 59-69

Sebastjan Smodis and Suzanne Smore

Revised partial use: Banking supervision on the right track pp. 70-80

Martin Neisen and Hermann Schulte-Mattler

Total loss-absorbing capacity and minimum requirement for own funds and eligible liabilities: Impact of bail-in rules on balance sheet management and funding pp. 81-96

Christian Hasenclever