Journal of Risk Management in Financial Institutions

2007 - 2026

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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

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