Journal of Risk Management in Financial Institutions

2007 - 2025

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Volume 12, issue 4, 2019

How should an Enterprise Risk Management department be organised? And what should it do? pp. 296-296

Greg Hopper

Creating the bank enterprise risk management function of the future pp. 297-310

Hans Helbekkmo, Cindy Levy and Olivia White

What is enterprise risk management? pp. 311-319

Jeffrey Brown, Michael Duane and Til Schuermann

Enterprise risk management: Towards a comprehensive yet practical enterprise risk function pp. 320-327

Fabrice Fiol

The enterprise risk management function in financial institutions pp. 328-341

Greg Hopper

Stress testing and the representative bank model pp. 342-373

Paul Kupiec

Machine learning in risk measurement: Gaussian process regression for value-at-risk and expected shortfall pp. 374-383

Sascha Wilkens

Strategic technology risk: Core systems replacement pp. 384-400

Patrick Mcconnell and Martin Walker

Volume 12, issue 3, 2019

Machine learning and its impact on financial institutions pp. 204-205

John Hull

Why sustainability? Because risk evolves and risk management should too pp. 206-216

Madelyn Antoncic

How disruptive are FinTech and digital for banks and regulators? pp. 217-222

Hedwige Nuyens

A multi-stakeholder approach to risk resiliency pp. 223-231

Børge Brende

Public credit insurance benefits international trade - but how much? pp. 232-240

John Lorié

How to overcome modelling and model risk management challenges with artificial intelligence and machine learning pp. 241-255

Daniel Mayenberger

Estimating the probability of a non-Markovian rating transition from partially unobserved histories pp. 256-267

Rafael Weißbach and Friederike Schmal

Artificial intelligence credit risk prediction: An empirical study of analytical artificial intelligence tools for credit risk prediction in a digital era pp. 268-286

Diederick Van Thiel and Willem Frederik (Fred) Van Raaij

`Operational Risk Management` by Ariane Chapelle pp. 287-289

Allan Grody

Volume 12, issue 2, 2019

Risk landscape 10 years on: The end of systemic risk or a new beginning? pp. 108-114

Thomas C. Wilson

The evolution of the Basel framework: Are we back to where we started? pp. 115-124

Frankie Phua

The shortcomings of models in country risk management pp. 125-144

Michel-Henry Bouchet and Amaury Goguel

The top 14 challenges for today’s model risk managers: Has the time come to think about going beyond SR11-7? pp. 145-167

Jon R. Hill

Interconnectedness and financial stability pp. 168-183

Serafin Martinez-Jaramillo, Christian U. Carmona and Dror Y. Kenett

A method for pricing the credit valuation adjustment of unlisted companies pp. 184-194

Matteo Formenti

Book review pp. 195-196

Sam Wilkin

Volume 12, issue 1, 2018

Editorial pp. 4-5

Julie Kerry

On better assessing the future outcomes of ‘grand, world-changing schema’: Seeing present EU and globalisation backlashes as to-be-expected pp. 6-15

Guntram F. A. Werther

Assessment of model risk in the aggregate: Contribution of quantification pp. 16-43

Liming Brotcke and Raymond Brastow

A methodology for actively managing tail risks and uncertainties pp. 44-56

Dirk Broeders, Herwin Loman and Joris Van Toor

Economic capital: A brief history and practical applications today pp. 57-78

Tally Ferguson

Credit risk forecasting modelling and projections under IFRS 9 pp. 79-101

Giuseppe Montesi, Giovanni Papiro, Laura Ugolini and Giuseppe Ammendola

Volume 11, issue 4, 2018

Economic and financial market developments pp. 293-295

Unknown

New approaches to model risk governance pp. 296-300

Brian Gregory

Why cultures fail: The power and risk of Groupthink pp. 301-307

Yousef A. Valine

Can a globally endorsed business identity code be the answer to risk data aggregation? pp. 308-327

Allan D. Grody

Market risk calculation for private equity fund-of-funds pp. 328-360

Jörg Henzler and Constantine George

An alternative to SMA: Using through the cycle loss data to propose a ‘hourglass’ solution pp. 361-380

Michael Grimwade

A pilot project for peer benchmarking of operational risk scenarios pp. 381-392

Laurent Condamin, Clémentine Marie and Patrick Naim

Volume 11, issue 3, 2018

Editorial pp. 192-193

Unknown

Bank capital allocation and performance management under multiple capital constraints pp. 194-206

Pieter Klaassen and Idzard Van Eeghen

Buy-side liquidity risk management best practices pp. 207-217

Timothy P. Corbett and Sebastjan Smodis

The validation of machine-learning models for the stress testing of credit risk pp. 218-243

Michael Jacobs, Jr

Stage transfer effect on impairment forecasts pp. 244-256

Jimmy Skoglund and Wei Chen

Developing a regulated leadership model: An inquiry into what differentiates successful senior managers and leaders in regulated organisations? pp. 257-266

Gary Storer

A test of the feasibility of a common risk accounting metric for enterprise risks pp. 267-283

Peter Hughes and Julian Williams

Volume 11, issue 2, 2018

Compensation risk governance: The growing role of the chief risk officer pp. 96-97

Unknown

Rewiring the risk society: How society changes will reshape financial risk management pp. 98-108

Cosimo Pacciani

How should banks manage the strategic risks associated with new regulations and new sources of competition? pp. 109-124

Adrian Docherty

Cyber risk from a chief risk officer perspective pp. 125-131

Jaco Grobler

A regulatory stress test to-do list: Transparency and accuracy pp. 132-147

Paul Kupiec

A new season in the risk landscape: Connecting the advancement in technology with changes in customer behaviour to enhance the way risk is measured and managed pp. 148-155

Cecilia Gejke

A foundational approach to credit migration for stress testing and expected credit loss estimation pp. 156-172

Jorge R. Sobehart and Xiaoming Sun

NPLs resolution regimes: Challenges for regulatory authorities pp. 173-186

Faidon Kalfaoglou

Volume 11, issue 1, 2018

Editorial: Bitcoin and other cryptocurrencies: Tulip Mania or the next Amazon? pp. 4-9

Unknown

Why is managing conduct risk critical for a firm’s board? pp. 10-18

Rajat Baijal

On the role of ontology-based RegTech for managing risk and compliance reporting in the age of regulation pp. 19-33

Tom Butler and Robert Brooks

Rebuilding financial industry infrastructure pp. 34-46

Allan D. Grody

The UK Banking Standards Board: An outcome-based approach to assessing organisational culture pp. 47-56

Alison Cottrell

Why the euro crisis is far from over pp. 57-66

Colin Ellis

Visualisation of model risk propagation pp. 67-75

James Barrett

Evolution of risk management from risk compliance to strategic risk management: From Basel I to Basel II, III and IFRS 9 pp. 76-85

Bogie Ozdemir

`Financial Decisions and Markets. A Course in Asset Pricing` by John Y. Campbell pp. 86-87

Krzysztof Jajuga

`China’s Financial Markets. Issues and Opportunities` by Ming Wang, Jerome Yen and Kin Keung Lai pp. 88-89

Krzysztof Jajuga