Journal of Risk Management in Financial Institutions

2007 - 2026

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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

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