Journal of Risk Management in Financial Institutions

2007 - 2026

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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

Volume 10, issue 4, 2017

The politics of risk: A reflection of volatility in 2017 pp. 312-313

Unknown

Risk management for financial institutions in an age of populism pp. 314-318

Douglas J. Elliott

Sketching a roadmap for systemic liquidity stress tests pp. 319-340

Grzegorz Hałaj and Jerome Henry

Hedging the impact of climate change in the catastrophe space pp. 341-352

Carolyn W. Chang and Jack S.K. Chang

Improving finance and risk management foresight abilities: Growing past the ‘black swan’ mindset through integrative assessment pp. 353-364

Guntram Fritz Albin Werther

Forecasting initial margin requirements: A model evaluation pp. 365-394

Peter Caspers, Paul Giltinan, Roland Lichters and Nikolai Nowaczyk

Smoothing transition probability matrices under a risk sensitive approach pp. 395-411

Ahmet Perilioglu and Karina Perilioglu

Volume 10, issue 3, 2017

Editorial: Has too big to fail been resolved? pp. 220-223

Unknown

Stress testing: Where next? pp. 224-237

Jo Paisley

Forecast of forecast: An analytical approach to stressed impairment forecasting pp. 238-256

Jimmy Skoglund and Wei Chen

Critical appraisal of the Basel fundamental review of the trading book regulations pp. 257-275

J. Orgeldinger

A deeper understanding of payment shock dynamics pp. 276-281

Nidhi Verma

BCBS IRRBB pillar 2: The new standard for the banking industry pp. 282-288

Roberto Virreira Zijderveld

Operational resilience: Developing a comprehensive operational risk strategy pp. 289-295

David Suetens, Richard Flood and Cinzia Dicorato-Rura

Regulatory reform in banking 10 years after the financial crisis pp. 296-302

Mattia L. Rattaggi

Volume 10, issue 2, 2017

Backstopping risk: Capital versus transparency pp. 116-117

Unknown

Capturing initial margin in counterparty risk calculations pp. 118-129

Lee Moran and Sascha Wilkens

Underdetermination and variability of the results in macro-to-micro stress tests: A machine learning approach pp. 130-149

Alexander Denev and Orazio Angelini

Wrong-way risk bounds in counterparty credit risk management pp. 150-163

Amir Memartoluie, David Saunders and Tony Wirjanto

Statutory bail-in for an orderly resolution of insurers pp. 164-176

Shinya Kobayashi

Credit risk term-structures for lifetime impairment forecasting: A practical guide pp. 177-195

Jimmy Skoglund

Cybersecurity: Risks and management of risks for global banks and financial institutions pp. 196-200

Mark Camillo

Probabilistic causality and decisions on bailouts of financial institutions pp. 201-212

Fernando Moreira

Volume 10, issue 1, 2017

Country risk: A special issue pp. 4-6

Unknown

Managing political risk in advanced economies pp. 7-11

Sam Wilkin

Assessing vulnerabilities to financial shocks in some key global economies pp. 12-35

Jack Fisher and Lukasz Rachel

Stress tests as a systemic risk assessment tool pp. 36-44

Dimitri Demekas

Opinion: Beyond country risk: A comprehensive approach to address banks’ vulnerabilities pp. 45-47

Gregorio De Felice

Changing the treatment of sovereign exposures in banking regulation: A market impact assessment pp. 48-64

Áron Gereben

Incorporating external factors into country risk analysis pp. 65-73

Mina Toksoz

Reassessing the risks in emerging markets pp. 74-77

Richard Wise

Exposure exchange agreements among multilateral development banks for sovereign exposures: An innovative risk management tool pp. 78-88

Riadh Belhaj, Merli Baroudi, Norbert Fiess, Jonas Campino De Olivera, Frank Sperling and Tim Turner

The challenge of assessing and shaping bank conduct, ethics and culture: Insights from the social sciences pp. 89-98

Matthew Connell

Convexity and correlation effects in expected credit loss calculations for IFRS9/CECL and stress testing pp. 99-110

Gaurav Chawla, Lawrence R. Forest Jr and Scott D. Aguais