Journal of Risk Management in Financial Institutions

2007 - 2025

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Volume 8, issue 4, 2015

How are the new rules for OTC derivatives working? pp. 312-313

Unknown

Capital for concentrated credit portfolios pp. 314-322

Paul Kupiec

Risk modelling: Convergence needed, but some variances are legitimate pp. 323-331

Brad Carr

Simulating and validating a multi-factor Heath, Jarrow and Morton model with negative interest rates pp. 332-346

Robert Jarrow and Donald R. Van Deventer

Governance as the driver of culture change and risk management pp. 347-357

Marcy S. Cohen

How is risk management contributing to financial stability? The perspective of a European-GSII pp. 358-364

Alban De Mailly Nesle

The end of the waterfall: Default resources of central counterparties pp. 365-389

Rama Cont

CVA wrong way risk multiplier decomposition and efficient CVA curve pp. 390-404

Tao Pang, Wei Chen and Le Li

`Contemporary Challenges in Risk Management` Edited by Torben Juul Andersen pp. 405-407

Krzysztof Jajuga

Volume 8, issue 3, 2015

Time to remove the tax advantage of debt pp. 216-217

Unknown

Confronting regulatory and financial industry change at the world’s largest asset manager: An interview with Ben Golub, Senior Managing Director and Chief Risk Officer of BlackRock, Inc pp. 218-226

Ben Golub

Bank capital for operational risk: A tale of fragility and instability pp. 227-243

Mark Ames, Til Schuermann and Hal S. Scott

Can Basel 4 work? What can go wrong? An examination of the new Basel proposals pp. 244-263

Bogie Ozdemir, Gokul Sudarsana and Michael Giesinger

Stress testing European banks: Lessons for risk managers pp. 264-276

Piers Haben and Benjamin Friedrich

Growth-linked anti-cyclical debt: A solution for Europe’s public debt overhangs pp. 277-288

Alberto Gallo, Lee Tyrrell-Hendry, Mateja Popovic, Tao Pan and Ashleigh Grant

What can risk managers at financial institutions learn from the systems employed by traders? pp. 289-296

Chabi Deochand

Control without limits: Why the ‘Fundamental Review of Trading Books’ is a good step forward and how it could go further pp. 297-307

Cyril Godart

Volume 8, issue 2, 2015

The FSB, BCBS and SIFIs: Partnership required pp. 116-117

Allan D. Grody

Challenges for systemic risk assessment in low-income countries pp. 118-129

Mario Catalán and Dimitri Demekas

A framework to analyse the sovereign credit risk exposure of financial institutions pp. 130-146

Jide Lewis

Facing the interest rate challenge: A key risk management issue for insurers pp. 147-152

Astrid Frey

How relevant are the Basel capital reforms for sub-Saharan Africa? pp. 153-162

Martin Brownbridge

Liquidity effects in banks’ capital allocation decisions pp. 163-170

Wenersamy de Alcantara

On aggregate model risk management: Focus on stress testing pp. 171-195

Yan Shi, H. Walter Young and Ran Cao

A volatility-based single parameter Loss Given Default model pp. 196-210

Hank Z. Yang

`Risk Culture and Effective Risk Governance` Edited by Patricia Jackson pp. 211-212

Allan Grody

Volume 8, issue 1, 2015

Accounting for the cost of risk management in a risk capital as commons framework pp. 4-5

David R. Koenig

Early warning signals and systems for liquidity risk pp. 6-26

Terry Benzschawel

Should SIFIs protect themselves from systemic risk? pp. 27-33

Federico Galizia

Stress testing of credit portfolios in light- and heavy-tailed models pp. 34-44

Michael Kalkbrener and Natalie Packham

Exploring the use of the Kelly criterion for Basel capital requirement: An optimal and countercyclical approach pp. 45-61

Max C. Y. Wong

The Single Supervisory Mechanism: Ready to take over banking supervision in the euro area? pp. 62-75

Thomas M. Dietz

Lessons learned from AQR: Essential elements of the model review process pp. 76-82

Mark Beinker, Yuri Ivanov, Andreas Mainik and Irina Ursachi

Managing risk in a creepy world pp. 83-108

Didier Sornette and Peter Cauwels

`Advanced Credit Risk Analysis and Management` by Georges Ugeux pp. 109-112

Krzysztof Jajuga, Klaus Bocker and Lisa Riordan

Volume 7, issue 4, 2014

Systemic risk and asset management pp. 312-313

Timothy S. Wilson

Key lessons for banking risk management following the financial crisis pp. 314-318

Madelyn Antoncic

The role of banking supervisors in identifying emerging systemic risk pp. 319-324

Stephen Jenkins and Stephen Ong

The Butterfly Defect: Why globalization creates systemic risks and what to do about it pp. 325-327

Ian Goldin

Managing differences in economic and regulatory capital: An examination of return of equity (ROE) maximising strategies pp. 328-344

Bogie Ozdemir and Evren Cubukgil

Credit ratings as indicators of implicit government support for global systemically important banks pp. 345-352

Michel Araten

An analysis of the determinants of S&P ratings assigned to Canadian firms: Application of a multinomial logit pp. 353-369

Walid Amdouni and Issouf Soumaré

Internal Audit's role in the risk assessment process at KeyCorp pp. 370-374

Christian Trudell

Forecasting lifetime credit losses: Modelling considerations for complying with the new FASB and IASB current expected credit loss models pp. 375-388

Joseph Mcphail and Lihong Mcphail

UK banks face huge investments to comply with Bank of England stress test pp. 389-394

Christian Thun

Intraday liquidity management and reporting: How to meet the challenges pp. 395-408

Carlo R. W. De Meijer and Ludy Limburg

`International Financial Regulation: A Quest for Financial Stability` by Georges Ugeux pp. 409-410

Allan Grody

Volume 7, issue 3, 2014

The need for operational risk credibility pp. 220-220

David Millar

On the single supervisory mechanism pp. 221-225

Thomas M. Dietz

Systemic risk in central counterparty clearing houses pp. 226-230

Anonymous,

The challenges of the leverage ratio pp. 231-238

Simon Samuels

Managing operational risk: Moving towards the advanced measurement approach pp. 239-256

Peter Mccormack, Andrew Sheen and Philip Umande

Managing performance using a dual measure framework pp. 257-276

Bogie Ozdemir, Evren Cubukgil and Huaxing Xia

How should insurers’ foreign branches be supervised? pp. 277-286

Shinya Kobayashi

CROs: The high-wire act in the financial sector pp. 287-298

John Bugalla, James Kallman and Kristina Narvaez

Reputational risk in banking and finance: An issue of individual responsibility? pp. 299-305

Ingo Walter

`Risk management in regulatory frameworks: Towards better management of risks - UNECE (United Nations, Economic Commission for Europe)` pp. 306-306

Colin Stringer

`Strategic Innovations in Risk Management — Compliance 1, Innovation 0` by Cubillas Ding pp. 307-308

Allan D. Grody

Volume 7, issue 2, 2014

Special Issue on Behavioural Finance: Is there a role for behavioural finance in risk management and banking regulation? pp. 100-102

Patrick Mcconnell, Klaus Böcker and Michael K. Ong

The role of models in economics and risk management pp. 103-109

David M. Rowe

Risk tolerance: Essential, behavioural and misunderstood pp. 110-113

Greg B. Davies and Peter Brooks

Perspectives on risk management and behavioural finance pp. 114-121

Unknown

From hubris to nemesis: Irish banks, behavioural biases and the crisis pp. 122-133

Michael Dowling and Brian Lucey

`Homo heuristicus` in the financial world: From risk management to managing uncertainty pp. 134-144

Hansjörg Neth, Björn Meder, Amit Kothiyal and Gerd Gigerenzer

Anticipating market model failure: Competitive pressure and the mortgage backed securities market pp. 145-152

Jean Czerlinski Whitmore

The impact of heuristics on the practice of risk management: The example of default probabilities pp. 153-160

Donald R. Van Deventer and Tom Zimmermann

Rumour has it: Modelling credibility, reputation and franchise risk pp. 161-173

J. R. Sobehart

Singapore Sling: How coercion may cure the hangover in financial benchmark governance pp. 174-191

Justin O'Brien

Regulating fraud in financial markets: can behavioural designs prevent future criminal offences? pp. 192-201

Lars Hornuf and Georg Haas

Reckless endangerment: The failure of HBOS pp. 202-215

Patrick Mcconnell

Volume 7, issue 1, 2013

Special Issue: Stress testing pp. 4-5

Greg Hopper

Stress testing for supervisory purposes: Framework and challenges pp. 6-15

Joseph Cox and Lisa Ryu

Stress tests to promote financial stability: Assessing progress and looking to the future pp. 16-25

Rick Bookstaber, Jill Cetina, Greg Feldberg, Mark Flood and Paul Glasserman

Macrofinancial stress testing: Incorporating systemic risk perspectives into a stress testing framework pp. 26-37

Hiroko Oura and Liliana Schumacher

A view from the top: The interaction between solvency and liquidity stress pp. 38-51

Claus Puhr and Stefan Schmitz

Stress test design pp. 52-61

Eduardo Canabarro

The art and science of stress testing pp. 62-71

Greg Hopper

Stress testing bank profitability pp. 72-84

Michael Duane, Til Schuermann and Peter Reynolds

Use of stress scenarios in market risk economic capital pp. 85-92

Alan Smillie, Eduardo Epperlein and Triyog Pandya

`Risk and Governance: A Framework for Banking Organisations` by Sergio Scandizzo pp. 93-94

Torres Gustavo A.