Journal of Risk Management in Financial Institutions

2007 - 2025

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Volume 6, issue 4, 2013

The risk of standardisation pp. 344-345

Frances Faulds and Joel Bessis

Parallel, rather than ‘shadow’, banking system pp. 346-351

Alexander Batchvarov

How do boards address risk management and oversight? pp. 352-365

Brandon Davies

Operational risk: Back on the agenda pp. 366-386

Peter Mccormack and Andrew Sheen

Understanding the funding cost differences between global systemically important banks (GSIBs) and non-G-SIBs in the USA pp. 387-410

Michel Araten and Christopher Turner

Community bank proactive risk management: Concentration management, stress testing and capital planning pp. 411-432

Peter L. Cherpack and Brian W. Jones

The new German Ringfencing Act establishing criminal liability of banking and insurance executives for failures in risk management pp. 433-443

Thomas Richter

How do you deal with operational risk? A survey of risk management practices in the German insurance sector pp. 444-454

Jörg Prokop and Dietmar Pfeifer

Volume 6, issue 3, 2013

Editorial: A question of conduct pp. 216-218

Unknown

Coping with inconsistencies in bank risk weighted assets pp. 219-228

Michel Araten

Strategic risk: The beanstalk syndrome pp. 229-252

Patrick Mcconnell

Measuring systemic risk in the Colombian financial system: A systemic contingent claims approach pp. 253-279

Laura Capera Romero, Esteban Go´Mez Gonza´Lez, Mariana Laverde Quintero and Miguel A´Ngel Morales Mosquera

Credit valuation adjustment tail risk and the impact of wrong way trades pp. 280-301

Jimmy Skoglund, Doug Vestal and Wei Chen

Bayesian estimation of probabilities of default for low default portfolios pp. 302-326

Dirk Tasche

How to implement counterparty credit risk requirements under Basel III: The challenges pp. 327-336

Diana Ouamar

Volume 6, issue 2, 2013

Special issue: How the financial crisis has changed risk management pp. 116-119

Thomas Wilson

Risk management through the lens of macroprudential policy pp. 120-128

Jeroen Brinkhoff, Sam Langfield, Francesco Mazzaferro, Carmello Salleo and Olaf Weeken

Principles for dealing with financial stability risks pp. 129-136

Hartmut Koschyk

Supervisory challenges in the presence of systemic risk: The IAIS response to the current financial crisis pp. 137-150

Daniel M. Hofmann and John Maroney

The globalisation of insurance: A supervisory response pp. 151-159

Yoshihiro Kawai and Peter Windsor

From optimisation to resilience: The changing nature of the risk reward conversation as seen through Westpac's capital and liquidity management policies pp. 160-166

Ed Bosworth and Tony Rich

Risk management lessons learned from the financial crisis: One CRO's view pp. 167-177

Thomas C. Wilson

Risk adjusting the culture of global finance pp. 178-180

Allan D. Grody

The World Economic Forum: A multistakeholder platform for engaging the financial services industry and its role during the global economic crisis pp. 181-184

Michael Koenitzer

Risk management in a low-yield environment: Consequences of the financial crisis pp. 185-187

Axel P. Lehmann and Carin Huber

A mixed approach to risk aggregation using hierarchical copulas pp. 188-205

Jimmy Skoglund, Donald Erdman and Wei Chen

`Bull by the Horns` by Sheila Bair pp. 206-208

Allan Grody

Volume 6, issue 1, 2013

Rogue trading: Back to front pp. 4-5

Frances Faulds

Basel Committee’s fundamental review of the trading book: A commentary pp. 6-9

Allan D. Grody, Kiran J. Fernandes, Peter J. Hughes and J. Steven Toms

Why markets do not trust Basel II Internal Ratings-Based Approach: What can be done about it? pp. 10-22

Simon Samuels

Lessons for the Irish Government on Basel II and accounting failures pp. 23-36

Gerald Flynn and Cormac Butler

Operational risk: A Basel II11 step before Basel III pp. 37-53

Dominique Guégan and Bertrand K. Hassani

Where is the ‘system’ in systemic risk literature? pp. 54-66

Shaun M. Brady and Richard Markeloff

Risk management infrastructure as a living organism pp. 67-74

Steve Lindo

Modelling sovereign default risk: comparing models and capturing the impact of the business cycle pp. 75-96

Yao Djifa N'Sougan and Issouf Soumaré

Discounting long and uncertain workout recoveries for estimating loss given default pp. 97-108

Subarna Roy

`Governance Reimagined` by David R. Koenig pp. 109-110

Allan Grody

Volume 5, issue 4, 2012

FX: The clearing conundrum pp. 356-358

Frances Maguire and Joel Bessis

The BIS operational risk reviews: Let us not miss the chance of necessary change pp. 359-362

David Millar

The influence of accounting standards on the performance of the insurance sector pp. 363-367

Therese M. Vaughan

Quantitative easing: Implications for bond market volatility pp. 368-371

Editorial Board Member (Anonymous),

The effects and risks of quantitative easing pp. 372-389

Paul Mortimer-Lee

Is the build-up of TARGET2 balances a question of self-contained risk? pp. 390-397

Jens Ulbrich and Alexander Lipponer

Evaluation of the Basel VaR-based market risk charge and proposals for a needed adjustment pp. 398-420

Jens Fricke and Ralf Pauly

Commercial real estate stress testing in community banks: The low stress kind pp. 421-431

Brian W. Jones

Quality measures of scoring models pp. 432-446

Paweł Siarka

Volume 5, issue 3, 2012

Guest Editorial pp. 220-223

Eduardo Canabarro, Allan D. Grody, Eliza Hammel and Til Schuermann

On counterparty risk pp. 224-226

Andrew Haldane

Counterparty credit risk — news, views and open issues pp. 227-233

Klaus Böcker and Roland Stamm

General wrong-way risk and stress calibration of exposure pp. 234-251

Michael Pykhtin

CVA the wrong way pp. 252-272

Dan Rosen and David Saunders

Quantification of central counterparty risk pp. 273-287

Matthias Arnsdorf

Legal and regulatory update: Global identification standards for counterparties and other financial market participants pp. 288-304

Allan D. Grody, Peter J. Hughes and Daniel Reininger

Data aggregation and counterparty identification — considerations for systemic risk analysis pp. 305-313

Dilip Krishna

Fallacy of moving the OTC derivatives market to CCPs pp. 314-318

Manmohan Singh

The systemic risks of OTC derivatives central clearing pp. 319-334

David Murphy

OTC central counterparty clearing: Myths and reality pp. 335-346

Alistair Milne

`The Devil’s Derivatives` by Nicholas Dunbar pp. 347-349

Allan Grody

Volume 5, issue 2, 2012

The Governance of Risk pp. 108-111

David R. Koenig

Risk and the shareholder pp. 112-114

Robert A. G. Monks

ICGN corporate risk oversight guidelines: The role of the board and institutional shareholders pp. 115-127

Erik Breen, Andrew Clearfield and Karol Klimczak

The governance of strategic risks in systemically important banks pp. 128-142

Patrick Mcconnell

Our inability to judge time frames pp. 143-145

Jon Lukomnik

Data quality in banking: Regulatory requirements and best practices pp. 146-161

Michele Bonollo and Massimiliano Neri

Transferring knowledge of risk management to the board of directors and executives pp. 162-180

Eduardo Rodriguez and John S. Edwards

The new model of governance and risk management for financial institutions pp. 181-193

John Bugalla, James Kallman, Steve Lindo and Kristina Narvaez

The governance of value(s) pp. 194-210

David R. Koenig

`The Corporate Value of ERM — The Next Step in Business Management` by Sim Segal pp. 211-212

Riccardo Rebonato

`The Unravelling of Structured Investment Vehicles: How Liquidity Leaked Through SIVs` by Henry Tabe pp. 213-217

Torres Gustavo A.

Volume 5, issue 1, 2011

Financial losses: An endless story pp. 5-9

Joel Bessis and Frances Maguire

Value optimisation in a regulatory constrained regime — A new look at risk vs return optimisation pp. 10-35

Peter Miu, Bogie Ozdemir and Michael Giesinger

Modelling systemic liquidity risk with feedback effects in the UK banking sector pp. 36-59

Gary Van Vuuren

A value-at-risk approach to commercial real estate portfolio stress testing at US community banks pp. 60-75

John Hall, David Kern, Timothy Yeager, Tom King and Kevin Lee

The calculation of portfolio unexpected loss in credit and operational risk pp. 76-85

Michael Samuels

Credit BuVaR: Asymmetric spread VaR with default pp. 86-95

Max Wong

`Report on Trading of OTC Derivatives of the Technical Committee of the International Organization of Securities Commissions` pp. 96-100

Allan Grody