Journal of Risk Management in Financial Institutions

2007 - 2026

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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.

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