Journal of Risk Management in Financial Institutions

2007 - 2026

From Henry Stewart Publications
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Volume 1, issue 4, 2008

Editorial pp. 348-353

David R. Koenig

What are we missing in risk management? pp. 354-359

Felix Kloman

The science of governance: A blind spot of risk managers and corporate governance reform? pp. 360-369

Shann Turnbull

People risk: Where are the boundaries? pp. 370-381

Patrick Mcconnell

Towards better financial risk learning pp. 382-393

Anna Waldvogel and Niall Whelan

Payment and settlement systems: The case for mutualised risk mitigation within the Basel II framework pp. 394-405

Allan D. Grody

Operational risk: Lessons from non-financial organisations pp. 406-415

Simon Ashby

Measuring investor sentiment and behaviour to gauge financial risk pp. 416-429

Yves Rannou

Risk management and UK defined benefit pension provision: A perspective from financial sociology pp. 430-434

Yally Avrahampour

Blind spots in current risk management practices: Measurement error pp. 435-438

Yuval D. Bar-Or

How risky is your risk information? pp. 439-451

Robert M. Mark and Dilip Krishna

Back-to-basics on the defensive: Now what for the risk profession? pp. 452-457

Luca Celati

Volume 1, issue 3, 2008

Editorial pp. 236-239

Riccardo Rebonato

Debunking the securitisation myth: Understanding why the 2007 credit crunch happened pp. 240-245

Richard Wise

Active capital management: Optimising returns in a multiple stakeholder context pp. 246-257

Michael Zerbs, Helmut Mausser and Martin Hansen

Future trends in the structured credit market pp. 258-267

Jochen Felsenheimer and Philip Gisdakis

Best practice and remaining challenges for credit economic capital pp. 268-276

Corinne Neale

Determinants of bank loan syndication structures for emerging market borrowers pp. 277-296

Christophe J. Godlewskiy

Safe banking to avoid moral hazard pp. 297-310

Sankarshan Acharya

The value at risk of the mathematical provision: Critical issues pp. 311-319

Rosa Cocozza, Emilia Di Lorenzo, Albina Orlando and Marilena Sibillo

Lower-grade municipal bond price risk and sensitivity of price volatility to level of yields pp. 320-336

S. Lakshmivarahan and Duane R. Stock

EU legal commentary: Financial Services and Markets Tribunal considers risks of contravention of FSA Principle requiring skill, care and diligence in `Fox Hayes v Financial Services Authority` pp. 337-341

Joanna Gray

Volume 1, issue 2, 2008

Making risk transparent pp. 128-132

Unknown

An empirical approach to Basel II pp. 133-145

Christopher Whalen

Technical note: Application of non-cooperative game theory to market disequilibria pp. 146-155

Richard Wise

Monitoring the operational risk environment effectively pp. 156-164

David Breden

Using non-traditional data for underwriting loans to thin-file borrowers: Evidence, tips and precautions pp. 165-180

Michael A. Turner and Amita Agarwal

Measuring financial market liquidity pp. 181-190

Will Kerry

Mutual fund risk-return profiles: A novel use of triangulation pp. 191-222

Henry I. Silverman

EU legal commentary: UK Court of Appeal decision in Real Estate Opportunities Ltd v Aberdeen Asset Managers Jersey Ltd and others pp. 223-226

Joanna Gray

`Credit Derivatives: Documenting and understanding credit derivative products` by Edmund Parker pp. 227-228

Richard Wise

Volume 1, issue 1, 2007

Editorial pp. 4-9

Dr Michael K. Ong

The subprime fiasco: Derivatives and ratings pp. 10-11

Christopher Whalen

Risk distortions created by liquidity glut: Watchpoint for structured note backers pp. 12-16

Richard Wise

Estimating recovery discount rates: A methodological note pp. 17-24

Paul Kupiec

Operational risk: The direct measurement of exposure and risk in bank operations pp. 25-43

Peter Hughes

Creating a risk appetite framework for insurance decision-making pp. 44-52

Lukas Ziewer and Anthony Bice

Retail loans and Basel II: Using portfolio segmentation to reduce capital requirements pp. 53-73

Daniel Kaltofen, Stephan Paul and Stefan Stein

Longevity risk: A new global market? pp. 74-89

Robert Hudson

Analytic models of the receiver operating characteristic curve: Applications to credit rating model validation pp. 90-106

Steve Satchell and Wei Xia

EU: ‘Operational risk’ and the legal landscape pp. 107-111

Joanna Gray

US: A brief review of The Interagency Statement on Sound Practices Concerning Elevated Risk Complex Structured Finance Activities pp. 112-116

Josh Cohn, Christian Artmann and Alisa Ruvinsky

`The Credit Default Swap Basis` by Dr Jose A. Lopez pp. 117-118

Jose Lopez