Journal of Risk Finance

1999 - 2025

Current editor(s): Nawazish Mirza

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Bad assets options and bank resolution in Europe pp. 486-497: Karsten Paetzmann
The value relevance of “too-big-to-fail” guarantees pp. 498-518: Armin Varmaz, Christian Fieberg and Jörg Prokop
Operational risk capital charges (Basel II): factoring in external loss data to the internal datasets pp. 519-535: Lukasz Prorokowski
Does R & D create or resolve uncertainty? pp. 536-553: George Blazenko and Wing Him Yeung
Macro stress test for credit risk pp. 554-574: Masayasu Kanno

Are credit rating agency analysts valuable? pp. 378-394: Rahmi Erdem Aktug, Nandu (Nandkumar) Nayar and Jesus M Salas
What drives tail risk in aggregate European equity markets? pp. 395-406: Harald Kinateder
Securitization of disability risk via bonds and swaps pp. 407-424: Alexander Hendrik Maegebier
Regulation of uncovered sovereign credit default swaps – evidence from the European Union pp. 425-443: Florian Kiesel, Felix Lücke and Dirk Schiereck
Issuers’ credit risk and pricing of warrants in the recent financial crisis pp. 444-462: Andrea Schertler and Saskia Stoerch
The dynamics of risk premium: the case of the Taiwan real estate market pp. 463-482: Vijay Kumar Vishwakarma

Location of banks and their credit ratings pp. 220-232: Eric van Loon and Jakob de Haan
Big is beautiful: the information content of bank rating changes pp. 233-252: Christian Fieberg, Finn Marten Körner, Jörg Prokop and Armin Varmaz
Rating sovereign debt in a monetary union – original sin by transnational governance pp. 253-283: Finn Marten Körner and Hans-Michael Trautwein
Financial regulation, collective cognition, and nation state crisis management pp. 284-302: William Patrick Forbes, Sheila O Donohoe and Jörg Prokop
Heterogeneous investors and trading platforms competition pp. 303-320: Nathalie Oriol, Alexandra Rufini and Dominique Torre
Sustainability vs credibility of fiscal consolidation pp. 321-343: Giuliana Passamani, Roberto Tamborini and Matteo Tomaselli
Does compliance with the German Corporate Governance Code pay off? pp. 344-376: Thomas Kaspereit, Kerstin Lopatta and Jochen Zimmermann

Risk management in SMEs: a systematic review of available evidence pp. 122-144: Eva Maria Falkner and Martin R.W. Hiebl
Multivariate credit portfolio management using cluster analysis pp. 145-163: Stefan Klotz and Andreas Lindermeir
Hedging and debt overhang: a conceptual note pp. 164-169: Jacques A. Schnabel
Computing value-at-risk using genetic algorithm pp. 170-189: Bhanu Sharma, Ruppa K. Thulasiram and Parimala Thulasiraman
A note on dynamic hedging pp. 190-196: Moawia Alghalith, Christos Floros and Ricardo Lalloo
Portfolio diversification during monetary loosening policy pp. 197-214: Kamil Makiel

Risk profiles for re-profiling the sovereign debt of crisis countries pp. 2-26: Andrea Consiglio and Stavros Zenios
Joint pricing of VIX and SPX options with stochastic volatility and jump models pp. 27-48: Thomas Kokholm and Martin Stisen
Measuring infrastructure investment option value pp. 49-72: Gabriel J Power, Charli D. Tandja M., Josée Bastien and Philippe Grégoire
How do family ownership and founder management affect capital structure decisions and adjustment of SMEs? pp. 73-101: Johann Burgstaller and Eva Wagner
Debt financing and firm performance: an empirical study based on Swedish data pp. 102-118: Darush Yazdanfar and Peter Öhman

Characteristics and development of corporate and sovereign CDS pp. 482-509: Christina Bannier, Thomas Heidorn and Heinz-Dieter Vogel
The relative informational efficiency of stocks, options and credit default swaps during the financial crisis pp. 510-532: Maria Chiara Amadori, Lamia Bekkour and Thorsten Lehnert
Capital requirements or pricing constraints? pp. 533-554: Sebastian Schlütter
Life cycle and performance among SMEs: Swedish empirical evidence pp. 555-571: Darush Yazdanfar and Peter Öhman
Herding behaviour and volatility in the Athens Stock Exchange pp. 572-590: Petros Messis and Achilleas Zapranis
Generating historically-based stress scenarios using parsimonious factorization pp. 591-611: Alexander Bogin and William Doerner

Back to the future: 900 years of securitization pp. 316-333: Bonnie Buchanan
Self-reporting under SEC Reg AB and transparency in securitization pp. 334-384: Joseph R. Mason, Michael B. Imerman and Hong Lee
The pricing of hedging longevity risk with the help of annuity securitizations pp. 385-416: Jonas Lorson and Joël Wagner
The use and determinants of credit derivatives in Italian banks pp. 417-436: Eleonora Broccardo, Maria Mazzuca and Elmas Yaldiz
Executive compensation and securitization: pre-and post-crisis pp. 437-457: Elizabeth Cooper and Andrew Kish
Securitization and Italian banks’ risk during the crisis pp. 458-478: Francesca Battaglia and Maria Mazzuca

Shadow credit and the private, middle market pp. 214-233: Craig Anthony Zabala and Jeremy M. Josse
A robust pricing of specific structured bonds with coupons pp. 234-247: Anastasios Evgenidis and Costas Siriopoulos
Loss reserve variability and loss reserve errors pp. 248-263: Enoch Nii Boi Quaye, Charles Andoh and Anthony Q.Q. Aboagye
Fundamental indexation for bond markets pp. 264-274: Marielle de Jong and Hongwen Wu
Operational drivers affecting credit risk of mutual guarantee institutions pp. 275-293: Lorenzo Gai and Federica Ielasi
Tail events in the FX markets since 1740 pp. 294-311: Kim Abildgren

Incentives for complexity in financial regulation pp. 102-109: Tom Berglund
A note on the appropriate choice of risk measures in the solvency assessment of insurance companies pp. 110-130: Joël Wagner
Jointly estimating jump betas pp. 131-148: Vassilis Polimenis and Ioannis Papantonis
Impacts of the US macroeconomic news on Asian stock markets pp. 149-179: Tho Nguyen and Chau Ngo
Analysis of the impact of improved market trading efficiency on the speculation-hedging relation pp. 180-194: Stoyu I. Ivanov
Forecasting bank credit ratings pp. 195-209: Periklis Gogas, Theophilos Papadimitriou and Anna Agrapetidou

Multiple-period market risk prediction under long memory: when VaR is higher than expected pp. 4-32: Harald Kinateder and Niklas Wagner
Cross market price support and agricultural development pp. 33-51: Leslie J. Verteramo Chiu and Calum Turvey
Models for predicting default: towards efficient forecasts pp. 52-70: Fernando Castagnolo and Gustavo Ferro
Concentration risk model for Greek bank's credit portfolio pp. 71-93: Constantinos Lefcaditis, Anastasios Tsamis and John Leventides
Why do venture capitalists use such high discount rates? pp. 94-98: Sanjai Bhagat