Risk Management

2016 - 2026

Current editor(s): Igor Loncarski

From Palgrave Macmillan
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Volume 28, issue 2, 2026

Nonlinear dependencies in Solvency II: risk aggregation with deep neural networks pp. 1-31

Anna Denkowska, Krystian Szczȩsny and Stanisław Wanat

A closer look at the probability of default taking into account the current regulatory considerations pp. 1-31

Christoph J. Börner, Dietmar Ernst, Ingo Hoffmann and Anne-Marie Ossig

Multidimensional digital transformation and bank performance in china pp. 1-30

Liu Yang and Pujian Yang

A model for high-frequency detection of current risks based on news analysis and decentralized social networks pp. 1-23

Timotej Jagrič and Maša Galun

Adaptive risk assessment: How massive disruption moderates risk propensity and organisational risk management strategies—lessons from COVID-19 pp. 1-35

Daniel A. Sanchez-Loor, Trang Thi Thuy Huynh and Wei-Shiun Chang

Risk contagion in global REITs markets based on volatility spillover networks pp. 1-35

Jian Liu, Chaoqiang Chen, Lei Sun, Hua-Tang Yin and Chun-Ping Chang

Pension redistribution and poverty reduction: a prospect theory approach pp. 1-18

Ishay Wolf

Extreme volatility of crude oil futures in the wake of a black swan event pp. 1-19

Xiaohang Ren, Wanping Yang, Wenting Jiang and Yi Jin

The impact of CBDC on bank profitability in China: an analysis based on E-CNY pp. 1-19

Hui Chen, Zarina Md Nor, Rafisah Mat Radzi, Zuxia Dong and Qianhui Ren

Assessing climate risk and resilience across stocks, ESG portfolios, and REITs: evidence from predictive modelling pp. 1-19

Kazeem Ovanero Isah

Higher-order moment spillovers and interpretable prediction in commodity markets using ARCD, TVP-VAR-EJC, and graph neural networks pp. 1-33

Jinxin Cui, Tianhe Chen and Zaghum Umar

FinTech-amplified credit risk: excess leverage and regulatory discipline in China’s real estate crisis pp. 1-25

Muhammad Suhrab, Chen Pinglu, Magdalena Radulescu and Cosimo Magazzino

Exploring key factors shaping non-life insurance demand across OECD nations pp. 1-14

Khaoula Mahmoud, Ines Nasri, Anyssa Trimech and Saloua Benammou

Disaster threatens the investment of enterprises in China pp. 1-21

Zhiming Yang, Yiru Wang, Pengfei Liu and Xiao-Chen Yuan

Local fiscal pressure and bank risk-taking: evidence on loan concentration in China pp. 1-41

Chunyu Cao, Haifeng Mai, Mengnan Zhu, Yun Zhang and Jingya Sun

Biodiversity risk and corporate default probability pp. 1-39

Hai Hong Trinh

International diversification with parametric value-at-risk portfolios beyond normality pp. 1-22

Dejan Živkov and Sanja Lončar

Geopolitical risk and investment-cash flow sensitivity: the role of ESG performance pp. 1-22

Sakti Ranjan Dash, Maheswar Sethi and Chandrika Prasad Das

Strengthening corporate crisis and risk management through dispersed knowledge management practices in global market dynamics pp. 1-32

Samera Nazir, Saqib Mehmood and Liu Junxia

Exploring the connectedness and risk spillover in the energy, agriculture, and metal commodity markets: evidence from multilayer time-varying frequency networks pp. 1-29

Ran Wu

Bank FinTech and credit risk-taking: the role of competition and regulation pp. 1-29

Hanying Qi, Keng Yang, Ruijie Wu, Xin Wu, Gaoxiang Wang and Ziyu Zhang

China’s provincial implicit debt: estimation, determinants, and fiscal risk using machine learning and system GMM pp. 1-49

Xintao Zhao, Wenxiu Hu and Bingqian Zhao

Development of the commercial paper market and corporate default risk pp. 1-27

Haiwei Xu

Do sustainable transitions help banks enhance resilience against unexpected shocks? Evidence from ASEAN banks pp. 1-27

Tin H. Ho

Spillover exposure in North American banks: persistence, macroeconomic conditions, and network structure pp. 1-27

Adedayo Ogunsanya

Financial forecasting and new frontiers of Spline-GARCH: a superiority analysis over the traditional GARCH and machine learning models on belt and road initiative economies pp. 1-38

Tayyab Raza Fraz, Samreen Fatima, Fayaz Hussain Tunio and Magdalena Radulescu

Volume 28, issue 1, 2026

New value-at-risk method adjusted for a long time horizon with application to exchange rates pp. 1-25

Tomáš Mrkvička, Martina Krásnická and Gabriela Hlásková

Inclusion of carbon pricing into stress testing for the Austrian banking sector pp. 1-24

Natalia Burkina, Amna Shahbaz, Steffen Finck, Michael Hellwig, Mathias Schäfer and Claudia Kricke

Calibrating credit risk parameters for climate stress testing pp. 1-24

Wojciech Starosta

Litigation risk and corporate reputation in emerging market: the role of green innovation pp. 1-41

Kainat Iftikhar, Can Yang and Tanveer Bagh

Financial distress prediction using signatures: evidence from Chinese listed firms pp. 1-27

Jiaqi Kuang, Zihao Guo, Jinghan Wang, Yezhen Wang and Kaiwen Zhang

Climate change, risks and ECB strategy: what is the effect on European banks’ stock return? pp. 1-38

Noemi Giampaoli and Matteo Renghini

ESG performance and corporate default risk: insights from investor perspectives pp. 1-39

Hong Yang, Xujing Li and Meng Li

Climate policy uncertainty and financial market stability: evidence from stock price crash risk in China pp. 1-43

Lingpeng Shi, Leyi Chen and Ziqing Wu

Financial stability and investor behavior amid climate and COVID-19 uncertainties: evidence from Asian emerging markets pp. 1-23

Naveed Jan, Waheed Ullah Shah, Magdalena Radulescu and Branimir Kalaš

Volume 27, issue 4, 2025

Exploring the sustainability-risk appetite nexus: evidence from investor types in Borsa Istanbul pp. 1-24

Hakan Uslu and Gönül Çifçi

Climate vulnerability, macroprudential policy, and financial risk pp. 1-24

Qilong Zhang, Yaobo Shi, Xinxin Zhao and Jinghao Yang

Cloud outsourcing: a multigroup analysis of cloud risk and governance effectiveness of EU, US, and Canadian financial institutions pp. 1-32

Jamelia M. Anderson-Princen

Zombie firms and credit risk: a micro–macro-analysis based on supervisory data pp. 1-63

Natalia Nehrebecka

Enhancing supply chain resilience and robustness through risk management: insights from Serbia pp. 1-29

Slobodan Aćimović, Veljko Mijušković, Aleksandra Fedajev, Ana Todorović Spasenić and Magdalena Radulescu

The temporal volatility of nonfinancial performance and stock return pp. 1-22

Sascha Raithel

Risk assessment in anti-money laundering: an integrated entropy-AHP-VIKOR model pp. 1-45

Yuan Liu, Yadi Wang, Anqi Guo and Ning Ding

Unraveling dynamic interplay between diversification and bankruptcy risk in an emerging market: a GMM-PVAR approach pp. 1-33

Thanh Huu Vu and Trung Ngo

Affine term structure models with Garch volatility pp. 1-33

Marco Realdon

Corporate failure prediction in crisis periods: the case of Visegrad Four large corporates pp. 1-19

Tamás Kristóf and Miklós Virág

Gap profile between subjective and objective financial risk tolerance pp. 1-26

Inmaculada Aguiar-Díaz and José Ramón Zagalaz-Jiménez

Modeling value-at-risk for green bonds and clean energy investments pp. 1-26

Thomas Adjei Kuffour, Peterson Owusu Junior and Patrick Kwashie Akorsu

Black swan dynamics: a network-based framework for systemic risk detection and mitigation pp. 1-31

D. Sujatha, A. Krishna Sudheer and Elamurugan Balasundaram

Weathering storms: a study of the U.S. insurance market resilience against the global financial crisis and Covid-19 pp. 1-31

Elena Nebolsina

Firm performance and (foreign) debt financing before and during the global financial crisis: evidence from firm-level data pp. 1-35

Uros Herman, Andreja Lenarčič and Mateja Gabrijelčič

Volume 27, issue 3, 2025

Quantile-time-frequency risk spillover between investor attention, clean, and dirty cryptocurrency returns pp. 1-28

Fatma Ben Hamadou, Taicir Mezghani and Mouna Boujelbène Abbes

Analysing investor sentiment and stock market volatility of the JSE size-based indices: a GARCH-MIDAS approach pp. 1-23

Thiasha Naidoo, Peter Moores-Pitt, Paul-Francois Muzindutsi and Kazeem Isah

Does green innovation pay off in China? Market valuation, investor sentiment, and risk-taking in A-listed firms pp. 1-35

Fatima Batool, Kainat Iftikhar and Muhammad Nadir Shabbir

Dynamic pricing and solvency of peer-to-peer insurance: a framework for transparency, risk sharing, and financial sustainability pp. 1-20

Darko Medved

Correction: Skew Index: a machine learning forecasting approach pp. 1-1

Esteban Vanegas and Andrés Mora-Valencia

Volume 27, issue 2, 2025

Firm ownership and systemic risk: mechanism and evidence from China pp. 1-36

Jiawen Xu and Chenye Liu

A comparative analysis of option pricing models: Black–Scholes, Bachelier, and artificial neural networks pp. 1-16

Eden Gross, Ryan Kruger and Francois Toerien

Supply chain concentration and corporate OFDI risk-taking pp. 1-37

Peng Cheng, Dai Xuansi, Fan Tingli and Chen Yuansheng

Volume 27, issue 1, 2025

Enterprise risk management quality and firm value: Evidence from corporate reputation risk theory pp. 1-31

Sulaiman Ademola Oreshile, Nurul Shahnaz Mahdzan and Rozaimah Zainudin

Global tournaments pp. 1-13

Javier Vidal-García, Marta Vidal, Laura Molero González and Juan E. Trinidad-Segovia

Skew Index: a machine learning forecasting approach pp. 1-60

Esteban Vanegas and Andrés Mora-Valencia

State ownership, political connection and ESG performance pp. 1-33

Tingting Hu, Kun You and Char-Lee Lok

Modelling and Forecasting Mortality Rates for a Life Insurance Portfolio pp. 1-25

David Atance, Josep Lledó and Eliseo Navarro

The influence of innovation on firm risk: the moderating role of social networks pp. 1-21

Bui Quang Tuyen, Mai Thanh Lan, Ta Huy Hung and Do Vu Phuong Anh