Risk Management

2016 - 2025

Current editor(s): Igor Loncarski

From Palgrave Macmillan
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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

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

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

Global tournaments pp. 1-13

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

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

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

David Atance, Josep Lledó and Eliseo Navarro

Volume 26, issue 4, 2024

Enterprise risk management and performance of the South African insurers: the moderating role of corporate governance pp. 1-28

Sylvester Senyo Horvey and Jones Odei-Mensah

Revisiting noise—Fischer Black’s noise at the time of high-frequency trading pp. 1-22

Gianluca P. M. Virgilio and Manuel Ernesto Paz López

Bank liquidity creation and solvency risk with moderating role of loan concentration: a comparative study of Islamic and conventional banks in Pakistan and Malaysia pp. 1-32

Hassan Akram and Adnan Hushmat

Class-imbalanced dynamic financial distress prediction based on random forest from the perspective of concept drift pp. 1-44

Jie Sun, Mengru Zhao and Cong Lei

Risk perception of SMEs: strategic risks, family-related risks, external risks pp. 1-27

Gundula Glowka, Richard Hule and Anita Zehrer

Volume 26, issue 3, 2024

Liability-driven investment for pension funds: stochastic optimization with real assets pp. 1-32

Chul Jang, Andrew Clare and Iqbal Owadally

De-risking pension plans: the impact on firm value from lump-sum buyouts pp. 1-19

Randy Jorgensen, Tirimba Obonyo and John R. Wingender

Do insurance stress tests matter? Evidence from the EU-wide insurance stress tests pp. 1-27

Petr Jakubík and Saida Teleu

Enterprise risk management and organizational performance: exploring mediation effects of entrepreneurial orientation pp. 1-23

Ivana Dvorski Lacković and Danijela Miloš Sprčić

Modeling paid-ups in life insurance products for risk management pp. 1-21

David Anaya, Lluís Bermúdez and Jaume Belles-Sampera

Volume 26, issue 2, 2024

Risk management strategy for supply chain sustainability and resilience capability pp. 1-26

Neungho Han and Juneho Um

Does leadership personality affect business risks? New evidence from Vietnamese small and medium-sized enterprises pp. 1-27

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

Interconnectedness of systemic risk in the Chinese economy: the Granger causality and CISS indicator approach pp. 1-24

Omid Farkhondeh Rouz, Hossein Sohrabi Vafa, Arash Sioofy Khoojine and Sajjad Pashay Amiri

Risk-taking and systemic banking crisis in Africa: do regulatory policy framework provide new insight in threshold models? pp. 1-37

Daniel Ofori-Sasu, Emmanuel Sarpong-Kumankoma, Saint Kuttu, Elikplimi Komla Agbloyor and Joshua Yindenaba Abor

Workplace sustainability or financial resilience? Composite-financial resilience index pp. 1-35

Elham Daadmehr

Correction to: Does effect of risk and uncertainties on US sectoral returns differ across different investment horizons and market conditions pp. 1-2

Mobeen Ur Rehman, Wafa Ghardallou, Nasir Ahmad, Xuan Vinh Vo and Sang Hoon Kang

Volume 26, issue 1, 2024

Does effect of risk and uncertainties on US sectoral returns differ across different investment horizons and market conditions pp. 1-49

Mobeen Ur Rehman, Wafa Ghardallou, Nasir Ahmad, Xuan Vinh Vo and Sang Hoon Kang

A systematic literature review of risks in Islamic banking system: research agenda and future research directions pp. 1-29

M. Kabir Hassan, Md Nurul Islam Sohel, Tonmoy Choudhury and Mamunur Rashid

Machine learning techniques for default prediction: an application to small Italian companies pp. 1-23

Flavio Bazzana, Marco Bee and Ahmed Almustfa Hussin Adam Khatir

Corporate environmental responsibility and the business risk of Vietnamese SMEs: the mediating role of internal control pp. 1-24

Do Anh Duc, Le Quoc Hoi, Le Dao, Vu Thi Phuong Lien, Nguyen Thanh Hang and Tran Lan Huong

Risk management disclosures and banks financial performance: evidence from emerging markets pp. 1-21

Javid Iqbal, Muhammad Khalid Sohail, Aymen Irshad and Rao Aamir Khan

Volume 25, issue 4, 2023

Unaccounted model risk for Basel IRB models deemed acceptable by conventional validation criteria pp. 1-25

Henry Penikas

A-RDBOTE: an improved oversampling technique for imbalanced credit-scoring datasets pp. 1-37

Sudhansu R. Lenka, Sukant Kishoro Bisoy and Rojalina Priyadarshini

Risk, technical efficiency and capital requirements of Ghanaian insurers pp. 1-27

Daniel Attah-Kyei, Charles Andoh and Saint Kuttu

Assessing and forecasting the market risk of bank securities holdings: a data-driven approach pp. 1-23

Michele Leonardo Bianchi

Zero-day and zero-click attacks on digital banking: a comprehensive review of double trouble pp. 1-24

Kausar Yasmeen and Muhammad Adnan

Volume 25, issue 3, 2023

Solvency II and diversification effect for non-life premium and reserves risk: new results based on non-parametric copulas pp. 1-26

Krystian Szczęsny, Stanisław Wanat and Anna Denkowska

Beyond the hype: examining the relationship between Wikipedia attention and realised skewness for crypto assets pp. 1-12

Kingstone Nyakurukwa and Yudhvir Seetharam

Robust management of climate risk damages pp. 1-43

Riccardo Rebonato, Riccardo Ronzani and Lionel Melin

Credit risk linkages in the international banking network, 2000–2019 pp. 1-38

Mikhail Stolbov and Daniil Parfenov

Unraveling the relationship between betas and ESG scores through the Random Forests methodology pp. 1-29

Pedro Antonio Martín-Cervantes and María del Carmen Valls Martínez

An alternative approach to manage mortality catastrophe risks under Solvency II pp. 1-22

Josep Lledó, Jose M. Pavía and Jorge Sánchez Salas

Standalone risk management committee, risk governance diversity and Islamic bank risk-taking pp. 1-23

Umar Habibu Umar, Muhamad Abduh and Mohd Hairul Azrin Besar

Volume 25, issue 2, 2023

Mean-variance investing with factor tilting pp. 1-24

Claudio Boido and Antonio Fasano

Correction: Impact of COVID‑19 on the contagion effect of risks in the banking industry: based on transfer entropy and social network analysis method pp. 1-1

Wang Yijun, Zhang Yu and Usman Bashir

The role of interactive style of use in improving risk management effectiveness pp. 1-21

Mojca Marc, Marika Arena and Darja Peljhan

Impact of corporate hedging practices on firm's value: An empirical evidence from Indian MNCs pp. 1-35

Jyoti Prakash Das and Shailendra Kumar

Digitalization and stability in banking sector: a systemic risk perspective pp. 1-29

Qingjun Zhang, Yiding Ou and Rong Chen

Risk analysis in decentralized finance (DeFi): a fuzzy-AHP approach pp. 1-29

Sandeepa Kaur, Simarjeet Singh, Sanjay Gupta and Sangeeta Wats

Impact of COVID-19 on the contagion effect of risks in the banking industry: based on transfer entropy and social network analysis method pp. 1-41

Wang Yijun, Zhang Yu and Usman Bashir

Volume 25, issue 1, 2023

Non-performing loans and bank lending behaviour pp. 1-26

Ardit Gjeçi, Matej Marinč and Vasja Rant

Exploring the indirect links between enterprise risk management and the financial performance of SMEs pp. 1-27

Lenka Syrová and Jindřich Špička

IRB Asset and Default Correlation: Rationale for the Macroprudential Mark-Ups to the IRB Risk-Weights pp. 1-27

Henry Penikas

Information security risk management terminology and key concepts pp. 1-23

Michael Schmidt

Risk measures-based cluster methods for finance pp. 1-56

Pablo Cristini Guedes, Fernanda Maria Müller and Marcelo Righi

Assessing the importance of the choice threshold in quantifying market risk under the POT approach (EVT) pp. 1-31

Sonia Benito, Carmen López-Martín and Ángeles Navarro Mª

Not all bull and bear markets are alike: insights from a five-state hidden semi-Markov model pp. 1-25

Valeriy Zakamulin