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Risk Management

2016 - 2025

Current editor(s): Igor Loncarski

From Palgrave Macmillan
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().

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Volume 25, issue 4, 2023

Assessing and forecasting the market risk of bank securities holdings: a data-driven approach pp. 1-23 Downloads
Michele Leonardo Bianchi
Risk, technical efficiency and capital requirements of Ghanaian insurers pp. 1-27 Downloads
Daniel Attah-Kyei, Charles Andoh and Saint Kuttu
A-RDBOTE: an improved oversampling technique for imbalanced credit-scoring datasets pp. 1-37 Downloads
Sudhansu R. Lenka, Sukant Kishoro Bisoy and Rojalina Priyadarshini
Unaccounted model risk for Basel IRB models deemed acceptable by conventional validation criteria pp. 1-25 Downloads
Henry Penikas
Zero-day and zero-click attacks on digital banking: a comprehensive review of double trouble pp. 1-24 Downloads
Kausar Yasmeen and Muhammad Adnan

Volume 25, issue 3, 2023

Unraveling the relationship between betas and ESG scores through the Random Forests methodology pp. 1-29 Downloads
Pedro Antonio Martin-Cervantes and María del Carmen Valls Martínez
An alternative approach to manage mortality catastrophe risks under Solvency II pp. 1-22 Downloads
Josep Lledó, Jose M. Pavía and Jorge Sánchez Salas
Beyond the hype: examining the relationship between Wikipedia attention and realised skewness for crypto assets pp. 1-12 Downloads
Kingstone Nyakurukwa and Yudhvir Seetharam
Robust management of climate risk damages pp. 1-43 Downloads
Riccardo Rebonato, Riccardo Ronzani and Lionel Melin
Solvency II and diversification effect for non-life premium and reserves risk: new results based on non-parametric copulas pp. 1-26 Downloads
Krystian Szczęsny, Stanisław Wanat and Anna Denkowska
Standalone risk management committee, risk governance diversity and Islamic bank risk-taking pp. 1-23 Downloads
Umar Habibu Umar, Muhamad Abduh and Mohd Hairul Azrin Besar
Credit risk linkages in the international banking network, 2000–2019 pp. 1-38 Downloads
Mikhail Stolbov and Daniil Parfenov

Volume 25, issue 2, 2023

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 Downloads
Wang Yijun, Zhang Yu and Usman Bashir
The role of interactive style of use in improving risk management effectiveness pp. 1-21 Downloads
Mojca Marc, Marika Arena and Darja Peljhan
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 Downloads
Wang Yijun, Zhang Yu and Usman Bashir
Impact of corporate hedging practices on firm's value: An empirical evidence from Indian MNCs pp. 1-35 Downloads
Jyoti Prakash Das and Shailendra Kumar
Digitalization and stability in banking sector: a systemic risk perspective pp. 1-29 Downloads
Qingjun Zhang, Yiding Ou and Rong Chen
Risk analysis in decentralized finance (DeFi): a fuzzy-AHP approach pp. 1-29 Downloads
Sandeepa Kaur, Simarjeet Singh, Sanjay Gupta and Sangeeta Wats
Mean-variance investing with factor tilting pp. 1-24 Downloads
Claudio Boido and Antonio Fasano

Volume 25, issue 1, 2023

Not all bull and bear markets are alike: insights from a five-state hidden semi-Markov model pp. 1-25 Downloads
Valeriy Zakamulin
Risk measures-based cluster methods for finance pp. 1-56 Downloads
Pablo Cristini Guedes, Fernanda Maria Müller and Marcelo Righi
Exploring the indirect links between enterprise risk management and the financial performance of SMEs pp. 1-27 Downloads
Lenka Syrová and Jindřich Špička
IRB Asset and Default Correlation: Rationale for the Macroprudential Mark-Ups to the IRB Risk-Weights pp. 1-27 Downloads
Henry Penikas
Information security risk management terminology and key concepts pp. 1-23 Downloads
Michael Schmidt
Assessing the importance of the choice threshold in quantifying market risk under the POT approach (EVT) pp. 1-31 Downloads
Sonia Benito, Carmen López-Martín and Ángeles Navarro Mª
Non-performing loans and bank lending behaviour pp. 1-26 Downloads
Ardit Gjeçi, Matej Marinč and Vasja Rant

Volume 24, issue 4, 2022

Heterogeneity in cyber loss severity and its impact on cyber risk measurement pp. 273-297 Downloads
Martin Eling and Kwangmin Jung
Default risk as a factor preventing companies from entering the sukuk market pp. 298-326 Downloads
Madina Kalimullina and M. Kabir Hassan
Systematic extreme potential gain and loss spillover across countries pp. 327-366 Downloads
Mohammed Bouaddi and Khouzeima Moutanabbir
Changes in risk and entrepreneurship pp. 367-385 Downloads
Claudio Bonilla, Marcos Vergara and Richard Watt
Automated text mining process for corporate risk analysis and management pp. 386-419 Downloads
Ming-Fu Hsu, Chingho Chang and Jhih‐Hong Zeng
Oil tail-risk forecasts: from financial crisis to COVID-19 pp. 420-460 Downloads
Wei Kuang
Do risk governance and effective board affect bank performance? Evidence from large banks worldwide pp. 461-483 Downloads
Oumeima Kacem and Sana El Harbi

Volume 24, issue 3, 2022

Market and model risks: a feasible joint estimate methodology pp. 187-213 Downloads
Mariano González-Sánchez, Eva M. Ibáñez Jiménez and Ana Isabel Segovia San Juan
Sparsity and stability for minimum-variance portfolios pp. 214-235 Downloads
Sven Husmann, Antoniya Shivarova and Rick Steinert
Political, economic, and financial country risks and the volatility of the South African Exchange Traded Fund market: A GARCH-MIDAS approach pp. 236-258 Downloads
Damien Kunjal, Faeezah Peerbhai and Paul-Francois Muzindutsi
Revisiting the value of a statistical life: an international approach during COVID-19 pp. 259-272 Downloads
Nadia J. Sweis

Volume 24, issue 2, 2022

Three-factor model of Enterprise Risk Management implementation: exploratory study of non-financial companies pp. 101-122 Downloads
Ivana Dvorski Lacković, Nataša Kurnoga and Danijela Miloš Sprčić
Linkages and systemic risk in the European insurance sector. New evidence based on Minimum Spanning Trees pp. 123-136 Downloads
Anna Denkowska and Stanisław Wanat
Feed price risk management for sheep production in Spain: a composite future cross-hedging strategy pp. 137-163 Downloads
Ismael Pérez-Franco, Esteban Otto Thomasz, Gonzalo Rondinone and Agustín García
Prioritizing interdependent drivers of financial, economic, and political risks using a data-driven probabilistic approach pp. 164-185 Downloads
Abroon Qazi and Mecit Can Emre Simsekler
Correction to: Prioritizing interdependent drivers of financial, economic, and political risks using a data‑driven probabilistic approach pp. 186-186 Downloads
Abroon Qazi and Mecit Can Emre Simsekler

Volume 24, issue 1, 2022

Is the ESG portfolio less turbulent than a market benchmark portfolio? pp. 1-33 Downloads
Abdessamad Ouchen
Business strategy, market power, and stock price crash risk: Evidence from China pp. 34-54 Downloads
Adnan Safi, Yingying Chen, Abdul Qayyum and Salman Wahab
The influence of organizational climate, incentives and knowledge sharing on misconduct and risk-taking in banking pp. 55-80 Downloads
Beatriz Fernández-Muñiz, José Manuel Montes-Peón and Camilo José Vázquez-Ordás
Dynamic selection of Gram–Charlier expansions with risk targets: an application to cryptocurrencies pp. 81-99 Downloads
Inés Jiménez, Andrés Mora-Valencia and Javier Perote
Correction to: Achieving financial stability during a liquidity crisis: a multi‑objective approach pp. 100-100 Downloads
Edoardo Gaffeo and Lucio Gobbi

Volume 23, issue 4, 2021

A visual risk identification and early warning research for college net loan based on microblog texts pp. 261-281 Downloads
Ruijun Zhang, Caiyan Lin and Zeping Tong
IRB PD model accuracy validation in the presence of default correlation: a twin confidence interval approach pp. 282-300 Downloads
Dmitriy Borzykh and Henry Penikas
A refined measure of conditional maximum drawdown pp. 301-321 Downloads
Damiano Rossello and Silvestro Lo Cascio

Volume 23, issue 3, 2021

Covid-19 and high-yield emerging market bonds: insights for liquidity risk management pp. 193-212 Downloads
Mariya Gubareva
Alpha enhancement in global equity markets with ESG overlay on factor-based investment strategies pp. 213-242 Downloads
Subhransu S. Mohanty, Odette Mohanty and Mike Ivanof
Irrational risk-taking of professionals? The relationship between risk exposures and previous profits pp. 243-259 Downloads
Edina Berlinger, Barbara Dömötör and Balázs Árpád Szűcs

Volume 23, issue 1, 2021

Are stock prices driven by expected growth rather than discount rates? Evidence based on the COVID-19 crisis pp. 1-29 Downloads
Pascal Böni and Heinz Zimmermann
CEO overconfidence, firm-specific factors, and systemic risk: evidence from China pp. 30-47 Downloads
Adnan Safi, Xianrong Yi, Salman Wahab, Yingying Chen and Hassan Hassan
Achieving financial stability during a liquidity crisis: a multi-objective approach pp. 48-74 Downloads
Edoardo Gaffeo and Lucio Gobbi
Risk assessment of VAT invoice crime levels of companies based on DFPSVM: a case study in China pp. 75-96 Downloads
Ning Ding, Xinnan Zhang, Yiming Zhai and Chenglong Li
The maximum-return-and-minimum-volatility effect: evidence from choosing risky and riskless assets to form a portfolio pp. 97-122 Downloads
Zhihui Lv, Amanda M. Y. Chu, Wing-Keung Wong and Thomas C. Chiang
Determinants of corporate exposure at default under distressed economic and financial conditions in a developing economy: the case of Zimbabwe pp. 123-149 Downloads
Frank Ranganai Matenda, Mabutho Sibanda, Eriyoti Chikodza and Victor Gumbo
On management risk and price in the mutual fund industry: style and performance distribution analysis pp. 150-171 Downloads
Juan Carlos Matallín-Sáez, Amparo Soler-Domínguez and Diego Víctor Mingo-López
Do risk management committee characteristics influence the market value of firms? pp. 172-191 Downloads
Masturah Malik, Rohami Shafie and Ku Nor Izah Ku Ismail
Page updated 2025-10-20