Risk Management

2016 - 2025

Current editor(s): Igor Loncarski

From Palgrave Macmillan
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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

Michele Leonardo Bianchi

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

Daniel Attah-Kyei, Charles Andoh and Saint Kuttu

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

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

Henry Penikas

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

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

Pedro Antonio Martin-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

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

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

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

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

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

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 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

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

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

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

Valeriy Zakamulin

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

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

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

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

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

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

Martin Eling and Kwangmin Jung

Default risk as a factor preventing companies from entering the sukuk market pp. 298-326

Madina Kalimullina and M. Kabir Hassan

Systematic extreme potential gain and loss spillover across countries pp. 327-366

Mohammed Bouaddi and Khouzeima Moutanabbir

Changes in risk and entrepreneurship pp. 367-385

Claudio Bonilla, Marcos Vergara and Richard Watt

Automated text mining process for corporate risk analysis and management pp. 386-419

Ming-Fu Hsu, Chingho Chang and Jhih‐Hong Zeng

Oil tail-risk forecasts: from financial crisis to COVID-19 pp. 420-460

Wei Kuang

Do risk governance and effective board affect bank performance? Evidence from large banks worldwide pp. 461-483

Oumeima Kacem and Sana El Harbi

Volume 24, issue 3, 2022

Market and model risks: a feasible joint estimate methodology pp. 187-213

Mariano González-Sánchez, Eva M. Ibáñez Jiménez and Ana Isabel Segovia San Juan

Sparsity and stability for minimum-variance portfolios pp. 214-235

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

Damien Kunjal, Faeezah Peerbhai and Paul-Francois Muzindutsi

Revisiting the value of a statistical life: an international approach during COVID-19 pp. 259-272

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

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

Anna Denkowska and Stanisław Wanat

Feed price risk management for sheep production in Spain: a composite future cross-hedging strategy pp. 137-163

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

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

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

Abdessamad Ouchen

Business strategy, market power, and stock price crash risk: Evidence from China pp. 34-54

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

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

Inés Jiménez, Andrés Mora-Valencia and Javier Perote

Correction to: Achieving financial stability during a liquidity crisis: a multi‑objective approach pp. 100-100

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

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

Dmitriy Borzykh and Henry Penikas

A refined measure of conditional maximum drawdown pp. 301-321

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

Mariya Gubareva

Alpha enhancement in global equity markets with ESG overlay on factor-based investment strategies pp. 213-242

Subhransu S. Mohanty, Odette Mohanty and Mike Ivanof

Irrational risk-taking of professionals? The relationship between risk exposures and previous profits pp. 243-259

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

Pascal Böni and Heinz Zimmermann

CEO overconfidence, firm-specific factors, and systemic risk: evidence from China pp. 30-47

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

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

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

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

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

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

Masturah Malik, Rohami Shafie and Ku Nor Izah Ku Ismail