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Journal of Financial Transformation

2001 - 2021

Current editor(s): Prof. Shahin Shojai

From Capco Institute
77 Water Street, 10th Floor, New York NY 10005.

Bibliographic data for series maintained by Prof. Shahin Shojai ().

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2013, volume 36

Benefits by DaaS for FSI - principles and limits of modern SOAs pp. 8-17
Ian Maravilla, Oliver Krauskopf and Kevin Wennemuth
Understanding business economics for investment managers pp. 18-25
Irene Ashkenazy and Frank Mackris
A constitutional system of money and finance pp. 27-42
Sankarshan Acharya
The failure of financial econometrics: confirmation and publication biases pp. 43-48
Imad Moosa
Optimal business model for financial institutions under post-crisis regulatory environment pp. 49-54
Kosrow Dehnad and Darius Dehnad
Strategic risk management: practice in systemically important banks pp. 55-66
Patrick McConnell
The changing role of sovereign credit ratings pp. 67-73
Simon Strong
Contingent capital, systemically important banks, and the public pp. 77-92
Markus P.H. Bürgi
Who or what has been hobbling CoCos: three essentials for making CoCos a success pp. 93-104
George von Furstenberg
What is the appropriate index construction methodology for African equity investment? pp. 105-110
Daniel Broby and Morgan Lochhead
Multi-fractal identification of "sick" markets: the LIBOR scandal case pp. 111-116
Sylvain Prado and Ian Rawlinson
Naive Monte Carlo pp. 117-121
Alexei Kondratyev

2012, volume 35

Service profitability: for pricing strategies, cross-service discounting and optimization pp. 8-16
Natasha Leigh Giles
Kernel alternatives to approximate operational severity distribution: an empirical application pp. 17-26
Filippo di Pietro, Maria Dolores Oliver Alfonso and Ana Diéguez
The properties of short term investing in leveraged ETFs pp. 27-38
Geng Deng and Craig McCann
A systems accident approach to systemic financial risk pp. 39-48
Joseph Calandro Jr.
Do investors care about noise trader risk? pp. 49-56
Francisca Beer, Mohamad Watfa and Mohamed Zouaoui
Are investor sentiments priced by the CAPM? pp. 57-70
Rahul Verma and Gokce Soydemir
Risk management and Pillar II: implementing ICAAP in Italian credit cooperative banks pp. 71-80
Rosaria Cerrone and Michele Maria Madonna
How to back-test operational risk: an empirical basic analysis pp. 81-90
Jose Manuel Feria-Dominguez, Enrique J. Jimenez-Rodriguez and Paz Rivera-Perez
Bank internationalization since 1995 pp. 91-105
Jonathan Batten and Peter Szilagyi
Short-selling bans and contagion risk pp. 109-122
Amelia Pais and Philip Stork
Tests of the correlation between portfolio performance measures pp. 123-132
Chris Adcock, Nelson Areal, Manuel Armada, Maria Ceu Cortez, Benilde Oliveira and Florinda Silva
Measuring market liquidity risk - which model works best? pp. 133-146
Cornelia Ernst, Sebastian Stange and Christoph Kaserer
The power of k: politically-targeted activities, connections and the financial system pp. 147-158
Deniz Igan and Prachi Mishra
Understanding bank supervisors' risk assessments pp. 159-172
John O'Keefe and James A. Wilcox
A risk-based risk finance paradigm pp. 173-178
Siwei Gao, Michael Powers and Zaneta A. Chapman
Quantitative modeling of operational risk losses when combining internal and external data pp. 179-185
Jens Perch Nielsen, Montserrat Guillen, Catalina Bolance and Jim Gustafsson

2012, volume 34

Toward a bottom-up approach to assessing sovereign default risk: an update pp. 19-29
Edward Altman and Herbert Rijken
International liquidity provision and currency-specific liquidity shortages pp. 31-41
Richhild Moessner and William Allen
The Failure of Financial Econometrics: “Stir-Fry” Regressions as an Illustration pp. 43-50
Imad Moosa
Lehman – A Case of Strategic Risk pp. 51-62
Patrick McConnell
Explaining Credit Default Swaps Pricing for Large Banks pp. 63-75
Inci Ötker-Robe and Jiri Podpiera
Investing in Private Equity - Capital Commitment Considerations pp. 77-81
Sameer Jain
Cultural, Political, and Economic Antecedents of Country Risk in Sixty-Two Countries pp. 89-98
Moshe Banai
Markets for CCPs and Regulation: Considering Unintended Consequences pp. 105-118
Serge Wibaut and D Sykes Wilford
What have we Learned from the 2007-08 Liquidity Crisis? A Survey pp. 119-128
Hamid Mohtadi and Stefan Ruediger
Making Sense of Asset Prices: A Guide to Required Yield Theory, Part 1 -- Valuing the Stock Market pp. 129-148
Christophe Faugere
Our Understanding of Next Generation's Target Operating Models pp. 149-153
Andreas Andersen and Nicolas Faulbecker
The First Line of Defense in Operational Risk Management – The Perspective of the Business Line pp. 155-164
Udo Milkau and Frank Neumann
Optimal Bank Planning Under Basel III Regulations pp. 165-174
Sebastian Pokutta and Christian Schmaltz
A Risk Measure for S-Shaped Assets and Prediction of Investment Performance pp. 175-181
Qi Tang, Haidar Haidar, Bernard Minsky and Rishi Thapar
ILLIX - A New Index for Quantifying Illiquidity pp. 183-193
Tim Friederich, Carolin Kraus and Rudi Zagst
How Homogeneous Diversification in Balanced Investment Funds Affects Portfolio and Systemic Risk pp. 195-210
Rocco Ciciretti and Raffaele Corvino
Breaking Through Risk Management, a Derivative for the Leasing Industry pp. 211-218 Downloads
Sylvain Prado and Ram Ananth

2011, volume 33

Waking the Sleeping Giant pp. 1-13
Dr Simon Ashby, David Clark and John Thirlwell
Liability Index Fund: The Liability Beta Portfolio pp. 29-33
Ronald Ryan and Frank Fabozzi
Systemic Risk and Macroprudential Bank Regulation: A Critical Appraisal pp. 45-60
David VanHoose
The Failure of Neoclassical Financial Economics: The Capital Asset Pricing Model and its Pillars as an Illustration pp. 69-76
Imad Moosa
Financial Innovation and Transparency in Turbulent Times pp. 99-112
Panagiotis Delimatsis
Assessing Hedge Fund Risk in a New Era of Hedge Fund Transparency pp. 121-126 Downloads
David Owyong
Cultural fit and post-merger integration in banking M&As pp. 147-155
Alessandro Carretta, Vincenzo Farina and Paola Schwizer
The Pension Risk Management Framework pp. 157-164
Robert Gardner, Dawid Konotey-Ahulu and Ivan Soto-Wright
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