Journal of Financial Transformation

2001 - 2025

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 ( this e-mail address is bad, please contact ).

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

2016, volume 1

Seeing the Forest for the Trees - The Taming of Big Data pp. 1-2

Sanjay Sidhwani and Sue Yasav

2013, volume 37

Navigating the pitfalls of wholesale and corporate portal transformation pp. 12-15

Leonard Ikpase

Core transformations and related operational risks in retail banking: engaging for success in complex IT transformations pp. 16-24

Jan Stüve

Ten pitfalls with credit risk reporting pp. 29-38

Sandeep Vishnu and Larry Taylor

Industrialization in Financial Services: a new wave of opportunities pp. 29-38

Ido Gileadi, Stephen O'Sullivan and Christopher Hamilton

Optimizing risk allocation for CCPs under the European market infrastructure regulation pp. 39-52

Rodrigo Zepeda

Stress testing credit risk portfolios pp. 53-76

Michael Jacobs Jr

Basel III: solving the liquidity business challenge pp. 77-94

Robert Fiedler and Michael Mahlknecht

Sovereign credit risk in a hidden Markov regime-switching framework. Part 1: methodology pp. 99-109

Louise Potgeiter and Gianluca Fusai

FX volatility adjustment for risk factors stimulation pp. 111-116

Alexei Kondratyev

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

Sylvain Prado and Ram Ananth