Journal of Financial Transformation

2001 - 2025

Current editor(s): Prof. Shahin Shojai

From Capco Institute
77 Water Street, 10th Floor, New York NY 10005.
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2010, volume 28

Risk Management after the Great Crash pp. 1-19

Hans Blommestein

A partial defense of the giant squid pp. 8-11

Sanjiv Jaggia and Satish Thosar

Thou shalt buy ‘simple’ structured products only pp. 12-14

Steven Vanduffel

Economists’ hubris – the case of risk management pp. 27-35

Shahin Shojai and George Feiger

Best practices for investment risk management pp. 37-43

Jennifer Bender and Frank Nielsen

Lessons from the Global Financial Meltdown of 2008 pp. 45-54

Hershey Friedman and Linda Friedman

Financial stability, fair value accounting, and procyclicality pp. 61-75

Juan Sole, Jodi Scarlata and Alicia Novoa

Can ARMs' mortgage servicing portfolios be delta-hedged under gamma constraints? pp. 79-85

Carlos Ortiz, Charles Stone and Anne Zissu

The time-varying risk of listed private equity pp. 87-93

Christoph Kaserer, Henry Lahr, Valentin Liebhart and Alfred Mettler

Interest rate risk hedging demand under a Gaussian framework pp. 103-107

Sami Attaoui and Pierre Six

Non-parametric liquidity-adjusted VaR model: a stochastic programming approach pp. 109-116

Emmanuel Fragnière, Jacek Gondzio, Nils Tuchschmid and Qun Zhang

Optimization in financial engineering - an essay on 'good' solutions and misplaced exactitude pp. 117-122

Manfred Gilli and Enrico Schumann

A VaR too far? The pricing of operational risk pp. 123-129

Rodney Coleman

2009, volume 27

The financial crisis as a symbol of the failure of academic finance? (A methodological digression) pp. 3-8

Hans Blommestein

Economists’ hubris – the case of asset pricing pp. 9-13

Shahin Shojai and George Feiger

The equity premium in 150 textbooks pp. 14-18

Pablo Fernandez

U.S. executive-branch transgressions in the depth of the 2007-09 financial crisis pp. 29-34

George von Furstenberg

In the wake of the financial crisis: rebuilding the image of the finance industry through trust pp. 37-41

Erika Hayes James

Anatomy of the 2008 financial crisis: an economic analysis postmortem pp. 45-48

Greg Hunter

Regulating private financial institutions: how to kill the goose that laid the golden eggs pp. 49-52

Francois-Serge Lhabitant

Smarter sourcing in a post-crisis environment pp. 53-57

Suresh Gupta and Carmina Venditti

What executives should know about structural credit risk models and their limitations: a primer with examples pp. 58-62

Samuel Malone, Abel Rodriguez and Enrique ter Horst

From crunch to crisis in the interbank lending market pp. 63-68

John Robert Stinespring and Brian Kench

Quantifying reputational effects for publicly traded financial institutions pp. 76-81

Giusi Cannas, Giovanni Masala and Marco Micocci

Can risk modeling work? pp. 82-87

Elizabeth Sheedy

Estimating expected loss given default in an emerging market: the case of Czech Republic pp. 103-107

Jakub Seidler, Roman Horvath and Petr Jakubík

2009, volume 26

Economists' Hubris - The Case of Mergers and Acquisitions pp. 4-12

Shahin Shojai

Justifying adverse actions with new scorecard technologies pp. 13-17

David Hand and Keming Yu

Four demons pp. 18-23

Kevin Kneafsey

Lending technology, bank organization and competition pp. 24-30

Hans Degryse, Steven Ongena and Günseli Tümer-Alkan

Paving the Way to M&A Success: Legal Restructuring at the Core of Post Merger Integration pp. 31-36

Etienne Michelin and Kunal Patel

The new financial factory for innovation economic development pp. 37-41

Thomas Vass

Differences in the measurement and structure of wealth using alternative data sources: the case of the UK pp. 42-50

Zoe Oldfield and Eva Sierminska

Speculative Bubbles and Overreaction to Technological Innovation pp. 51-54

Kevin Lansing

Analyzing and hedging structured products with Interactive Deformable Computer Graphics pp. 55-58

Michael Mahlknecht and Konstantin Oppl

Modeling and pricing of credit derivatives using macroeconomic information pp. 60-68

Bernd Schmid, Rudi Zagst, Stefan Antes and Fayssal El Moufatich

Bank cash flows – a source of new insight? pp. 69-78

Paul Klumpes, Peter Welch and Andres Reibel

Determinants of the Yield Curve - a Model for the Relationship Between Risk and Yield pp. 79-84

Douglas Carr

Banking Capital and Operational Risks: Comparative analysis of regulatory approaches for a bank pp. 85-96

Elena A Medova and Pia E.K. Ber-Yuen

Quality, innovation, differentiation (QID) management and competitiveness in the financial sector: a tool for overcoming financial and banking crises pp. 96-103

Mosad Zineldin

The extreme downside risk of the S&P 500 stock index pp. 104-107

Sofiane Aboura

Effective parameters for stochastic volatility models pp. 108-115

Zaizhi Wang

Who benefits from market integration? A comparative study of Yankee IPOs from high and low integrated markets pp. 116-130

Kuntara Pukthuanthong

2009, volume 25

Reducing the Poor's Investment Risk: Introducing Bearer Money Market Mutual Shares pp. 12-14

Robert Wright

Financial risk and political risk in mature and emerging financial markets pp. 15-18

Wenjiang Jiang and Zhenyu Wu

Enhanced credit default models for heterogeneous SME segments pp. 31-39

Dean Fantazzini, Maria Elena DeGiuli, Silvia Figini and Paolo Giudici

The impact of demographics on economic policy: a huge risk often ignored pp. 41-50

Timothy Keogh, Steven Silver and D. Sykes Wilford

Risk and Return Measures for a Non-Gaussian World pp. 51-54

Michael Powers and Thomas Y. Powers

Medium-term macroeconomic determinants of exchange rate volatility pp. 55-64

Claudio Morana

Does individual performance affect entrepreneurial mobility Empirical evidence from the financial analysis market pp. 95-106

Boris Groysberg, Ashish Nanda and M Julia Prats

Public sector support of the banking industry pp. 131-143

Alistair Milne

A loss distribution model for operational risk derived from pooled bank losses pp. 155-160

ManMohan Sodhi and Wayne Holland

Global financial structure and climate change pp. 161-168

John Whalley and Yufei Yuan